NYMEX Natural Gas Future October 2023
| Trading Metrics calculated at close of trading on 20-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2023 |
20-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
2.729 |
2.819 |
0.090 |
3.3% |
2.610 |
| High |
2.872 |
2.824 |
-0.048 |
-1.7% |
2.823 |
| Low |
2.710 |
2.693 |
-0.017 |
-0.6% |
2.541 |
| Close |
2.848 |
2.733 |
-0.115 |
-4.0% |
2.644 |
| Range |
0.162 |
0.131 |
-0.031 |
-19.1% |
0.282 |
| ATR |
0.131 |
0.133 |
0.002 |
1.3% |
0.000 |
| Volume |
164,806 |
140,309 |
-24,497 |
-14.9% |
786,642 |
|
| Daily Pivots for day following 20-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.143 |
3.069 |
2.805 |
|
| R3 |
3.012 |
2.938 |
2.769 |
|
| R2 |
2.881 |
2.881 |
2.757 |
|
| R1 |
2.807 |
2.807 |
2.745 |
2.779 |
| PP |
2.750 |
2.750 |
2.750 |
2.736 |
| S1 |
2.676 |
2.676 |
2.721 |
2.648 |
| S2 |
2.619 |
2.619 |
2.709 |
|
| S3 |
2.488 |
2.545 |
2.697 |
|
| S4 |
2.357 |
2.414 |
2.661 |
|
|
| 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 |
10.0% |
0.133 |
4.9% |
49% |
False |
False |
143,057 |
| 10 |
2.872 |
2.500 |
0.372 |
13.6% |
0.128 |
4.7% |
63% |
False |
False |
146,162 |
| 20 |
2.872 |
2.500 |
0.372 |
13.6% |
0.129 |
4.7% |
63% |
False |
False |
145,428 |
| 40 |
3.096 |
2.500 |
0.596 |
21.8% |
0.128 |
4.7% |
39% |
False |
False |
109,324 |
| 60 |
3.096 |
2.500 |
0.596 |
21.8% |
0.122 |
4.5% |
39% |
False |
False |
86,963 |
| 80 |
3.096 |
2.377 |
0.719 |
26.3% |
0.122 |
4.5% |
50% |
False |
False |
74,156 |
| 100 |
3.096 |
2.377 |
0.719 |
26.3% |
0.122 |
4.5% |
50% |
False |
False |
65,205 |
| 120 |
3.096 |
2.377 |
0.719 |
26.3% |
0.121 |
4.4% |
50% |
False |
False |
58,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.381 |
|
2.618 |
3.167 |
|
1.618 |
3.036 |
|
1.000 |
2.955 |
|
0.618 |
2.905 |
|
HIGH |
2.824 |
|
0.618 |
2.774 |
|
0.500 |
2.759 |
|
0.382 |
2.743 |
|
LOW |
2.693 |
|
0.618 |
2.612 |
|
1.000 |
2.562 |
|
1.618 |
2.481 |
|
2.618 |
2.350 |
|
4.250 |
2.136 |
|
|
| Fisher Pivots for day following 20-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.759 |
2.736 |
| PP |
2.750 |
2.735 |
| S1 |
2.742 |
2.734 |
|