NYMEX Natural Gas Future November 2023
| Trading Metrics calculated at close of trading on 21-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2023 |
21-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
3.009 |
2.925 |
-0.084 |
-2.8% |
2.971 |
| High |
3.016 |
2.963 |
-0.053 |
-1.8% |
3.088 |
| Low |
2.901 |
2.832 |
-0.069 |
-2.4% |
2.909 |
| Close |
2.921 |
2.840 |
-0.081 |
-2.8% |
2.932 |
| Range |
0.115 |
0.131 |
0.016 |
13.9% |
0.179 |
| ATR |
0.109 |
0.111 |
0.002 |
1.4% |
0.000 |
| Volume |
145,734 |
123,552 |
-22,182 |
-15.2% |
547,564 |
|
| Daily Pivots for day following 21-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.271 |
3.187 |
2.912 |
|
| R3 |
3.140 |
3.056 |
2.876 |
|
| R2 |
3.009 |
3.009 |
2.864 |
|
| R1 |
2.925 |
2.925 |
2.852 |
2.902 |
| PP |
2.878 |
2.878 |
2.878 |
2.867 |
| S1 |
2.794 |
2.794 |
2.828 |
2.771 |
| S2 |
2.747 |
2.747 |
2.816 |
|
| S3 |
2.616 |
2.663 |
2.804 |
|
| S4 |
2.485 |
2.532 |
2.768 |
|
|
| 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 |
3.072 |
2.832 |
0.240 |
8.5% |
0.109 |
3.8% |
3% |
False |
True |
120,089 |
| 10 |
3.088 |
2.832 |
0.256 |
9.0% |
0.102 |
3.6% |
3% |
False |
True |
112,912 |
| 20 |
3.265 |
2.832 |
0.433 |
15.2% |
0.113 |
4.0% |
2% |
False |
True |
85,763 |
| 40 |
3.485 |
2.832 |
0.653 |
23.0% |
0.113 |
4.0% |
1% |
False |
True |
67,492 |
| 60 |
3.485 |
2.832 |
0.653 |
23.0% |
0.107 |
3.8% |
1% |
False |
True |
52,498 |
| 80 |
3.485 |
2.825 |
0.660 |
23.2% |
0.108 |
3.8% |
2% |
False |
False |
43,425 |
| 100 |
3.485 |
2.825 |
0.660 |
23.2% |
0.107 |
3.8% |
2% |
False |
False |
37,106 |
| 120 |
3.485 |
2.825 |
0.660 |
23.2% |
0.108 |
3.8% |
2% |
False |
False |
32,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.520 |
|
2.618 |
3.306 |
|
1.618 |
3.175 |
|
1.000 |
3.094 |
|
0.618 |
3.044 |
|
HIGH |
2.963 |
|
0.618 |
2.913 |
|
0.500 |
2.898 |
|
0.382 |
2.882 |
|
LOW |
2.832 |
|
0.618 |
2.751 |
|
1.000 |
2.701 |
|
1.618 |
2.620 |
|
2.618 |
2.489 |
|
4.250 |
2.275 |
|
|
| Fisher Pivots for day following 21-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.898 |
2.952 |
| PP |
2.878 |
2.915 |
| S1 |
2.859 |
2.877 |
|