NYMEX Natural Gas Future November 2023
| Trading Metrics calculated at close of trading on 22-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2023 |
22-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
2.925 |
2.844 |
-0.081 |
-2.8% |
2.918 |
| High |
2.963 |
2.912 |
-0.051 |
-1.7% |
3.072 |
| Low |
2.832 |
2.834 |
0.002 |
0.1% |
2.832 |
| Close |
2.840 |
2.879 |
0.039 |
1.4% |
2.879 |
| Range |
0.131 |
0.078 |
-0.053 |
-40.5% |
0.240 |
| ATR |
0.111 |
0.109 |
-0.002 |
-2.1% |
0.000 |
| Volume |
123,552 |
105,568 |
-17,984 |
-14.6% |
618,377 |
|
| Daily Pivots for day following 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.109 |
3.072 |
2.922 |
|
| R3 |
3.031 |
2.994 |
2.900 |
|
| R2 |
2.953 |
2.953 |
2.893 |
|
| R1 |
2.916 |
2.916 |
2.886 |
2.935 |
| PP |
2.875 |
2.875 |
2.875 |
2.884 |
| S1 |
2.838 |
2.838 |
2.872 |
2.857 |
| S2 |
2.797 |
2.797 |
2.865 |
|
| S3 |
2.719 |
2.760 |
2.858 |
|
| S4 |
2.641 |
2.682 |
2.836 |
|
|
| Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.648 |
3.503 |
3.011 |
|
| R3 |
3.408 |
3.263 |
2.945 |
|
| R2 |
3.168 |
3.168 |
2.923 |
|
| R1 |
3.023 |
3.023 |
2.901 |
2.976 |
| PP |
2.928 |
2.928 |
2.928 |
2.904 |
| S1 |
2.783 |
2.783 |
2.857 |
2.736 |
| S2 |
2.688 |
2.688 |
2.835 |
|
| S3 |
2.448 |
2.543 |
2.813 |
|
| S4 |
2.208 |
2.303 |
2.747 |
|
|
| 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 |
8.3% |
0.110 |
3.8% |
20% |
False |
False |
123,675 |
| 10 |
3.088 |
2.832 |
0.256 |
8.9% |
0.102 |
3.5% |
18% |
False |
False |
116,594 |
| 20 |
3.265 |
2.832 |
0.433 |
15.0% |
0.109 |
3.8% |
11% |
False |
False |
88,225 |
| 40 |
3.485 |
2.832 |
0.653 |
22.7% |
0.111 |
3.9% |
7% |
False |
False |
69,443 |
| 60 |
3.485 |
2.832 |
0.653 |
22.7% |
0.105 |
3.7% |
7% |
False |
False |
54,013 |
| 80 |
3.485 |
2.825 |
0.660 |
22.9% |
0.107 |
3.7% |
8% |
False |
False |
44,600 |
| 100 |
3.485 |
2.825 |
0.660 |
22.9% |
0.107 |
3.7% |
8% |
False |
False |
38,086 |
| 120 |
3.485 |
2.825 |
0.660 |
22.9% |
0.107 |
3.7% |
8% |
False |
False |
33,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.244 |
|
2.618 |
3.116 |
|
1.618 |
3.038 |
|
1.000 |
2.990 |
|
0.618 |
2.960 |
|
HIGH |
2.912 |
|
0.618 |
2.882 |
|
0.500 |
2.873 |
|
0.382 |
2.864 |
|
LOW |
2.834 |
|
0.618 |
2.786 |
|
1.000 |
2.756 |
|
1.618 |
2.708 |
|
2.618 |
2.630 |
|
4.250 |
2.503 |
|
|
| Fisher Pivots for day following 22-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.877 |
2.924 |
| PP |
2.875 |
2.909 |
| S1 |
2.873 |
2.894 |
|