NYMEX Natural Gas Future November 2023
| Trading Metrics calculated at close of trading on 20-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2023 |
20-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
3.072 |
2.959 |
-0.113 |
-3.7% |
3.185 |
| High |
3.092 |
2.977 |
-0.115 |
-3.7% |
3.185 |
| Low |
2.943 |
2.880 |
-0.063 |
-2.1% |
2.880 |
| Close |
2.957 |
2.899 |
-0.058 |
-2.0% |
2.899 |
| Range |
0.149 |
0.097 |
-0.052 |
-34.9% |
0.305 |
| ATR |
0.137 |
0.134 |
-0.003 |
-2.1% |
0.000 |
| Volume |
138,650 |
144,044 |
5,394 |
3.9% |
704,155 |
|
| Daily Pivots for day following 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.210 |
3.151 |
2.952 |
|
| R3 |
3.113 |
3.054 |
2.926 |
|
| R2 |
3.016 |
3.016 |
2.917 |
|
| R1 |
2.957 |
2.957 |
2.908 |
2.938 |
| PP |
2.919 |
2.919 |
2.919 |
2.909 |
| S1 |
2.860 |
2.860 |
2.890 |
2.841 |
| S2 |
2.822 |
2.822 |
2.881 |
|
| S3 |
2.725 |
2.763 |
2.872 |
|
| S4 |
2.628 |
2.666 |
2.846 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.903 |
3.706 |
3.067 |
|
| R3 |
3.598 |
3.401 |
2.983 |
|
| R2 |
3.293 |
3.293 |
2.955 |
|
| R1 |
3.096 |
3.096 |
2.927 |
3.042 |
| PP |
2.988 |
2.988 |
2.988 |
2.961 |
| S1 |
2.791 |
2.791 |
2.871 |
2.737 |
| S2 |
2.683 |
2.683 |
2.843 |
|
| S3 |
2.378 |
2.486 |
2.815 |
|
| S4 |
2.073 |
2.181 |
2.731 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.185 |
2.880 |
0.305 |
10.5% |
0.122 |
4.2% |
6% |
False |
True |
140,831 |
| 10 |
3.471 |
2.880 |
0.591 |
20.4% |
0.138 |
4.7% |
3% |
False |
True |
159,347 |
| 20 |
3.471 |
2.796 |
0.675 |
23.3% |
0.137 |
4.7% |
15% |
False |
False |
155,868 |
| 40 |
3.471 |
2.796 |
0.675 |
23.3% |
0.123 |
4.2% |
15% |
False |
False |
122,046 |
| 60 |
3.485 |
2.796 |
0.689 |
23.8% |
0.120 |
4.1% |
15% |
False |
False |
98,252 |
| 80 |
3.485 |
2.796 |
0.689 |
23.8% |
0.113 |
3.9% |
15% |
False |
False |
79,477 |
| 100 |
3.485 |
2.796 |
0.689 |
23.8% |
0.113 |
3.9% |
15% |
False |
False |
66,854 |
| 120 |
3.485 |
2.796 |
0.689 |
23.8% |
0.112 |
3.9% |
15% |
False |
False |
57,717 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.389 |
|
2.618 |
3.231 |
|
1.618 |
3.134 |
|
1.000 |
3.074 |
|
0.618 |
3.037 |
|
HIGH |
2.977 |
|
0.618 |
2.940 |
|
0.500 |
2.929 |
|
0.382 |
2.917 |
|
LOW |
2.880 |
|
0.618 |
2.820 |
|
1.000 |
2.783 |
|
1.618 |
2.723 |
|
2.618 |
2.626 |
|
4.250 |
2.468 |
|
|
| Fisher Pivots for day following 20-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.929 |
3.019 |
| PP |
2.919 |
2.979 |
| S1 |
2.909 |
2.939 |
|