NYMEX Natural Gas Future December 2023
| Trading Metrics calculated at close of trading on 29-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2023 |
29-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
3.290 |
3.343 |
0.053 |
1.6% |
3.309 |
| High |
3.356 |
3.382 |
0.026 |
0.8% |
3.382 |
| Low |
3.269 |
3.255 |
-0.014 |
-0.4% |
3.240 |
| Close |
3.340 |
3.312 |
-0.028 |
-0.8% |
3.312 |
| Range |
0.087 |
0.127 |
0.040 |
46.0% |
0.142 |
| ATR |
0.092 |
0.095 |
0.002 |
2.7% |
0.000 |
| Volume |
39,844 |
38,960 |
-884 |
-2.2% |
199,819 |
|
| Daily Pivots for day following 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.697 |
3.632 |
3.382 |
|
| R3 |
3.570 |
3.505 |
3.347 |
|
| R2 |
3.443 |
3.443 |
3.335 |
|
| R1 |
3.378 |
3.378 |
3.324 |
3.347 |
| PP |
3.316 |
3.316 |
3.316 |
3.301 |
| S1 |
3.251 |
3.251 |
3.300 |
3.220 |
| S2 |
3.189 |
3.189 |
3.289 |
|
| S3 |
3.062 |
3.124 |
3.277 |
|
| S4 |
2.935 |
2.997 |
3.242 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.737 |
3.667 |
3.390 |
|
| R3 |
3.595 |
3.525 |
3.351 |
|
| R2 |
3.453 |
3.453 |
3.338 |
|
| R1 |
3.383 |
3.383 |
3.325 |
3.418 |
| PP |
3.311 |
3.311 |
3.311 |
3.329 |
| S1 |
3.241 |
3.241 |
3.299 |
3.276 |
| S2 |
3.169 |
3.169 |
3.286 |
|
| S3 |
3.027 |
3.099 |
3.273 |
|
| S4 |
2.885 |
2.957 |
3.234 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.382 |
3.240 |
0.142 |
4.3% |
0.094 |
2.8% |
51% |
True |
False |
39,963 |
| 10 |
3.437 |
3.240 |
0.197 |
5.9% |
0.089 |
2.7% |
37% |
False |
False |
38,119 |
| 20 |
3.656 |
3.240 |
0.416 |
12.6% |
0.088 |
2.7% |
17% |
False |
False |
35,254 |
| 40 |
3.902 |
3.240 |
0.662 |
20.0% |
0.100 |
3.0% |
11% |
False |
False |
27,649 |
| 60 |
3.902 |
3.240 |
0.662 |
20.0% |
0.094 |
2.8% |
11% |
False |
False |
22,623 |
| 80 |
3.902 |
3.240 |
0.662 |
20.0% |
0.095 |
2.9% |
11% |
False |
False |
19,361 |
| 100 |
3.902 |
3.240 |
0.662 |
20.0% |
0.097 |
2.9% |
11% |
False |
False |
16,886 |
| 120 |
3.902 |
3.240 |
0.662 |
20.0% |
0.098 |
2.9% |
11% |
False |
False |
15,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.922 |
|
2.618 |
3.714 |
|
1.618 |
3.587 |
|
1.000 |
3.509 |
|
0.618 |
3.460 |
|
HIGH |
3.382 |
|
0.618 |
3.333 |
|
0.500 |
3.319 |
|
0.382 |
3.304 |
|
LOW |
3.255 |
|
0.618 |
3.177 |
|
1.000 |
3.128 |
|
1.618 |
3.050 |
|
2.618 |
2.923 |
|
4.250 |
2.715 |
|
|
| Fisher Pivots for day following 29-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.319 |
3.319 |
| PP |
3.316 |
3.316 |
| S1 |
3.314 |
3.314 |
|