NYMEX Natural Gas Future November 2023
| Trading Metrics calculated at close of trading on 19-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2023 |
19-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
2.918 |
2.994 |
0.076 |
2.6% |
2.971 |
| High |
3.009 |
3.072 |
0.063 |
2.1% |
3.088 |
| Low |
2.878 |
2.975 |
0.097 |
3.4% |
2.909 |
| Close |
3.001 |
3.026 |
0.025 |
0.8% |
2.932 |
| Range |
0.131 |
0.097 |
-0.034 |
-26.0% |
0.179 |
| ATR |
0.109 |
0.108 |
-0.001 |
-0.8% |
0.000 |
| Volume |
115,143 |
128,380 |
13,237 |
11.5% |
547,564 |
|
| Daily Pivots for day following 19-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.315 |
3.268 |
3.079 |
|
| R3 |
3.218 |
3.171 |
3.053 |
|
| R2 |
3.121 |
3.121 |
3.044 |
|
| R1 |
3.074 |
3.074 |
3.035 |
3.098 |
| PP |
3.024 |
3.024 |
3.024 |
3.036 |
| S1 |
2.977 |
2.977 |
3.017 |
3.001 |
| S2 |
2.927 |
2.927 |
3.008 |
|
| S3 |
2.830 |
2.880 |
2.999 |
|
| S4 |
2.733 |
2.783 |
2.973 |
|
|
| 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 |
2.878 |
0.210 |
6.9% |
0.100 |
3.3% |
70% |
False |
False |
115,196 |
| 10 |
3.088 |
2.878 |
0.210 |
6.9% |
0.098 |
3.2% |
70% |
False |
False |
98,821 |
| 20 |
3.265 |
2.878 |
0.387 |
12.8% |
0.110 |
3.6% |
38% |
False |
False |
76,242 |
| 40 |
3.485 |
2.878 |
0.607 |
20.1% |
0.111 |
3.7% |
24% |
False |
False |
62,342 |
| 60 |
3.485 |
2.878 |
0.607 |
20.1% |
0.106 |
3.5% |
24% |
False |
False |
48,646 |
| 80 |
3.485 |
2.825 |
0.660 |
21.8% |
0.108 |
3.6% |
30% |
False |
False |
40,289 |
| 100 |
3.485 |
2.825 |
0.660 |
21.8% |
0.107 |
3.5% |
30% |
False |
False |
34,565 |
| 120 |
3.485 |
2.825 |
0.660 |
21.8% |
0.108 |
3.6% |
30% |
False |
False |
30,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.484 |
|
2.618 |
3.326 |
|
1.618 |
3.229 |
|
1.000 |
3.169 |
|
0.618 |
3.132 |
|
HIGH |
3.072 |
|
0.618 |
3.035 |
|
0.500 |
3.024 |
|
0.382 |
3.012 |
|
LOW |
2.975 |
|
0.618 |
2.915 |
|
1.000 |
2.878 |
|
1.618 |
2.818 |
|
2.618 |
2.721 |
|
4.250 |
2.563 |
|
|
| Fisher Pivots for day following 19-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.025 |
3.009 |
| PP |
3.024 |
2.992 |
| S1 |
3.024 |
2.975 |
|