NYMEX Natural Gas Future December 2023
| Trading Metrics calculated at close of trading on 26-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2023 |
26-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
3.331 |
3.399 |
0.068 |
2.0% |
3.539 |
| High |
3.406 |
3.544 |
0.138 |
4.1% |
3.542 |
| Low |
3.317 |
3.363 |
0.046 |
1.4% |
3.247 |
| Close |
3.376 |
3.477 |
0.101 |
3.0% |
3.258 |
| Range |
0.089 |
0.181 |
0.092 |
103.4% |
0.295 |
| ATR |
0.112 |
0.117 |
0.005 |
4.4% |
0.000 |
| Volume |
96,491 |
190,448 |
93,957 |
97.4% |
481,864 |
|
| Daily Pivots for day following 26-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.004 |
3.922 |
3.577 |
|
| R3 |
3.823 |
3.741 |
3.527 |
|
| R2 |
3.642 |
3.642 |
3.510 |
|
| R1 |
3.560 |
3.560 |
3.494 |
3.601 |
| PP |
3.461 |
3.461 |
3.461 |
3.482 |
| S1 |
3.379 |
3.379 |
3.460 |
3.420 |
| S2 |
3.280 |
3.280 |
3.444 |
|
| S3 |
3.099 |
3.198 |
3.427 |
|
| S4 |
2.918 |
3.017 |
3.377 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.234 |
4.041 |
3.420 |
|
| R3 |
3.939 |
3.746 |
3.339 |
|
| R2 |
3.644 |
3.644 |
3.312 |
|
| R1 |
3.451 |
3.451 |
3.285 |
3.400 |
| PP |
3.349 |
3.349 |
3.349 |
3.324 |
| S1 |
3.156 |
3.156 |
3.231 |
3.105 |
| S2 |
3.054 |
3.054 |
3.204 |
|
| S3 |
2.759 |
2.861 |
3.177 |
|
| S4 |
2.464 |
2.566 |
3.096 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.544 |
3.216 |
0.328 |
9.4% |
0.106 |
3.0% |
80% |
True |
False |
124,903 |
| 10 |
3.639 |
3.216 |
0.423 |
12.2% |
0.112 |
3.2% |
62% |
False |
False |
105,883 |
| 20 |
3.756 |
3.216 |
0.540 |
15.5% |
0.125 |
3.6% |
48% |
False |
False |
87,342 |
| 40 |
3.756 |
3.216 |
0.540 |
15.5% |
0.106 |
3.1% |
48% |
False |
False |
60,995 |
| 60 |
3.902 |
3.216 |
0.686 |
19.7% |
0.107 |
3.1% |
38% |
False |
False |
47,100 |
| 80 |
3.902 |
3.216 |
0.686 |
19.7% |
0.101 |
2.9% |
38% |
False |
False |
38,412 |
| 100 |
3.902 |
3.216 |
0.686 |
19.7% |
0.100 |
2.9% |
38% |
False |
False |
32,638 |
| 120 |
3.902 |
3.216 |
0.686 |
19.7% |
0.101 |
2.9% |
38% |
False |
False |
28,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.313 |
|
2.618 |
4.018 |
|
1.618 |
3.837 |
|
1.000 |
3.725 |
|
0.618 |
3.656 |
|
HIGH |
3.544 |
|
0.618 |
3.475 |
|
0.500 |
3.454 |
|
0.382 |
3.432 |
|
LOW |
3.363 |
|
0.618 |
3.251 |
|
1.000 |
3.182 |
|
1.618 |
3.070 |
|
2.618 |
2.889 |
|
4.250 |
2.594 |
|
|
| Fisher Pivots for day following 26-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.469 |
3.451 |
| PP |
3.461 |
3.425 |
| S1 |
3.454 |
3.399 |
|