NYMEX Natural Gas Future December 2023
| Trading Metrics calculated at close of trading on 04-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2023 |
04-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
3.237 |
3.307 |
0.070 |
2.2% |
3.309 |
| High |
3.327 |
3.396 |
0.069 |
2.1% |
3.382 |
| Low |
3.216 |
3.303 |
0.087 |
2.7% |
3.240 |
| Close |
3.313 |
3.320 |
0.007 |
0.2% |
3.312 |
| Range |
0.111 |
0.093 |
-0.018 |
-16.2% |
0.142 |
| ATR |
0.097 |
0.096 |
0.000 |
-0.3% |
0.000 |
| Volume |
41,759 |
56,628 |
14,869 |
35.6% |
199,819 |
|
| Daily Pivots for day following 04-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.619 |
3.562 |
3.371 |
|
| R3 |
3.526 |
3.469 |
3.346 |
|
| R2 |
3.433 |
3.433 |
3.337 |
|
| R1 |
3.376 |
3.376 |
3.329 |
3.405 |
| PP |
3.340 |
3.340 |
3.340 |
3.354 |
| S1 |
3.283 |
3.283 |
3.311 |
3.312 |
| S2 |
3.247 |
3.247 |
3.303 |
|
| S3 |
3.154 |
3.190 |
3.294 |
|
| S4 |
3.061 |
3.097 |
3.269 |
|
|
| 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 |
3.396 |
3.216 |
0.180 |
5.4% |
0.105 |
3.2% |
58% |
True |
False |
44,562 |
| 10 |
3.396 |
3.216 |
0.180 |
5.4% |
0.094 |
2.8% |
58% |
True |
False |
41,600 |
| 20 |
3.518 |
3.216 |
0.302 |
9.1% |
0.090 |
2.7% |
34% |
False |
False |
38,639 |
| 40 |
3.902 |
3.216 |
0.686 |
20.7% |
0.100 |
3.0% |
15% |
False |
False |
30,106 |
| 60 |
3.902 |
3.216 |
0.686 |
20.7% |
0.095 |
2.9% |
15% |
False |
False |
24,522 |
| 80 |
3.902 |
3.216 |
0.686 |
20.7% |
0.096 |
2.9% |
15% |
False |
False |
20,860 |
| 100 |
3.902 |
3.216 |
0.686 |
20.7% |
0.098 |
3.0% |
15% |
False |
False |
18,148 |
| 120 |
3.902 |
3.216 |
0.686 |
20.7% |
0.098 |
2.9% |
15% |
False |
False |
16,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.791 |
|
2.618 |
3.639 |
|
1.618 |
3.546 |
|
1.000 |
3.489 |
|
0.618 |
3.453 |
|
HIGH |
3.396 |
|
0.618 |
3.360 |
|
0.500 |
3.350 |
|
0.382 |
3.339 |
|
LOW |
3.303 |
|
0.618 |
3.246 |
|
1.000 |
3.210 |
|
1.618 |
3.153 |
|
2.618 |
3.060 |
|
4.250 |
2.908 |
|
|
| Fisher Pivots for day following 04-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.350 |
3.315 |
| PP |
3.340 |
3.311 |
| S1 |
3.330 |
3.306 |
|