NYMEX Natural Gas Future December 2023
| Trading Metrics calculated at close of trading on 26-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2023 |
26-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
3.309 |
3.348 |
0.039 |
1.2% |
3.331 |
| High |
3.363 |
3.353 |
-0.010 |
-0.3% |
3.437 |
| Low |
3.289 |
3.240 |
-0.049 |
-1.5% |
3.259 |
| Close |
3.341 |
3.258 |
-0.083 |
-2.5% |
3.297 |
| Range |
0.074 |
0.113 |
0.039 |
52.7% |
0.178 |
| ATR |
0.093 |
0.094 |
0.001 |
1.6% |
0.000 |
| Volume |
32,242 |
45,711 |
13,469 |
41.8% |
181,377 |
|
| Daily Pivots for day following 26-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.623 |
3.553 |
3.320 |
|
| R3 |
3.510 |
3.440 |
3.289 |
|
| R2 |
3.397 |
3.397 |
3.279 |
|
| R1 |
3.327 |
3.327 |
3.268 |
3.306 |
| PP |
3.284 |
3.284 |
3.284 |
3.273 |
| S1 |
3.214 |
3.214 |
3.248 |
3.193 |
| S2 |
3.171 |
3.171 |
3.237 |
|
| S3 |
3.058 |
3.101 |
3.227 |
|
| S4 |
2.945 |
2.988 |
3.196 |
|
|
| 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 |
3.389 |
3.240 |
0.149 |
4.6% |
0.086 |
2.7% |
12% |
False |
True |
37,439 |
| 10 |
3.518 |
3.240 |
0.278 |
8.5% |
0.089 |
2.7% |
6% |
False |
True |
37,160 |
| 20 |
3.678 |
3.240 |
0.438 |
13.4% |
0.094 |
2.9% |
4% |
False |
True |
33,291 |
| 40 |
3.902 |
3.240 |
0.662 |
20.3% |
0.100 |
3.1% |
3% |
False |
True |
25,741 |
| 60 |
3.902 |
3.240 |
0.662 |
20.3% |
0.093 |
2.9% |
3% |
False |
True |
21,018 |
| 80 |
3.902 |
3.240 |
0.662 |
20.3% |
0.094 |
2.9% |
3% |
False |
True |
18,077 |
| 100 |
3.902 |
3.240 |
0.662 |
20.3% |
0.096 |
3.0% |
3% |
False |
True |
15,862 |
| 120 |
3.902 |
3.240 |
0.662 |
20.3% |
0.098 |
3.0% |
3% |
False |
True |
14,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.833 |
|
2.618 |
3.649 |
|
1.618 |
3.536 |
|
1.000 |
3.466 |
|
0.618 |
3.423 |
|
HIGH |
3.353 |
|
0.618 |
3.310 |
|
0.500 |
3.297 |
|
0.382 |
3.283 |
|
LOW |
3.240 |
|
0.618 |
3.170 |
|
1.000 |
3.127 |
|
1.618 |
3.057 |
|
2.618 |
2.944 |
|
4.250 |
2.760 |
|
|
| Fisher Pivots for day following 26-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.297 |
3.302 |
| PP |
3.284 |
3.287 |
| S1 |
3.271 |
3.273 |
|