NYMEX Natural Gas Future December 2023
| Trading Metrics calculated at close of trading on 11-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2023 |
11-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
3.642 |
3.679 |
0.037 |
1.0% |
3.326 |
| High |
3.695 |
3.725 |
0.030 |
0.8% |
3.659 |
| Low |
3.603 |
3.525 |
-0.078 |
-2.2% |
3.216 |
| Close |
3.659 |
3.658 |
-0.001 |
0.0% |
3.641 |
| Range |
0.092 |
0.200 |
0.108 |
117.4% |
0.443 |
| ATR |
0.111 |
0.117 |
0.006 |
5.7% |
0.000 |
| Volume |
76,433 |
92,681 |
16,248 |
21.3% |
326,415 |
|
| Daily Pivots for day following 11-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.236 |
4.147 |
3.768 |
|
| R3 |
4.036 |
3.947 |
3.713 |
|
| R2 |
3.836 |
3.836 |
3.695 |
|
| R1 |
3.747 |
3.747 |
3.676 |
3.692 |
| PP |
3.636 |
3.636 |
3.636 |
3.608 |
| S1 |
3.547 |
3.547 |
3.640 |
3.492 |
| S2 |
3.436 |
3.436 |
3.621 |
|
| S3 |
3.236 |
3.347 |
3.603 |
|
| S4 |
3.036 |
3.147 |
3.548 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.834 |
4.681 |
3.885 |
|
| R3 |
4.391 |
4.238 |
3.763 |
|
| R2 |
3.948 |
3.948 |
3.722 |
|
| R1 |
3.795 |
3.795 |
3.682 |
3.872 |
| PP |
3.505 |
3.505 |
3.505 |
3.544 |
| S1 |
3.352 |
3.352 |
3.600 |
3.429 |
| S2 |
3.062 |
3.062 |
3.560 |
|
| S3 |
2.619 |
2.909 |
3.519 |
|
| S4 |
2.176 |
2.466 |
3.397 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.756 |
3.324 |
0.432 |
11.8% |
0.163 |
4.5% |
77% |
False |
False |
87,167 |
| 10 |
3.756 |
3.216 |
0.540 |
14.8% |
0.134 |
3.7% |
82% |
False |
False |
65,864 |
| 20 |
3.756 |
3.216 |
0.540 |
14.8% |
0.111 |
3.0% |
82% |
False |
False |
51,393 |
| 40 |
3.783 |
3.216 |
0.567 |
15.5% |
0.105 |
2.9% |
78% |
False |
False |
37,755 |
| 60 |
3.902 |
3.216 |
0.686 |
18.8% |
0.102 |
2.8% |
64% |
False |
False |
30,702 |
| 80 |
3.902 |
3.216 |
0.686 |
18.8% |
0.100 |
2.7% |
64% |
False |
False |
25,703 |
| 100 |
3.902 |
3.216 |
0.686 |
18.8% |
0.099 |
2.7% |
64% |
False |
False |
22,093 |
| 120 |
3.902 |
3.216 |
0.686 |
18.8% |
0.099 |
2.7% |
64% |
False |
False |
19,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.575 |
|
2.618 |
4.249 |
|
1.618 |
4.049 |
|
1.000 |
3.925 |
|
0.618 |
3.849 |
|
HIGH |
3.725 |
|
0.618 |
3.649 |
|
0.500 |
3.625 |
|
0.382 |
3.601 |
|
LOW |
3.525 |
|
0.618 |
3.401 |
|
1.000 |
3.325 |
|
1.618 |
3.201 |
|
2.618 |
3.001 |
|
4.250 |
2.675 |
|
|
| Fisher Pivots for day following 11-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.647 |
3.652 |
| PP |
3.636 |
3.646 |
| S1 |
3.625 |
3.641 |
|