NYMEX Natural Gas Future October 2023
| Trading Metrics calculated at close of trading on 18-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2023 |
18-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
2.704 |
2.624 |
-0.080 |
-3.0% |
2.610 |
| High |
2.736 |
2.745 |
0.009 |
0.3% |
2.823 |
| Low |
2.637 |
2.600 |
-0.037 |
-1.4% |
2.541 |
| Close |
2.644 |
2.728 |
0.084 |
3.2% |
2.644 |
| Range |
0.099 |
0.145 |
0.046 |
46.5% |
0.282 |
| ATR |
0.128 |
0.129 |
0.001 |
1.0% |
0.000 |
| Volume |
127,780 |
128,308 |
528 |
0.4% |
786,642 |
|
| Daily Pivots for day following 18-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.126 |
3.072 |
2.808 |
|
| R3 |
2.981 |
2.927 |
2.768 |
|
| R2 |
2.836 |
2.836 |
2.755 |
|
| R1 |
2.782 |
2.782 |
2.741 |
2.809 |
| PP |
2.691 |
2.691 |
2.691 |
2.705 |
| S1 |
2.637 |
2.637 |
2.715 |
2.664 |
| S2 |
2.546 |
2.546 |
2.701 |
|
| S3 |
2.401 |
2.492 |
2.688 |
|
| S4 |
2.256 |
2.347 |
2.648 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.515 |
3.362 |
2.799 |
|
| R3 |
3.233 |
3.080 |
2.722 |
|
| R2 |
2.951 |
2.951 |
2.696 |
|
| R1 |
2.798 |
2.798 |
2.670 |
2.875 |
| PP |
2.669 |
2.669 |
2.669 |
2.708 |
| S1 |
2.516 |
2.516 |
2.618 |
2.593 |
| S2 |
2.387 |
2.387 |
2.592 |
|
| S3 |
2.105 |
2.234 |
2.566 |
|
| S4 |
1.823 |
1.952 |
2.489 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.823 |
2.600 |
0.223 |
8.2% |
0.137 |
5.0% |
57% |
False |
True |
160,814 |
| 10 |
2.823 |
2.500 |
0.323 |
11.8% |
0.124 |
4.5% |
71% |
False |
False |
145,150 |
| 20 |
2.865 |
2.500 |
0.365 |
13.4% |
0.125 |
4.6% |
62% |
False |
False |
139,291 |
| 40 |
3.096 |
2.500 |
0.596 |
21.8% |
0.125 |
4.6% |
38% |
False |
False |
104,031 |
| 60 |
3.096 |
2.500 |
0.596 |
21.8% |
0.122 |
4.5% |
38% |
False |
False |
83,496 |
| 80 |
3.096 |
2.377 |
0.719 |
26.4% |
0.122 |
4.5% |
49% |
False |
False |
71,048 |
| 100 |
3.096 |
2.377 |
0.719 |
26.4% |
0.121 |
4.4% |
49% |
False |
False |
62,665 |
| 120 |
3.096 |
2.377 |
0.719 |
26.4% |
0.120 |
4.4% |
49% |
False |
False |
56,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.361 |
|
2.618 |
3.125 |
|
1.618 |
2.980 |
|
1.000 |
2.890 |
|
0.618 |
2.835 |
|
HIGH |
2.745 |
|
0.618 |
2.690 |
|
0.500 |
2.673 |
|
0.382 |
2.655 |
|
LOW |
2.600 |
|
0.618 |
2.510 |
|
1.000 |
2.455 |
|
1.618 |
2.365 |
|
2.618 |
2.220 |
|
4.250 |
1.984 |
|
|
| Fisher Pivots for day following 18-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.710 |
2.723 |
| PP |
2.691 |
2.717 |
| S1 |
2.673 |
2.712 |
|