NYMEX Natural Gas Future December 2023
Trading Metrics calculated at close of trading on 12-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2023 |
12-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
3.431 |
3.418 |
-0.013 |
-0.4% |
3.500 |
High |
3.444 |
3.484 |
0.040 |
1.2% |
3.515 |
Low |
3.386 |
3.394 |
0.008 |
0.2% |
3.391 |
Close |
3.408 |
3.445 |
0.037 |
1.1% |
3.440 |
Range |
0.058 |
0.090 |
0.032 |
55.2% |
0.124 |
ATR |
0.102 |
0.101 |
-0.001 |
-0.8% |
0.000 |
Volume |
28,523 |
55,076 |
26,553 |
93.1% |
101,111 |
|
Daily Pivots for day following 12-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.711 |
3.668 |
3.495 |
|
R3 |
3.621 |
3.578 |
3.470 |
|
R2 |
3.531 |
3.531 |
3.462 |
|
R1 |
3.488 |
3.488 |
3.453 |
3.510 |
PP |
3.441 |
3.441 |
3.441 |
3.452 |
S1 |
3.398 |
3.398 |
3.437 |
3.420 |
S2 |
3.351 |
3.351 |
3.429 |
|
S3 |
3.261 |
3.308 |
3.420 |
|
S4 |
3.171 |
3.218 |
3.396 |
|
|
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 |
3.484 |
3.386 |
0.098 |
2.8% |
0.077 |
2.2% |
60% |
True |
False |
31,875 |
10 |
3.678 |
3.386 |
0.292 |
8.5% |
0.098 |
2.9% |
20% |
False |
False |
29,421 |
20 |
3.902 |
3.386 |
0.516 |
15.0% |
0.102 |
3.0% |
11% |
False |
False |
23,011 |
40 |
3.902 |
3.386 |
0.516 |
15.0% |
0.097 |
2.8% |
11% |
False |
False |
19,668 |
60 |
3.902 |
3.386 |
0.516 |
15.0% |
0.097 |
2.8% |
11% |
False |
False |
16,605 |
80 |
3.902 |
3.306 |
0.596 |
17.3% |
0.098 |
2.8% |
23% |
False |
False |
14,301 |
100 |
3.902 |
3.306 |
0.596 |
17.3% |
0.097 |
2.8% |
23% |
False |
False |
12,613 |
120 |
3.902 |
3.306 |
0.596 |
17.3% |
0.099 |
2.9% |
23% |
False |
False |
11,457 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.867 |
2.618 |
3.720 |
1.618 |
3.630 |
1.000 |
3.574 |
0.618 |
3.540 |
HIGH |
3.484 |
0.618 |
3.450 |
0.500 |
3.439 |
0.382 |
3.428 |
LOW |
3.394 |
0.618 |
3.338 |
1.000 |
3.304 |
1.618 |
3.248 |
2.618 |
3.158 |
4.250 |
3.012 |
|
|
Fisher Pivots for day following 12-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
3.443 |
3.442 |
PP |
3.441 |
3.438 |
S1 |
3.439 |
3.435 |
|