NYMEX Natural Gas Future November 2023
| Trading Metrics calculated at close of trading on 05-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2023 |
05-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
2.940 |
2.988 |
0.048 |
1.6% |
2.889 |
| High |
3.055 |
3.205 |
0.150 |
4.9% |
2.997 |
| Low |
2.935 |
2.965 |
0.030 |
1.0% |
2.796 |
| Close |
2.962 |
3.166 |
0.204 |
6.9% |
2.929 |
| Range |
0.120 |
0.240 |
0.120 |
100.0% |
0.201 |
| ATR |
0.113 |
0.122 |
0.009 |
8.2% |
0.000 |
| Volume |
155,568 |
220,407 |
64,839 |
41.7% |
647,005 |
|
| Daily Pivots for day following 05-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.832 |
3.739 |
3.298 |
|
| R3 |
3.592 |
3.499 |
3.232 |
|
| R2 |
3.352 |
3.352 |
3.210 |
|
| R1 |
3.259 |
3.259 |
3.188 |
3.306 |
| PP |
3.112 |
3.112 |
3.112 |
3.135 |
| S1 |
3.019 |
3.019 |
3.144 |
3.066 |
| S2 |
2.872 |
2.872 |
3.122 |
|
| S3 |
2.632 |
2.779 |
3.100 |
|
| S4 |
2.392 |
2.539 |
3.034 |
|
|
| 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 |
3.205 |
2.820 |
0.385 |
12.2% |
0.154 |
4.9% |
90% |
True |
False |
148,710 |
| 10 |
3.205 |
2.796 |
0.409 |
12.9% |
0.124 |
3.9% |
90% |
True |
False |
138,146 |
| 20 |
3.205 |
2.796 |
0.409 |
12.9% |
0.113 |
3.6% |
90% |
True |
False |
125,529 |
| 40 |
3.485 |
2.796 |
0.689 |
21.8% |
0.114 |
3.6% |
54% |
False |
False |
90,470 |
| 60 |
3.485 |
2.796 |
0.689 |
21.8% |
0.109 |
3.5% |
54% |
False |
False |
72,312 |
| 80 |
3.485 |
2.796 |
0.689 |
21.8% |
0.110 |
3.5% |
54% |
False |
False |
59,025 |
| 100 |
3.485 |
2.796 |
0.689 |
21.8% |
0.110 |
3.5% |
54% |
False |
False |
49,725 |
| 120 |
3.485 |
2.796 |
0.689 |
21.8% |
0.109 |
3.4% |
54% |
False |
False |
43,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.225 |
|
2.618 |
3.833 |
|
1.618 |
3.593 |
|
1.000 |
3.445 |
|
0.618 |
3.353 |
|
HIGH |
3.205 |
|
0.618 |
3.113 |
|
0.500 |
3.085 |
|
0.382 |
3.057 |
|
LOW |
2.965 |
|
0.618 |
2.817 |
|
1.000 |
2.725 |
|
1.618 |
2.577 |
|
2.618 |
2.337 |
|
4.250 |
1.945 |
|
|
| Fisher Pivots for day following 05-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.139 |
3.115 |
| PP |
3.112 |
3.064 |
| S1 |
3.085 |
3.013 |
|