NYMEX Natural Gas Future November 2023
| Trading Metrics calculated at close of trading on 02-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2023 |
02-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
2.949 |
2.958 |
0.009 |
0.3% |
2.889 |
| High |
2.997 |
2.958 |
-0.039 |
-1.3% |
2.997 |
| Low |
2.855 |
2.835 |
-0.020 |
-0.7% |
2.796 |
| Close |
2.929 |
2.840 |
-0.089 |
-3.0% |
2.929 |
| Range |
0.142 |
0.123 |
-0.019 |
-13.4% |
0.201 |
| ATR |
0.109 |
0.110 |
0.001 |
0.9% |
0.000 |
| Volume |
114,663 |
124,338 |
9,675 |
8.4% |
647,005 |
|
| Daily Pivots for day following 02-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.247 |
3.166 |
2.908 |
|
| R3 |
3.124 |
3.043 |
2.874 |
|
| R2 |
3.001 |
3.001 |
2.863 |
|
| R1 |
2.920 |
2.920 |
2.851 |
2.899 |
| PP |
2.878 |
2.878 |
2.878 |
2.867 |
| S1 |
2.797 |
2.797 |
2.829 |
2.776 |
| S2 |
2.755 |
2.755 |
2.817 |
|
| S3 |
2.632 |
2.674 |
2.806 |
|
| S4 |
2.509 |
2.551 |
2.772 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.510 |
3.421 |
3.040 |
|
| R3 |
3.309 |
3.220 |
2.984 |
|
| R2 |
3.108 |
3.108 |
2.966 |
|
| R1 |
3.019 |
3.019 |
2.947 |
3.064 |
| PP |
2.907 |
2.907 |
2.907 |
2.930 |
| S1 |
2.818 |
2.818 |
2.911 |
2.863 |
| S2 |
2.706 |
2.706 |
2.892 |
|
| S3 |
2.505 |
2.617 |
2.874 |
|
| S4 |
2.304 |
2.416 |
2.818 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.997 |
2.796 |
0.201 |
7.1% |
0.117 |
4.1% |
22% |
False |
False |
133,183 |
| 10 |
3.072 |
2.796 |
0.276 |
9.7% |
0.108 |
3.8% |
16% |
False |
False |
127,457 |
| 20 |
3.088 |
2.796 |
0.292 |
10.3% |
0.103 |
3.6% |
15% |
False |
False |
110,330 |
| 40 |
3.485 |
2.796 |
0.689 |
24.3% |
0.113 |
4.0% |
6% |
False |
False |
84,807 |
| 60 |
3.485 |
2.796 |
0.689 |
24.3% |
0.105 |
3.7% |
6% |
False |
False |
65,167 |
| 80 |
3.485 |
2.796 |
0.689 |
24.3% |
0.107 |
3.8% |
6% |
False |
False |
53,188 |
| 100 |
3.485 |
2.796 |
0.689 |
24.3% |
0.108 |
3.8% |
6% |
False |
False |
45,105 |
| 120 |
3.485 |
2.796 |
0.689 |
24.3% |
0.108 |
3.8% |
6% |
False |
False |
39,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.481 |
|
2.618 |
3.280 |
|
1.618 |
3.157 |
|
1.000 |
3.081 |
|
0.618 |
3.034 |
|
HIGH |
2.958 |
|
0.618 |
2.911 |
|
0.500 |
2.897 |
|
0.382 |
2.882 |
|
LOW |
2.835 |
|
0.618 |
2.759 |
|
1.000 |
2.712 |
|
1.618 |
2.636 |
|
2.618 |
2.513 |
|
4.250 |
2.312 |
|
|
| Fisher Pivots for day following 02-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.897 |
2.916 |
| PP |
2.878 |
2.891 |
| S1 |
2.859 |
2.865 |
|