NYMEX Natural Gas Future December 2023
| Trading Metrics calculated at close of trading on 11-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2023 |
11-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
3.408 |
3.431 |
0.023 |
0.7% |
3.500 |
| High |
3.471 |
3.444 |
-0.027 |
-0.8% |
3.515 |
| Low |
3.400 |
3.386 |
-0.014 |
-0.4% |
3.391 |
| Close |
3.440 |
3.408 |
-0.032 |
-0.9% |
3.440 |
| Range |
0.071 |
0.058 |
-0.013 |
-18.3% |
0.124 |
| ATR |
0.105 |
0.102 |
-0.003 |
-3.2% |
0.000 |
| Volume |
27,966 |
28,523 |
557 |
2.0% |
101,111 |
|
| Daily Pivots for day following 11-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.587 |
3.555 |
3.440 |
|
| R3 |
3.529 |
3.497 |
3.424 |
|
| R2 |
3.471 |
3.471 |
3.419 |
|
| R1 |
3.439 |
3.439 |
3.413 |
3.426 |
| PP |
3.413 |
3.413 |
3.413 |
3.406 |
| S1 |
3.381 |
3.381 |
3.403 |
3.368 |
| S2 |
3.355 |
3.355 |
3.397 |
|
| S3 |
3.297 |
3.323 |
3.392 |
|
| S4 |
3.239 |
3.265 |
3.376 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.821 |
3.754 |
3.508 |
|
| R3 |
3.697 |
3.630 |
3.474 |
|
| R2 |
3.573 |
3.573 |
3.463 |
|
| R1 |
3.506 |
3.506 |
3.451 |
3.478 |
| PP |
3.449 |
3.449 |
3.449 |
3.434 |
| S1 |
3.382 |
3.382 |
3.429 |
3.354 |
| S2 |
3.325 |
3.325 |
3.417 |
|
| S3 |
3.201 |
3.258 |
3.406 |
|
| S4 |
3.077 |
3.134 |
3.372 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.515 |
3.386 |
0.129 |
3.8% |
0.076 |
2.2% |
17% |
False |
True |
25,926 |
| 10 |
3.731 |
3.386 |
0.345 |
10.1% |
0.107 |
3.1% |
6% |
False |
True |
25,888 |
| 20 |
3.902 |
3.386 |
0.516 |
15.1% |
0.101 |
3.0% |
4% |
False |
True |
21,132 |
| 40 |
3.902 |
3.386 |
0.516 |
15.1% |
0.097 |
2.9% |
4% |
False |
True |
18,483 |
| 60 |
3.902 |
3.386 |
0.516 |
15.1% |
0.098 |
2.9% |
4% |
False |
True |
15,938 |
| 80 |
3.902 |
3.306 |
0.596 |
17.5% |
0.098 |
2.9% |
17% |
False |
False |
13,672 |
| 100 |
3.902 |
3.306 |
0.596 |
17.5% |
0.098 |
2.9% |
17% |
False |
False |
12,134 |
| 120 |
3.902 |
3.306 |
0.596 |
17.5% |
0.100 |
2.9% |
17% |
False |
False |
11,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.691 |
|
2.618 |
3.596 |
|
1.618 |
3.538 |
|
1.000 |
3.502 |
|
0.618 |
3.480 |
|
HIGH |
3.444 |
|
0.618 |
3.422 |
|
0.500 |
3.415 |
|
0.382 |
3.408 |
|
LOW |
3.386 |
|
0.618 |
3.350 |
|
1.000 |
3.328 |
|
1.618 |
3.292 |
|
2.618 |
3.234 |
|
4.250 |
3.140 |
|
|
| Fisher Pivots for day following 11-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.415 |
3.435 |
| PP |
3.413 |
3.426 |
| S1 |
3.410 |
3.417 |
|