NYMEX Natural Gas Future November 2023
| Trading Metrics calculated at close of trading on 06-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2023 |
06-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
2.988 |
3.183 |
0.195 |
6.5% |
2.958 |
| High |
3.205 |
3.364 |
0.159 |
5.0% |
3.364 |
| Low |
2.965 |
3.166 |
0.201 |
6.8% |
2.820 |
| Close |
3.166 |
3.338 |
0.172 |
5.4% |
3.338 |
| Range |
0.240 |
0.198 |
-0.042 |
-17.5% |
0.544 |
| ATR |
0.122 |
0.128 |
0.005 |
4.4% |
0.000 |
| Volume |
220,407 |
247,997 |
27,590 |
12.5% |
876,888 |
|
| Daily Pivots for day following 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.883 |
3.809 |
3.447 |
|
| R3 |
3.685 |
3.611 |
3.392 |
|
| R2 |
3.487 |
3.487 |
3.374 |
|
| R1 |
3.413 |
3.413 |
3.356 |
3.450 |
| PP |
3.289 |
3.289 |
3.289 |
3.308 |
| S1 |
3.215 |
3.215 |
3.320 |
3.252 |
| S2 |
3.091 |
3.091 |
3.302 |
|
| S3 |
2.893 |
3.017 |
3.284 |
|
| S4 |
2.695 |
2.819 |
3.229 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.806 |
4.616 |
3.637 |
|
| R3 |
4.262 |
4.072 |
3.488 |
|
| R2 |
3.718 |
3.718 |
3.438 |
|
| R1 |
3.528 |
3.528 |
3.388 |
3.623 |
| PP |
3.174 |
3.174 |
3.174 |
3.222 |
| S1 |
2.984 |
2.984 |
3.288 |
3.079 |
| S2 |
2.630 |
2.630 |
3.238 |
|
| S3 |
2.086 |
2.440 |
3.188 |
|
| S4 |
1.542 |
1.896 |
3.039 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.364 |
2.820 |
0.544 |
16.3% |
0.165 |
5.0% |
95% |
True |
False |
175,377 |
| 10 |
3.364 |
2.796 |
0.568 |
17.0% |
0.136 |
4.1% |
95% |
True |
False |
152,389 |
| 20 |
3.364 |
2.796 |
0.568 |
17.0% |
0.119 |
3.6% |
95% |
True |
False |
134,491 |
| 40 |
3.432 |
2.796 |
0.636 |
19.1% |
0.114 |
3.4% |
85% |
False |
False |
94,350 |
| 60 |
3.485 |
2.796 |
0.689 |
20.6% |
0.111 |
3.3% |
79% |
False |
False |
75,940 |
| 80 |
3.485 |
2.796 |
0.689 |
20.6% |
0.112 |
3.4% |
79% |
False |
False |
61,957 |
| 100 |
3.485 |
2.796 |
0.689 |
20.6% |
0.111 |
3.3% |
79% |
False |
False |
52,057 |
| 120 |
3.485 |
2.796 |
0.689 |
20.6% |
0.110 |
3.3% |
79% |
False |
False |
45,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.206 |
|
2.618 |
3.882 |
|
1.618 |
3.684 |
|
1.000 |
3.562 |
|
0.618 |
3.486 |
|
HIGH |
3.364 |
|
0.618 |
3.288 |
|
0.500 |
3.265 |
|
0.382 |
3.242 |
|
LOW |
3.166 |
|
0.618 |
3.044 |
|
1.000 |
2.968 |
|
1.618 |
2.846 |
|
2.618 |
2.648 |
|
4.250 |
2.325 |
|
|
| Fisher Pivots for day following 06-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.314 |
3.275 |
| PP |
3.289 |
3.212 |
| S1 |
3.265 |
3.150 |
|