NYMEX Natural Gas Future November 2023
| Trading Metrics calculated at close of trading on 12-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2023 |
12-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
2.971 |
2.949 |
-0.022 |
-0.7% |
3.050 |
| High |
2.973 |
3.061 |
0.088 |
3.0% |
3.075 |
| Low |
2.909 |
2.930 |
0.021 |
0.7% |
2.901 |
| Close |
2.937 |
3.015 |
0.078 |
2.7% |
2.966 |
| Range |
0.064 |
0.131 |
0.067 |
104.7% |
0.174 |
| ATR |
0.110 |
0.112 |
0.001 |
1.4% |
0.000 |
| Volume |
79,983 |
135,124 |
55,141 |
68.9% |
269,334 |
|
| Daily Pivots for day following 12-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.395 |
3.336 |
3.087 |
|
| R3 |
3.264 |
3.205 |
3.051 |
|
| R2 |
3.133 |
3.133 |
3.039 |
|
| R1 |
3.074 |
3.074 |
3.027 |
3.104 |
| PP |
3.002 |
3.002 |
3.002 |
3.017 |
| S1 |
2.943 |
2.943 |
3.003 |
2.973 |
| S2 |
2.871 |
2.871 |
2.991 |
|
| S3 |
2.740 |
2.812 |
2.979 |
|
| S4 |
2.609 |
2.681 |
2.943 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.503 |
3.408 |
3.062 |
|
| R3 |
3.329 |
3.234 |
3.014 |
|
| R2 |
3.155 |
3.155 |
2.998 |
|
| R1 |
3.060 |
3.060 |
2.982 |
3.021 |
| PP |
2.981 |
2.981 |
2.981 |
2.961 |
| S1 |
2.886 |
2.886 |
2.950 |
2.847 |
| S2 |
2.807 |
2.807 |
2.934 |
|
| S3 |
2.633 |
2.712 |
2.918 |
|
| S4 |
2.459 |
2.538 |
2.870 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.061 |
2.901 |
0.160 |
5.3% |
0.096 |
3.2% |
71% |
True |
False |
82,446 |
| 10 |
3.242 |
2.901 |
0.341 |
11.3% |
0.107 |
3.5% |
33% |
False |
False |
73,003 |
| 20 |
3.432 |
2.901 |
0.531 |
17.6% |
0.110 |
3.7% |
21% |
False |
False |
58,675 |
| 40 |
3.485 |
2.901 |
0.584 |
19.4% |
0.108 |
3.6% |
20% |
False |
False |
50,873 |
| 60 |
3.485 |
2.901 |
0.584 |
19.4% |
0.109 |
3.6% |
20% |
False |
False |
40,782 |
| 80 |
3.485 |
2.825 |
0.660 |
21.9% |
0.109 |
3.6% |
29% |
False |
False |
33,847 |
| 100 |
3.485 |
2.825 |
0.660 |
21.9% |
0.107 |
3.6% |
29% |
False |
False |
29,177 |
| 120 |
3.485 |
2.825 |
0.660 |
21.9% |
0.109 |
3.6% |
29% |
False |
False |
25,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.618 |
|
2.618 |
3.404 |
|
1.618 |
3.273 |
|
1.000 |
3.192 |
|
0.618 |
3.142 |
|
HIGH |
3.061 |
|
0.618 |
3.011 |
|
0.500 |
2.996 |
|
0.382 |
2.980 |
|
LOW |
2.930 |
|
0.618 |
2.849 |
|
1.000 |
2.799 |
|
1.618 |
2.718 |
|
2.618 |
2.587 |
|
4.250 |
2.373 |
|
|
| Fisher Pivots for day following 12-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.009 |
3.005 |
| PP |
3.002 |
2.995 |
| S1 |
2.996 |
2.985 |
|