NYMEX Natural Gas Future December 2023
| Trading Metrics calculated at close of trading on 27-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2023 |
27-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
3.348 |
3.261 |
-0.087 |
-2.6% |
3.331 |
| High |
3.353 |
3.328 |
-0.025 |
-0.7% |
3.437 |
| Low |
3.240 |
3.258 |
0.018 |
0.6% |
3.259 |
| Close |
3.258 |
3.290 |
0.032 |
1.0% |
3.297 |
| Range |
0.113 |
0.070 |
-0.043 |
-38.1% |
0.178 |
| ATR |
0.094 |
0.093 |
-0.002 |
-1.8% |
0.000 |
| Volume |
45,711 |
43,062 |
-2,649 |
-5.8% |
181,377 |
|
| Daily Pivots for day following 27-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.502 |
3.466 |
3.329 |
|
| R3 |
3.432 |
3.396 |
3.309 |
|
| R2 |
3.362 |
3.362 |
3.303 |
|
| R1 |
3.326 |
3.326 |
3.296 |
3.344 |
| PP |
3.292 |
3.292 |
3.292 |
3.301 |
| S1 |
3.256 |
3.256 |
3.284 |
3.274 |
| S2 |
3.222 |
3.222 |
3.277 |
|
| S3 |
3.152 |
3.186 |
3.271 |
|
| S4 |
3.082 |
3.116 |
3.252 |
|
|
| 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 |
3.363 |
3.240 |
0.123 |
3.7% |
0.082 |
2.5% |
41% |
False |
False |
38,638 |
| 10 |
3.518 |
3.240 |
0.278 |
8.4% |
0.088 |
2.7% |
18% |
False |
False |
36,923 |
| 20 |
3.678 |
3.240 |
0.438 |
13.3% |
0.092 |
2.8% |
11% |
False |
False |
34,162 |
| 40 |
3.902 |
3.240 |
0.662 |
20.1% |
0.099 |
3.0% |
8% |
False |
False |
26,425 |
| 60 |
3.902 |
3.240 |
0.662 |
20.1% |
0.093 |
2.8% |
8% |
False |
False |
21,606 |
| 80 |
3.902 |
3.240 |
0.662 |
20.1% |
0.094 |
2.9% |
8% |
False |
False |
18,553 |
| 100 |
3.902 |
3.240 |
0.662 |
20.1% |
0.096 |
2.9% |
8% |
False |
False |
16,215 |
| 120 |
3.902 |
3.240 |
0.662 |
20.1% |
0.098 |
3.0% |
8% |
False |
False |
14,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.626 |
|
2.618 |
3.511 |
|
1.618 |
3.441 |
|
1.000 |
3.398 |
|
0.618 |
3.371 |
|
HIGH |
3.328 |
|
0.618 |
3.301 |
|
0.500 |
3.293 |
|
0.382 |
3.285 |
|
LOW |
3.258 |
|
0.618 |
3.215 |
|
1.000 |
3.188 |
|
1.618 |
3.145 |
|
2.618 |
3.075 |
|
4.250 |
2.961 |
|
|
| Fisher Pivots for day following 27-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.293 |
3.302 |
| PP |
3.292 |
3.298 |
| S1 |
3.291 |
3.294 |
|