NYMEX Natural Gas Future November 2023
| Trading Metrics calculated at close of trading on 15-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2023 |
15-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
3.005 |
2.987 |
-0.018 |
-0.6% |
2.971 |
| High |
3.088 |
2.997 |
-0.091 |
-2.9% |
3.088 |
| Low |
2.975 |
2.927 |
-0.048 |
-1.6% |
2.909 |
| Close |
2.983 |
2.932 |
-0.051 |
-1.7% |
2.932 |
| Range |
0.113 |
0.070 |
-0.043 |
-38.1% |
0.179 |
| ATR |
0.110 |
0.107 |
-0.003 |
-2.6% |
0.000 |
| Volume |
112,568 |
87,637 |
-24,931 |
-22.1% |
547,564 |
|
| Daily Pivots for day following 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.162 |
3.117 |
2.971 |
|
| R3 |
3.092 |
3.047 |
2.951 |
|
| R2 |
3.022 |
3.022 |
2.945 |
|
| R1 |
2.977 |
2.977 |
2.938 |
2.965 |
| PP |
2.952 |
2.952 |
2.952 |
2.946 |
| S1 |
2.907 |
2.907 |
2.926 |
2.895 |
| S2 |
2.882 |
2.882 |
2.919 |
|
| S3 |
2.812 |
2.837 |
2.913 |
|
| S4 |
2.742 |
2.767 |
2.894 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.513 |
3.402 |
3.030 |
|
| R3 |
3.334 |
3.223 |
2.981 |
|
| R2 |
3.155 |
3.155 |
2.965 |
|
| R1 |
3.044 |
3.044 |
2.948 |
3.010 |
| PP |
2.976 |
2.976 |
2.976 |
2.960 |
| S1 |
2.865 |
2.865 |
2.916 |
2.831 |
| S2 |
2.797 |
2.797 |
2.899 |
|
| S3 |
2.618 |
2.686 |
2.883 |
|
| S4 |
2.439 |
2.507 |
2.834 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.088 |
2.909 |
0.179 |
6.1% |
0.093 |
3.2% |
13% |
False |
False |
109,512 |
| 10 |
3.213 |
2.901 |
0.312 |
10.6% |
0.097 |
3.3% |
10% |
False |
False |
87,208 |
| 20 |
3.265 |
2.901 |
0.364 |
12.4% |
0.108 |
3.7% |
9% |
False |
False |
67,958 |
| 40 |
3.485 |
2.901 |
0.584 |
19.9% |
0.108 |
3.7% |
5% |
False |
False |
57,360 |
| 60 |
3.485 |
2.901 |
0.584 |
19.9% |
0.106 |
3.6% |
5% |
False |
False |
45,409 |
| 80 |
3.485 |
2.825 |
0.660 |
22.5% |
0.107 |
3.6% |
16% |
False |
False |
37,474 |
| 100 |
3.485 |
2.825 |
0.660 |
22.5% |
0.107 |
3.6% |
16% |
False |
False |
32,295 |
| 120 |
3.485 |
2.825 |
0.660 |
22.5% |
0.109 |
3.7% |
16% |
False |
False |
28,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.295 |
|
2.618 |
3.180 |
|
1.618 |
3.110 |
|
1.000 |
3.067 |
|
0.618 |
3.040 |
|
HIGH |
2.997 |
|
0.618 |
2.970 |
|
0.500 |
2.962 |
|
0.382 |
2.954 |
|
LOW |
2.927 |
|
0.618 |
2.884 |
|
1.000 |
2.857 |
|
1.618 |
2.814 |
|
2.618 |
2.744 |
|
4.250 |
2.630 |
|
|
| Fisher Pivots for day following 15-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.962 |
3.008 |
| PP |
2.952 |
2.982 |
| S1 |
2.942 |
2.957 |
|