NYMEX Natural Gas Future October 2023
| Trading Metrics calculated at close of trading on 22-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2023 |
22-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
2.732 |
2.624 |
-0.108 |
-4.0% |
2.624 |
| High |
2.759 |
2.683 |
-0.076 |
-2.8% |
2.872 |
| Low |
2.595 |
2.602 |
0.007 |
0.3% |
2.595 |
| Close |
2.610 |
2.637 |
0.027 |
1.0% |
2.637 |
| Range |
0.164 |
0.081 |
-0.083 |
-50.6% |
0.277 |
| ATR |
0.135 |
0.131 |
-0.004 |
-2.9% |
0.000 |
| Volume |
99,971 |
52,641 |
-47,330 |
-47.3% |
586,035 |
|
| Daily Pivots for day following 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.884 |
2.841 |
2.682 |
|
| R3 |
2.803 |
2.760 |
2.659 |
|
| R2 |
2.722 |
2.722 |
2.652 |
|
| R1 |
2.679 |
2.679 |
2.644 |
2.701 |
| PP |
2.641 |
2.641 |
2.641 |
2.651 |
| S1 |
2.598 |
2.598 |
2.630 |
2.620 |
| S2 |
2.560 |
2.560 |
2.622 |
|
| S3 |
2.479 |
2.517 |
2.615 |
|
| S4 |
2.398 |
2.436 |
2.592 |
|
|
| Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.532 |
3.362 |
2.789 |
|
| R3 |
3.255 |
3.085 |
2.713 |
|
| R2 |
2.978 |
2.978 |
2.688 |
|
| R1 |
2.808 |
2.808 |
2.662 |
2.893 |
| PP |
2.701 |
2.701 |
2.701 |
2.744 |
| S1 |
2.531 |
2.531 |
2.612 |
2.616 |
| S2 |
2.424 |
2.424 |
2.586 |
|
| S3 |
2.147 |
2.254 |
2.561 |
|
| S4 |
1.870 |
1.977 |
2.485 |
|
|
| 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 |
10.5% |
0.137 |
5.2% |
15% |
False |
False |
117,207 |
| 10 |
2.872 |
2.541 |
0.331 |
12.6% |
0.132 |
5.0% |
29% |
False |
False |
137,267 |
| 20 |
2.872 |
2.500 |
0.372 |
14.1% |
0.129 |
4.9% |
37% |
False |
False |
139,669 |
| 40 |
3.096 |
2.500 |
0.596 |
22.6% |
0.128 |
4.9% |
23% |
False |
False |
110,662 |
| 60 |
3.096 |
2.500 |
0.596 |
22.6% |
0.121 |
4.6% |
23% |
False |
False |
87,798 |
| 80 |
3.096 |
2.377 |
0.719 |
27.3% |
0.122 |
4.6% |
36% |
False |
False |
75,225 |
| 100 |
3.096 |
2.377 |
0.719 |
27.3% |
0.121 |
4.6% |
36% |
False |
False |
66,240 |
| 120 |
3.096 |
2.377 |
0.719 |
27.3% |
0.121 |
4.6% |
36% |
False |
False |
59,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.027 |
|
2.618 |
2.895 |
|
1.618 |
2.814 |
|
1.000 |
2.764 |
|
0.618 |
2.733 |
|
HIGH |
2.683 |
|
0.618 |
2.652 |
|
0.500 |
2.643 |
|
0.382 |
2.633 |
|
LOW |
2.602 |
|
0.618 |
2.552 |
|
1.000 |
2.521 |
|
1.618 |
2.471 |
|
2.618 |
2.390 |
|
4.250 |
2.258 |
|
|
| Fisher Pivots for day following 22-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.643 |
2.710 |
| PP |
2.641 |
2.685 |
| S1 |
2.639 |
2.661 |
|