NYMEX Natural Gas Future December 2023
| Trading Metrics calculated at close of trading on 21-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2023 |
21-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
3.374 |
3.320 |
-0.054 |
-1.6% |
3.431 |
| High |
3.389 |
3.351 |
-0.038 |
-1.1% |
3.518 |
| Low |
3.298 |
3.259 |
-0.039 |
-1.2% |
3.337 |
| Close |
3.316 |
3.267 |
-0.049 |
-1.5% |
3.345 |
| Range |
0.091 |
0.092 |
0.001 |
1.1% |
0.181 |
| ATR |
0.097 |
0.097 |
0.000 |
-0.4% |
0.000 |
| Volume |
37,066 |
35,935 |
-1,131 |
-3.1% |
195,875 |
|
| Daily Pivots for day following 21-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.568 |
3.510 |
3.318 |
|
| R3 |
3.476 |
3.418 |
3.292 |
|
| R2 |
3.384 |
3.384 |
3.284 |
|
| R1 |
3.326 |
3.326 |
3.275 |
3.309 |
| PP |
3.292 |
3.292 |
3.292 |
3.284 |
| S1 |
3.234 |
3.234 |
3.259 |
3.217 |
| S2 |
3.200 |
3.200 |
3.250 |
|
| S3 |
3.108 |
3.142 |
3.242 |
|
| S4 |
3.016 |
3.050 |
3.216 |
|
|
| 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 |
3.437 |
3.259 |
0.178 |
5.4% |
0.088 |
2.7% |
4% |
False |
True |
35,198 |
| 10 |
3.518 |
3.259 |
0.259 |
7.9% |
0.086 |
2.6% |
3% |
False |
True |
36,897 |
| 20 |
3.731 |
3.259 |
0.472 |
14.4% |
0.103 |
3.2% |
2% |
False |
True |
30,505 |
| 40 |
3.902 |
3.259 |
0.643 |
19.7% |
0.101 |
3.1% |
1% |
False |
True |
23,787 |
| 60 |
3.902 |
3.259 |
0.643 |
19.7% |
0.095 |
2.9% |
1% |
False |
True |
19,511 |
| 80 |
3.902 |
3.259 |
0.643 |
19.7% |
0.096 |
2.9% |
1% |
False |
True |
16,966 |
| 100 |
3.902 |
3.259 |
0.643 |
19.7% |
0.097 |
3.0% |
1% |
False |
True |
14,894 |
| 120 |
3.902 |
3.259 |
0.643 |
19.7% |
0.098 |
3.0% |
1% |
False |
True |
13,357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.742 |
|
2.618 |
3.592 |
|
1.618 |
3.500 |
|
1.000 |
3.443 |
|
0.618 |
3.408 |
|
HIGH |
3.351 |
|
0.618 |
3.316 |
|
0.500 |
3.305 |
|
0.382 |
3.294 |
|
LOW |
3.259 |
|
0.618 |
3.202 |
|
1.000 |
3.167 |
|
1.618 |
3.110 |
|
2.618 |
3.018 |
|
4.250 |
2.868 |
|
|
| Fisher Pivots for day following 21-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.305 |
3.348 |
| PP |
3.292 |
3.321 |
| S1 |
3.280 |
3.294 |
|