NYMEX Natural Gas Future November 2023
| Trading Metrics calculated at close of trading on 20-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2023 |
20-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
2.994 |
3.009 |
0.015 |
0.5% |
2.971 |
| High |
3.072 |
3.016 |
-0.056 |
-1.8% |
3.088 |
| Low |
2.975 |
2.901 |
-0.074 |
-2.5% |
2.909 |
| Close |
3.026 |
2.921 |
-0.105 |
-3.5% |
2.932 |
| Range |
0.097 |
0.115 |
0.018 |
18.6% |
0.179 |
| ATR |
0.108 |
0.109 |
0.001 |
1.1% |
0.000 |
| Volume |
128,380 |
145,734 |
17,354 |
13.5% |
547,564 |
|
| Daily Pivots for day following 20-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.291 |
3.221 |
2.984 |
|
| R3 |
3.176 |
3.106 |
2.953 |
|
| R2 |
3.061 |
3.061 |
2.942 |
|
| R1 |
2.991 |
2.991 |
2.932 |
2.969 |
| PP |
2.946 |
2.946 |
2.946 |
2.935 |
| S1 |
2.876 |
2.876 |
2.910 |
2.854 |
| S2 |
2.831 |
2.831 |
2.900 |
|
| S3 |
2.716 |
2.761 |
2.889 |
|
| S4 |
2.601 |
2.646 |
2.858 |
|
|
| 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 |
7.2% |
0.105 |
3.6% |
20% |
False |
False |
117,892 |
| 10 |
3.088 |
2.878 |
0.210 |
7.2% |
0.100 |
3.4% |
20% |
False |
False |
107,878 |
| 20 |
3.265 |
2.878 |
0.387 |
13.2% |
0.110 |
3.8% |
11% |
False |
False |
81,551 |
| 40 |
3.485 |
2.878 |
0.607 |
20.8% |
0.112 |
3.8% |
7% |
False |
False |
65,042 |
| 60 |
3.485 |
2.878 |
0.607 |
20.8% |
0.106 |
3.6% |
7% |
False |
False |
50,721 |
| 80 |
3.485 |
2.825 |
0.660 |
22.6% |
0.107 |
3.7% |
15% |
False |
False |
42,018 |
| 100 |
3.485 |
2.825 |
0.660 |
22.6% |
0.108 |
3.7% |
15% |
False |
False |
35,973 |
| 120 |
3.485 |
2.825 |
0.660 |
22.6% |
0.108 |
3.7% |
15% |
False |
False |
31,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.505 |
|
2.618 |
3.317 |
|
1.618 |
3.202 |
|
1.000 |
3.131 |
|
0.618 |
3.087 |
|
HIGH |
3.016 |
|
0.618 |
2.972 |
|
0.500 |
2.959 |
|
0.382 |
2.945 |
|
LOW |
2.901 |
|
0.618 |
2.830 |
|
1.000 |
2.786 |
|
1.618 |
2.715 |
|
2.618 |
2.600 |
|
4.250 |
2.412 |
|
|
| Fisher Pivots for day following 20-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.959 |
2.975 |
| PP |
2.946 |
2.957 |
| S1 |
2.934 |
2.939 |
|