NYMEX Natural Gas Future December 2023
| Trading Metrics calculated at close of trading on 20-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2023 |
20-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
3.393 |
3.374 |
-0.019 |
-0.6% |
3.431 |
| High |
3.437 |
3.389 |
-0.048 |
-1.4% |
3.518 |
| Low |
3.377 |
3.298 |
-0.079 |
-2.3% |
3.337 |
| Close |
3.384 |
3.316 |
-0.068 |
-2.0% |
3.345 |
| Range |
0.060 |
0.091 |
0.031 |
51.7% |
0.181 |
| ATR |
0.098 |
0.097 |
0.000 |
-0.5% |
0.000 |
| Volume |
42,344 |
37,066 |
-5,278 |
-12.5% |
195,875 |
|
| Daily Pivots for day following 20-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.607 |
3.553 |
3.366 |
|
| R3 |
3.516 |
3.462 |
3.341 |
|
| R2 |
3.425 |
3.425 |
3.333 |
|
| R1 |
3.371 |
3.371 |
3.324 |
3.353 |
| PP |
3.334 |
3.334 |
3.334 |
3.325 |
| S1 |
3.280 |
3.280 |
3.308 |
3.262 |
| S2 |
3.243 |
3.243 |
3.299 |
|
| S3 |
3.152 |
3.189 |
3.291 |
|
| S4 |
3.061 |
3.098 |
3.266 |
|
|
| 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 |
6.8% |
0.093 |
2.8% |
10% |
False |
False |
35,207 |
| 10 |
3.518 |
3.293 |
0.225 |
6.8% |
0.086 |
2.6% |
10% |
False |
False |
35,679 |
| 20 |
3.731 |
3.293 |
0.438 |
13.2% |
0.103 |
3.1% |
5% |
False |
False |
29,547 |
| 40 |
3.902 |
3.293 |
0.609 |
18.4% |
0.100 |
3.0% |
4% |
False |
False |
23,140 |
| 60 |
3.902 |
3.293 |
0.609 |
18.4% |
0.095 |
2.9% |
4% |
False |
False |
19,092 |
| 80 |
3.902 |
3.293 |
0.609 |
18.4% |
0.096 |
2.9% |
4% |
False |
False |
16,603 |
| 100 |
3.902 |
3.293 |
0.609 |
18.4% |
0.097 |
2.9% |
4% |
False |
False |
14,600 |
| 120 |
3.902 |
3.293 |
0.609 |
18.4% |
0.098 |
3.0% |
4% |
False |
False |
13,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.776 |
|
2.618 |
3.627 |
|
1.618 |
3.536 |
|
1.000 |
3.480 |
|
0.618 |
3.445 |
|
HIGH |
3.389 |
|
0.618 |
3.354 |
|
0.500 |
3.344 |
|
0.382 |
3.333 |
|
LOW |
3.298 |
|
0.618 |
3.242 |
|
1.000 |
3.207 |
|
1.618 |
3.151 |
|
2.618 |
3.060 |
|
4.250 |
2.911 |
|
|
| Fisher Pivots for day following 20-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.344 |
3.365 |
| PP |
3.334 |
3.349 |
| S1 |
3.325 |
3.332 |
|