NYMEX Natural Gas Future October 2023
| Trading Metrics calculated at close of trading on 27-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2023 |
27-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
2.638 |
2.656 |
0.018 |
0.7% |
2.624 |
| High |
2.667 |
2.781 |
0.114 |
4.3% |
2.872 |
| Low |
2.552 |
2.640 |
0.088 |
3.4% |
2.595 |
| Close |
2.656 |
2.764 |
0.108 |
4.1% |
2.637 |
| Range |
0.115 |
0.141 |
0.026 |
22.6% |
0.277 |
| ATR |
0.126 |
0.127 |
0.001 |
0.9% |
0.000 |
| Volume |
57,087 |
1,880 |
-55,207 |
-96.7% |
586,035 |
|
| Daily Pivots for day following 27-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.151 |
3.099 |
2.842 |
|
| R3 |
3.010 |
2.958 |
2.803 |
|
| R2 |
2.869 |
2.869 |
2.790 |
|
| R1 |
2.817 |
2.817 |
2.777 |
2.843 |
| PP |
2.728 |
2.728 |
2.728 |
2.742 |
| S1 |
2.676 |
2.676 |
2.751 |
2.702 |
| S2 |
2.587 |
2.587 |
2.738 |
|
| S3 |
2.446 |
2.535 |
2.725 |
|
| S4 |
2.305 |
2.394 |
2.686 |
|
|
| 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 |
2.781 |
2.552 |
0.229 |
8.3% |
0.113 |
4.1% |
93% |
True |
False |
49,550 |
| 10 |
2.872 |
2.552 |
0.320 |
11.6% |
0.123 |
4.4% |
66% |
False |
False |
96,303 |
| 20 |
2.872 |
2.500 |
0.372 |
13.5% |
0.127 |
4.6% |
71% |
False |
False |
122,725 |
| 40 |
3.096 |
2.500 |
0.596 |
21.6% |
0.128 |
4.6% |
44% |
False |
False |
109,738 |
| 60 |
3.096 |
2.500 |
0.596 |
21.6% |
0.120 |
4.4% |
44% |
False |
False |
87,638 |
| 80 |
3.096 |
2.423 |
0.673 |
24.3% |
0.122 |
4.4% |
51% |
False |
False |
74,900 |
| 100 |
3.096 |
2.377 |
0.719 |
26.0% |
0.121 |
4.4% |
54% |
False |
False |
66,349 |
| 120 |
3.096 |
2.377 |
0.719 |
26.0% |
0.121 |
4.4% |
54% |
False |
False |
59,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.380 |
|
2.618 |
3.150 |
|
1.618 |
3.009 |
|
1.000 |
2.922 |
|
0.618 |
2.868 |
|
HIGH |
2.781 |
|
0.618 |
2.727 |
|
0.500 |
2.711 |
|
0.382 |
2.694 |
|
LOW |
2.640 |
|
0.618 |
2.553 |
|
1.000 |
2.499 |
|
1.618 |
2.412 |
|
2.618 |
2.271 |
|
4.250 |
2.041 |
|
|
| Fisher Pivots for day following 27-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.746 |
2.732 |
| PP |
2.728 |
2.699 |
| S1 |
2.711 |
2.667 |
|