NYMEX Natural Gas Future December 2023
| Trading Metrics calculated at close of trading on 15-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2023 |
15-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
3.437 |
3.401 |
-0.036 |
-1.0% |
3.431 |
| High |
3.518 |
3.417 |
-0.101 |
-2.9% |
3.518 |
| Low |
3.400 |
3.337 |
-0.063 |
-1.9% |
3.337 |
| Close |
3.411 |
3.345 |
-0.066 |
-1.9% |
3.345 |
| Range |
0.118 |
0.080 |
-0.038 |
-32.2% |
0.181 |
| ATR |
0.101 |
0.099 |
-0.001 |
-1.5% |
0.000 |
| Volume |
35,983 |
30,857 |
-5,126 |
-14.2% |
195,875 |
|
| Daily Pivots for day following 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.606 |
3.556 |
3.389 |
|
| R3 |
3.526 |
3.476 |
3.367 |
|
| R2 |
3.446 |
3.446 |
3.360 |
|
| R1 |
3.396 |
3.396 |
3.352 |
3.381 |
| PP |
3.366 |
3.366 |
3.366 |
3.359 |
| S1 |
3.316 |
3.316 |
3.338 |
3.301 |
| S2 |
3.286 |
3.286 |
3.330 |
|
| S3 |
3.206 |
3.236 |
3.323 |
|
| S4 |
3.126 |
3.156 |
3.301 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.943 |
3.825 |
3.445 |
|
| R3 |
3.762 |
3.644 |
3.395 |
|
| R2 |
3.581 |
3.581 |
3.378 |
|
| R1 |
3.463 |
3.463 |
3.362 |
3.432 |
| PP |
3.400 |
3.400 |
3.400 |
3.384 |
| S1 |
3.282 |
3.282 |
3.328 |
3.251 |
| S2 |
3.219 |
3.219 |
3.312 |
|
| S3 |
3.038 |
3.101 |
3.295 |
|
| S4 |
2.857 |
2.920 |
3.245 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.518 |
3.337 |
0.181 |
5.4% |
0.085 |
2.5% |
4% |
False |
True |
39,175 |
| 10 |
3.656 |
3.337 |
0.319 |
9.5% |
0.087 |
2.6% |
3% |
False |
True |
32,390 |
| 20 |
3.759 |
3.337 |
0.422 |
12.6% |
0.103 |
3.1% |
2% |
False |
True |
26,362 |
| 40 |
3.902 |
3.337 |
0.565 |
16.9% |
0.098 |
2.9% |
1% |
False |
True |
21,317 |
| 60 |
3.902 |
3.337 |
0.565 |
16.9% |
0.095 |
2.8% |
1% |
False |
True |
17,908 |
| 80 |
3.902 |
3.306 |
0.596 |
17.8% |
0.096 |
2.9% |
7% |
False |
False |
15,422 |
| 100 |
3.902 |
3.306 |
0.596 |
17.8% |
0.097 |
2.9% |
7% |
False |
False |
13,603 |
| 120 |
3.902 |
3.306 |
0.596 |
17.8% |
0.099 |
3.0% |
7% |
False |
False |
12,280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.757 |
|
2.618 |
3.626 |
|
1.618 |
3.546 |
|
1.000 |
3.497 |
|
0.618 |
3.466 |
|
HIGH |
3.417 |
|
0.618 |
3.386 |
|
0.500 |
3.377 |
|
0.382 |
3.368 |
|
LOW |
3.337 |
|
0.618 |
3.288 |
|
1.000 |
3.257 |
|
1.618 |
3.208 |
|
2.618 |
3.128 |
|
4.250 |
2.997 |
|
|
| Fisher Pivots for day following 15-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.377 |
3.428 |
| PP |
3.366 |
3.400 |
| S1 |
3.356 |
3.373 |
|