NYMEX Natural Gas Future December 2023
| Trading Metrics calculated at close of trading on 27-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2023 |
27-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
3.399 |
3.511 |
0.112 |
3.3% |
3.250 |
| High |
3.544 |
3.643 |
0.099 |
2.8% |
3.643 |
| Low |
3.363 |
3.435 |
0.072 |
2.1% |
3.216 |
| Close |
3.477 |
3.483 |
0.006 |
0.2% |
3.483 |
| Range |
0.181 |
0.208 |
0.027 |
14.9% |
0.427 |
| ATR |
0.117 |
0.124 |
0.006 |
5.5% |
0.000 |
| Volume |
190,448 |
140,955 |
-49,493 |
-26.0% |
642,012 |
|
| Daily Pivots for day following 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.144 |
4.022 |
3.597 |
|
| R3 |
3.936 |
3.814 |
3.540 |
|
| R2 |
3.728 |
3.728 |
3.521 |
|
| R1 |
3.606 |
3.606 |
3.502 |
3.563 |
| PP |
3.520 |
3.520 |
3.520 |
3.499 |
| S1 |
3.398 |
3.398 |
3.464 |
3.355 |
| S2 |
3.312 |
3.312 |
3.445 |
|
| S3 |
3.104 |
3.190 |
3.426 |
|
| S4 |
2.896 |
2.982 |
3.369 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.728 |
4.533 |
3.718 |
|
| R3 |
4.301 |
4.106 |
3.600 |
|
| R2 |
3.874 |
3.874 |
3.561 |
|
| R1 |
3.679 |
3.679 |
3.522 |
3.777 |
| PP |
3.447 |
3.447 |
3.447 |
3.496 |
| S1 |
3.252 |
3.252 |
3.444 |
3.350 |
| S2 |
3.020 |
3.020 |
3.405 |
|
| S3 |
2.593 |
2.825 |
3.366 |
|
| S4 |
2.166 |
2.398 |
3.248 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.643 |
3.216 |
0.427 |
12.3% |
0.131 |
3.8% |
63% |
True |
False |
128,402 |
| 10 |
3.643 |
3.216 |
0.427 |
12.3% |
0.122 |
3.5% |
63% |
True |
False |
112,387 |
| 20 |
3.756 |
3.216 |
0.540 |
15.5% |
0.129 |
3.7% |
49% |
False |
False |
92,442 |
| 40 |
3.756 |
3.216 |
0.540 |
15.5% |
0.108 |
3.1% |
49% |
False |
False |
63,848 |
| 60 |
3.902 |
3.216 |
0.686 |
19.7% |
0.109 |
3.1% |
39% |
False |
False |
49,247 |
| 80 |
3.902 |
3.216 |
0.686 |
19.7% |
0.103 |
2.9% |
39% |
False |
False |
40,077 |
| 100 |
3.902 |
3.216 |
0.686 |
19.7% |
0.101 |
2.9% |
39% |
False |
False |
33,977 |
| 120 |
3.902 |
3.216 |
0.686 |
19.7% |
0.102 |
2.9% |
39% |
False |
False |
29,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.527 |
|
2.618 |
4.188 |
|
1.618 |
3.980 |
|
1.000 |
3.851 |
|
0.618 |
3.772 |
|
HIGH |
3.643 |
|
0.618 |
3.564 |
|
0.500 |
3.539 |
|
0.382 |
3.514 |
|
LOW |
3.435 |
|
0.618 |
3.306 |
|
1.000 |
3.227 |
|
1.618 |
3.098 |
|
2.618 |
2.890 |
|
4.250 |
2.551 |
|
|
| Fisher Pivots for day following 27-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.539 |
3.482 |
| PP |
3.520 |
3.481 |
| S1 |
3.502 |
3.480 |
|