NYMEX Natural Gas Future November 2023
| Trading Metrics calculated at close of trading on 26-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2023 |
26-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
2.889 |
2.904 |
0.015 |
0.5% |
2.918 |
| High |
2.937 |
2.906 |
-0.031 |
-1.1% |
3.072 |
| Low |
2.862 |
2.796 |
-0.066 |
-2.3% |
2.832 |
| Close |
2.906 |
2.845 |
-0.061 |
-2.1% |
2.879 |
| Range |
0.075 |
0.110 |
0.035 |
46.7% |
0.240 |
| ATR |
0.106 |
0.106 |
0.000 |
0.3% |
0.000 |
| Volume |
105,424 |
167,233 |
61,809 |
58.6% |
618,377 |
|
| Daily Pivots for day following 26-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.179 |
3.122 |
2.906 |
|
| R3 |
3.069 |
3.012 |
2.875 |
|
| R2 |
2.959 |
2.959 |
2.865 |
|
| R1 |
2.902 |
2.902 |
2.855 |
2.876 |
| PP |
2.849 |
2.849 |
2.849 |
2.836 |
| S1 |
2.792 |
2.792 |
2.835 |
2.766 |
| S2 |
2.739 |
2.739 |
2.825 |
|
| S3 |
2.629 |
2.682 |
2.815 |
|
| S4 |
2.519 |
2.572 |
2.785 |
|
|
| 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 |
3.016 |
2.796 |
0.220 |
7.7% |
0.102 |
3.6% |
22% |
False |
True |
129,502 |
| 10 |
3.088 |
2.796 |
0.292 |
10.3% |
0.101 |
3.5% |
17% |
False |
True |
122,349 |
| 20 |
3.242 |
2.796 |
0.446 |
15.7% |
0.104 |
3.6% |
11% |
False |
True |
97,676 |
| 40 |
3.485 |
2.796 |
0.689 |
24.2% |
0.111 |
3.9% |
7% |
False |
True |
75,009 |
| 60 |
3.485 |
2.796 |
0.689 |
24.2% |
0.104 |
3.7% |
7% |
False |
True |
58,012 |
| 80 |
3.485 |
2.796 |
0.689 |
24.2% |
0.106 |
3.7% |
7% |
False |
True |
47,663 |
| 100 |
3.485 |
2.796 |
0.689 |
24.2% |
0.107 |
3.8% |
7% |
False |
True |
40,576 |
| 120 |
3.485 |
2.796 |
0.689 |
24.2% |
0.108 |
3.8% |
7% |
False |
True |
35,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.374 |
|
2.618 |
3.194 |
|
1.618 |
3.084 |
|
1.000 |
3.016 |
|
0.618 |
2.974 |
|
HIGH |
2.906 |
|
0.618 |
2.864 |
|
0.500 |
2.851 |
|
0.382 |
2.838 |
|
LOW |
2.796 |
|
0.618 |
2.728 |
|
1.000 |
2.686 |
|
1.618 |
2.618 |
|
2.618 |
2.508 |
|
4.250 |
2.329 |
|
|
| Fisher Pivots for day following 26-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.851 |
2.867 |
| PP |
2.849 |
2.859 |
| S1 |
2.847 |
2.852 |
|