NYMEX Natural Gas Future December 2023
| Trading Metrics calculated at close of trading on 18-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2023 |
18-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
3.401 |
3.331 |
-0.070 |
-2.1% |
3.431 |
| High |
3.417 |
3.411 |
-0.006 |
-0.2% |
3.518 |
| Low |
3.337 |
3.293 |
-0.044 |
-1.3% |
3.337 |
| Close |
3.345 |
3.400 |
0.055 |
1.6% |
3.345 |
| Range |
0.080 |
0.118 |
0.038 |
47.5% |
0.181 |
| ATR |
0.099 |
0.100 |
0.001 |
1.4% |
0.000 |
| Volume |
30,857 |
29,789 |
-1,068 |
-3.5% |
195,875 |
|
| Daily Pivots for day following 18-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.722 |
3.679 |
3.465 |
|
| R3 |
3.604 |
3.561 |
3.432 |
|
| R2 |
3.486 |
3.486 |
3.422 |
|
| R1 |
3.443 |
3.443 |
3.411 |
3.465 |
| PP |
3.368 |
3.368 |
3.368 |
3.379 |
| S1 |
3.325 |
3.325 |
3.389 |
3.347 |
| S2 |
3.250 |
3.250 |
3.378 |
|
| S3 |
3.132 |
3.207 |
3.368 |
|
| S4 |
3.014 |
3.089 |
3.335 |
|
|
| 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 |
3.293 |
0.225 |
6.6% |
0.097 |
2.9% |
48% |
False |
True |
39,428 |
| 10 |
3.518 |
3.293 |
0.225 |
6.6% |
0.087 |
2.6% |
48% |
False |
True |
32,677 |
| 20 |
3.747 |
3.293 |
0.454 |
13.4% |
0.104 |
3.1% |
24% |
False |
True |
27,208 |
| 40 |
3.902 |
3.293 |
0.609 |
17.9% |
0.100 |
2.9% |
18% |
False |
True |
21,791 |
| 60 |
3.902 |
3.293 |
0.609 |
17.9% |
0.096 |
2.8% |
18% |
False |
True |
18,237 |
| 80 |
3.902 |
3.293 |
0.609 |
17.9% |
0.097 |
2.8% |
18% |
False |
True |
15,743 |
| 100 |
3.902 |
3.293 |
0.609 |
17.9% |
0.097 |
2.9% |
18% |
False |
True |
13,876 |
| 120 |
3.902 |
3.293 |
0.609 |
17.9% |
0.099 |
2.9% |
18% |
False |
True |
12,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.913 |
|
2.618 |
3.720 |
|
1.618 |
3.602 |
|
1.000 |
3.529 |
|
0.618 |
3.484 |
|
HIGH |
3.411 |
|
0.618 |
3.366 |
|
0.500 |
3.352 |
|
0.382 |
3.338 |
|
LOW |
3.293 |
|
0.618 |
3.220 |
|
1.000 |
3.175 |
|
1.618 |
3.102 |
|
2.618 |
2.984 |
|
4.250 |
2.792 |
|
|
| Fisher Pivots for day following 18-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.384 |
3.406 |
| PP |
3.368 |
3.404 |
| S1 |
3.352 |
3.402 |
|