NYMEX Natural Gas Future October 2023
| Trading Metrics calculated at close of trading on 26-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2023 |
26-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
2.657 |
2.638 |
-0.019 |
-0.7% |
2.624 |
| High |
2.671 |
2.667 |
-0.004 |
-0.1% |
2.872 |
| Low |
2.606 |
2.552 |
-0.054 |
-2.1% |
2.595 |
| Close |
2.639 |
2.656 |
0.017 |
0.6% |
2.637 |
| Range |
0.065 |
0.115 |
0.050 |
76.9% |
0.277 |
| ATR |
0.127 |
0.126 |
-0.001 |
-0.7% |
0.000 |
| Volume |
36,175 |
57,087 |
20,912 |
57.8% |
586,035 |
|
| Daily Pivots for day following 26-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.970 |
2.928 |
2.719 |
|
| R3 |
2.855 |
2.813 |
2.688 |
|
| R2 |
2.740 |
2.740 |
2.677 |
|
| R1 |
2.698 |
2.698 |
2.667 |
2.719 |
| PP |
2.625 |
2.625 |
2.625 |
2.636 |
| S1 |
2.583 |
2.583 |
2.645 |
2.604 |
| S2 |
2.510 |
2.510 |
2.635 |
|
| S3 |
2.395 |
2.468 |
2.624 |
|
| S4 |
2.280 |
2.353 |
2.593 |
|
|
| 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 |
2.824 |
2.552 |
0.272 |
10.2% |
0.111 |
4.2% |
38% |
False |
True |
77,236 |
| 10 |
2.872 |
2.552 |
0.320 |
12.0% |
0.123 |
4.6% |
33% |
False |
True |
115,287 |
| 20 |
2.872 |
2.500 |
0.372 |
14.0% |
0.124 |
4.7% |
42% |
False |
False |
129,900 |
| 40 |
3.096 |
2.500 |
0.596 |
22.4% |
0.127 |
4.8% |
26% |
False |
False |
110,859 |
| 60 |
3.096 |
2.500 |
0.596 |
22.4% |
0.119 |
4.5% |
26% |
False |
False |
88,078 |
| 80 |
3.096 |
2.390 |
0.706 |
26.6% |
0.121 |
4.6% |
38% |
False |
False |
75,273 |
| 100 |
3.096 |
2.377 |
0.719 |
27.1% |
0.121 |
4.6% |
39% |
False |
False |
66,557 |
| 120 |
3.096 |
2.377 |
0.719 |
27.1% |
0.121 |
4.6% |
39% |
False |
False |
59,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.156 |
|
2.618 |
2.968 |
|
1.618 |
2.853 |
|
1.000 |
2.782 |
|
0.618 |
2.738 |
|
HIGH |
2.667 |
|
0.618 |
2.623 |
|
0.500 |
2.610 |
|
0.382 |
2.596 |
|
LOW |
2.552 |
|
0.618 |
2.481 |
|
1.000 |
2.437 |
|
1.618 |
2.366 |
|
2.618 |
2.251 |
|
4.250 |
2.063 |
|
|
| Fisher Pivots for day following 26-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.641 |
2.643 |
| PP |
2.625 |
2.630 |
| S1 |
2.610 |
2.618 |
|