NYMEX Natural Gas Future November 2023
| Trading Metrics calculated at close of trading on 27-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2023 |
27-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
2.904 |
2.858 |
-0.046 |
-1.6% |
2.918 |
| High |
2.906 |
2.947 |
0.041 |
1.4% |
3.072 |
| Low |
2.796 |
2.850 |
0.054 |
1.9% |
2.832 |
| Close |
2.845 |
2.899 |
0.054 |
1.9% |
2.879 |
| Range |
0.110 |
0.097 |
-0.013 |
-11.8% |
0.240 |
| ATR |
0.106 |
0.106 |
0.000 |
-0.3% |
0.000 |
| Volume |
167,233 |
136,011 |
-31,222 |
-18.7% |
618,377 |
|
| Daily Pivots for day following 27-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.190 |
3.141 |
2.952 |
|
| R3 |
3.093 |
3.044 |
2.926 |
|
| R2 |
2.996 |
2.996 |
2.917 |
|
| R1 |
2.947 |
2.947 |
2.908 |
2.972 |
| PP |
2.899 |
2.899 |
2.899 |
2.911 |
| S1 |
2.850 |
2.850 |
2.890 |
2.875 |
| S2 |
2.802 |
2.802 |
2.881 |
|
| S3 |
2.705 |
2.753 |
2.872 |
|
| S4 |
2.608 |
2.656 |
2.846 |
|
|
| 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 |
2.963 |
2.796 |
0.167 |
5.8% |
0.098 |
3.4% |
62% |
False |
False |
127,557 |
| 10 |
3.088 |
2.796 |
0.292 |
10.1% |
0.102 |
3.5% |
35% |
False |
False |
122,725 |
| 20 |
3.242 |
2.796 |
0.446 |
15.4% |
0.104 |
3.6% |
23% |
False |
False |
101,437 |
| 40 |
3.485 |
2.796 |
0.689 |
23.8% |
0.110 |
3.8% |
15% |
False |
False |
77,677 |
| 60 |
3.485 |
2.796 |
0.689 |
23.8% |
0.105 |
3.6% |
15% |
False |
False |
60,050 |
| 80 |
3.485 |
2.796 |
0.689 |
23.8% |
0.106 |
3.7% |
15% |
False |
False |
49,231 |
| 100 |
3.485 |
2.796 |
0.689 |
23.8% |
0.107 |
3.7% |
15% |
False |
False |
41,845 |
| 120 |
3.485 |
2.796 |
0.689 |
23.8% |
0.108 |
3.7% |
15% |
False |
False |
36,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.359 |
|
2.618 |
3.201 |
|
1.618 |
3.104 |
|
1.000 |
3.044 |
|
0.618 |
3.007 |
|
HIGH |
2.947 |
|
0.618 |
2.910 |
|
0.500 |
2.899 |
|
0.382 |
2.887 |
|
LOW |
2.850 |
|
0.618 |
2.790 |
|
1.000 |
2.753 |
|
1.618 |
2.693 |
|
2.618 |
2.596 |
|
4.250 |
2.438 |
|
|
| Fisher Pivots for day following 27-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.899 |
2.890 |
| PP |
2.899 |
2.881 |
| S1 |
2.899 |
2.872 |
|