NYMEX Natural Gas Future December 2023
| Trading Metrics calculated at close of trading on 31-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2023 |
31-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
3.400 |
3.330 |
-0.070 |
-2.1% |
3.250 |
| High |
3.405 |
3.630 |
0.225 |
6.6% |
3.643 |
| Low |
3.321 |
3.318 |
-0.003 |
-0.1% |
3.216 |
| Close |
3.352 |
3.575 |
0.223 |
6.7% |
3.483 |
| Range |
0.084 |
0.312 |
0.228 |
271.4% |
0.427 |
| ATR |
0.126 |
0.140 |
0.013 |
10.5% |
0.000 |
| Volume |
119,526 |
238,330 |
118,804 |
99.4% |
642,012 |
|
| Daily Pivots for day following 31-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.444 |
4.321 |
3.747 |
|
| R3 |
4.132 |
4.009 |
3.661 |
|
| R2 |
3.820 |
3.820 |
3.632 |
|
| R1 |
3.697 |
3.697 |
3.604 |
3.759 |
| PP |
3.508 |
3.508 |
3.508 |
3.538 |
| S1 |
3.385 |
3.385 |
3.546 |
3.447 |
| S2 |
3.196 |
3.196 |
3.518 |
|
| S3 |
2.884 |
3.073 |
3.489 |
|
| S4 |
2.572 |
2.761 |
3.403 |
|
|
| 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 |
3.317 |
0.326 |
9.1% |
0.175 |
4.9% |
79% |
False |
False |
157,150 |
| 10 |
3.643 |
3.216 |
0.427 |
11.9% |
0.142 |
4.0% |
84% |
False |
False |
130,439 |
| 20 |
3.756 |
3.216 |
0.540 |
15.1% |
0.137 |
3.8% |
66% |
False |
False |
105,966 |
| 40 |
3.756 |
3.216 |
0.540 |
15.1% |
0.113 |
3.2% |
66% |
False |
False |
71,488 |
| 60 |
3.902 |
3.216 |
0.686 |
19.2% |
0.113 |
3.2% |
52% |
False |
False |
54,785 |
| 80 |
3.902 |
3.216 |
0.686 |
19.2% |
0.105 |
3.0% |
52% |
False |
False |
44,300 |
| 100 |
3.902 |
3.216 |
0.686 |
19.2% |
0.104 |
2.9% |
52% |
False |
False |
37,383 |
| 120 |
3.902 |
3.216 |
0.686 |
19.2% |
0.104 |
2.9% |
52% |
False |
False |
32,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.956 |
|
2.618 |
4.447 |
|
1.618 |
4.135 |
|
1.000 |
3.942 |
|
0.618 |
3.823 |
|
HIGH |
3.630 |
|
0.618 |
3.511 |
|
0.500 |
3.474 |
|
0.382 |
3.437 |
|
LOW |
3.318 |
|
0.618 |
3.125 |
|
1.000 |
3.006 |
|
1.618 |
2.813 |
|
2.618 |
2.501 |
|
4.250 |
1.992 |
|
|
| Fisher Pivots for day following 31-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.541 |
3.544 |
| PP |
3.508 |
3.512 |
| S1 |
3.474 |
3.481 |
|