NYMEX Natural Gas Future October 2023
| Trading Metrics calculated at close of trading on 21-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2023 |
21-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
2.819 |
2.732 |
-0.087 |
-3.1% |
2.610 |
| High |
2.824 |
2.759 |
-0.065 |
-2.3% |
2.823 |
| Low |
2.693 |
2.595 |
-0.098 |
-3.6% |
2.541 |
| Close |
2.733 |
2.610 |
-0.123 |
-4.5% |
2.644 |
| Range |
0.131 |
0.164 |
0.033 |
25.2% |
0.282 |
| ATR |
0.133 |
0.135 |
0.002 |
1.7% |
0.000 |
| Volume |
140,309 |
99,971 |
-40,338 |
-28.7% |
786,642 |
|
| Daily Pivots for day following 21-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.147 |
3.042 |
2.700 |
|
| R3 |
2.983 |
2.878 |
2.655 |
|
| R2 |
2.819 |
2.819 |
2.640 |
|
| R1 |
2.714 |
2.714 |
2.625 |
2.685 |
| PP |
2.655 |
2.655 |
2.655 |
2.640 |
| S1 |
2.550 |
2.550 |
2.595 |
2.521 |
| S2 |
2.491 |
2.491 |
2.580 |
|
| S3 |
2.327 |
2.386 |
2.565 |
|
| S4 |
2.163 |
2.222 |
2.520 |
|
|
| 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 |
2.595 |
0.277 |
10.6% |
0.140 |
5.4% |
5% |
False |
True |
132,234 |
| 10 |
2.872 |
2.541 |
0.331 |
12.7% |
0.133 |
5.1% |
21% |
False |
False |
142,126 |
| 20 |
2.872 |
2.500 |
0.372 |
14.3% |
0.132 |
5.1% |
30% |
False |
False |
144,736 |
| 40 |
3.096 |
2.500 |
0.596 |
22.8% |
0.129 |
5.0% |
18% |
False |
False |
110,790 |
| 60 |
3.096 |
2.500 |
0.596 |
22.8% |
0.122 |
4.7% |
18% |
False |
False |
87,665 |
| 80 |
3.096 |
2.377 |
0.719 |
27.5% |
0.123 |
4.7% |
32% |
False |
False |
74,961 |
| 100 |
3.096 |
2.377 |
0.719 |
27.5% |
0.121 |
4.7% |
32% |
False |
False |
65,908 |
| 120 |
3.096 |
2.377 |
0.719 |
27.5% |
0.121 |
4.6% |
32% |
False |
False |
58,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.456 |
|
2.618 |
3.188 |
|
1.618 |
3.024 |
|
1.000 |
2.923 |
|
0.618 |
2.860 |
|
HIGH |
2.759 |
|
0.618 |
2.696 |
|
0.500 |
2.677 |
|
0.382 |
2.658 |
|
LOW |
2.595 |
|
0.618 |
2.494 |
|
1.000 |
2.431 |
|
1.618 |
2.330 |
|
2.618 |
2.166 |
|
4.250 |
1.898 |
|
|
| Fisher Pivots for day following 21-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.677 |
2.734 |
| PP |
2.655 |
2.692 |
| S1 |
2.632 |
2.651 |
|