NYMEX Natural Gas Future December 2023
| Trading Metrics calculated at close of trading on 25-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2023 |
25-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
3.276 |
3.309 |
0.033 |
1.0% |
3.331 |
| High |
3.326 |
3.363 |
0.037 |
1.1% |
3.437 |
| Low |
3.264 |
3.289 |
0.025 |
0.8% |
3.259 |
| Close |
3.297 |
3.341 |
0.044 |
1.3% |
3.297 |
| Range |
0.062 |
0.074 |
0.012 |
19.4% |
0.178 |
| ATR |
0.094 |
0.093 |
-0.001 |
-1.5% |
0.000 |
| Volume |
36,243 |
32,242 |
-4,001 |
-11.0% |
181,377 |
|
| Daily Pivots for day following 25-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.553 |
3.521 |
3.382 |
|
| R3 |
3.479 |
3.447 |
3.361 |
|
| R2 |
3.405 |
3.405 |
3.355 |
|
| R1 |
3.373 |
3.373 |
3.348 |
3.389 |
| PP |
3.331 |
3.331 |
3.331 |
3.339 |
| S1 |
3.299 |
3.299 |
3.334 |
3.315 |
| S2 |
3.257 |
3.257 |
3.327 |
|
| S3 |
3.183 |
3.225 |
3.321 |
|
| S4 |
3.109 |
3.151 |
3.300 |
|
|
| Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.865 |
3.759 |
3.395 |
|
| R3 |
3.687 |
3.581 |
3.346 |
|
| R2 |
3.509 |
3.509 |
3.330 |
|
| R1 |
3.403 |
3.403 |
3.313 |
3.367 |
| PP |
3.331 |
3.331 |
3.331 |
3.313 |
| S1 |
3.225 |
3.225 |
3.281 |
3.189 |
| S2 |
3.153 |
3.153 |
3.264 |
|
| S3 |
2.975 |
3.047 |
3.248 |
|
| S4 |
2.797 |
2.869 |
3.199 |
|
|
| 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 |
5.3% |
0.076 |
2.3% |
46% |
False |
False |
36,766 |
| 10 |
3.518 |
3.259 |
0.259 |
7.8% |
0.087 |
2.6% |
32% |
False |
False |
38,097 |
| 20 |
3.731 |
3.259 |
0.472 |
14.1% |
0.097 |
2.9% |
17% |
False |
False |
31,992 |
| 40 |
3.902 |
3.259 |
0.643 |
19.2% |
0.098 |
2.9% |
13% |
False |
False |
24,910 |
| 60 |
3.902 |
3.259 |
0.643 |
19.2% |
0.094 |
2.8% |
13% |
False |
False |
20,387 |
| 80 |
3.902 |
3.259 |
0.643 |
19.2% |
0.094 |
2.8% |
13% |
False |
False |
17,619 |
| 100 |
3.902 |
3.259 |
0.643 |
19.2% |
0.096 |
2.9% |
13% |
False |
False |
15,466 |
| 120 |
3.902 |
3.259 |
0.643 |
19.2% |
0.098 |
2.9% |
13% |
False |
False |
13,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.678 |
|
2.618 |
3.557 |
|
1.618 |
3.483 |
|
1.000 |
3.437 |
|
0.618 |
3.409 |
|
HIGH |
3.363 |
|
0.618 |
3.335 |
|
0.500 |
3.326 |
|
0.382 |
3.317 |
|
LOW |
3.289 |
|
0.618 |
3.243 |
|
1.000 |
3.215 |
|
1.618 |
3.169 |
|
2.618 |
3.095 |
|
4.250 |
2.975 |
|
|
| Fisher Pivots for day following 25-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.336 |
3.331 |
| PP |
3.331 |
3.321 |
| S1 |
3.326 |
3.311 |
|