NYMEX Natural Gas Future October 2023
| Trading Metrics calculated at close of trading on 19-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2023 |
19-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
2.624 |
2.729 |
0.105 |
4.0% |
2.610 |
| High |
2.745 |
2.872 |
0.127 |
4.6% |
2.823 |
| Low |
2.600 |
2.710 |
0.110 |
4.2% |
2.541 |
| Close |
2.728 |
2.848 |
0.120 |
4.4% |
2.644 |
| Range |
0.145 |
0.162 |
0.017 |
11.7% |
0.282 |
| ATR |
0.129 |
0.131 |
0.002 |
1.8% |
0.000 |
| Volume |
128,308 |
164,806 |
36,498 |
28.4% |
786,642 |
|
| Daily Pivots for day following 19-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.296 |
3.234 |
2.937 |
|
| R3 |
3.134 |
3.072 |
2.893 |
|
| R2 |
2.972 |
2.972 |
2.878 |
|
| R1 |
2.910 |
2.910 |
2.863 |
2.941 |
| PP |
2.810 |
2.810 |
2.810 |
2.826 |
| S1 |
2.748 |
2.748 |
2.833 |
2.779 |
| S2 |
2.648 |
2.648 |
2.818 |
|
| S3 |
2.486 |
2.586 |
2.803 |
|
| S4 |
2.324 |
2.424 |
2.759 |
|
|
| 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 |
2.872 |
2.600 |
0.272 |
9.6% |
0.134 |
4.7% |
91% |
True |
False |
153,337 |
| 10 |
2.872 |
2.500 |
0.372 |
13.1% |
0.126 |
4.4% |
94% |
True |
False |
143,798 |
| 20 |
2.872 |
2.500 |
0.372 |
13.1% |
0.128 |
4.5% |
94% |
True |
False |
143,466 |
| 40 |
3.096 |
2.500 |
0.596 |
20.9% |
0.127 |
4.5% |
58% |
False |
False |
107,263 |
| 60 |
3.096 |
2.500 |
0.596 |
20.9% |
0.121 |
4.3% |
58% |
False |
False |
85,461 |
| 80 |
3.096 |
2.377 |
0.719 |
25.2% |
0.123 |
4.3% |
66% |
False |
False |
72,775 |
| 100 |
3.096 |
2.377 |
0.719 |
25.2% |
0.121 |
4.3% |
66% |
False |
False |
63,983 |
| 120 |
3.096 |
2.377 |
0.719 |
25.2% |
0.121 |
4.2% |
66% |
False |
False |
57,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.561 |
|
2.618 |
3.296 |
|
1.618 |
3.134 |
|
1.000 |
3.034 |
|
0.618 |
2.972 |
|
HIGH |
2.872 |
|
0.618 |
2.810 |
|
0.500 |
2.791 |
|
0.382 |
2.772 |
|
LOW |
2.710 |
|
0.618 |
2.610 |
|
1.000 |
2.548 |
|
1.618 |
2.448 |
|
2.618 |
2.286 |
|
4.250 |
2.022 |
|
|
| Fisher Pivots for day following 19-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.829 |
2.811 |
| PP |
2.810 |
2.773 |
| S1 |
2.791 |
2.736 |
|