NYMEX Natural Gas Future December 2023
| Trading Metrics calculated at close of trading on 01-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2023 |
01-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
3.330 |
3.600 |
0.270 |
8.1% |
3.250 |
| High |
3.630 |
3.608 |
-0.022 |
-0.6% |
3.643 |
| Low |
3.318 |
3.428 |
0.110 |
3.3% |
3.216 |
| Close |
3.575 |
3.494 |
-0.081 |
-2.3% |
3.483 |
| Range |
0.312 |
0.180 |
-0.132 |
-42.3% |
0.427 |
| ATR |
0.140 |
0.143 |
0.003 |
2.1% |
0.000 |
| Volume |
238,330 |
151,262 |
-87,068 |
-36.5% |
642,012 |
|
| Daily Pivots for day following 01-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.050 |
3.952 |
3.593 |
|
| R3 |
3.870 |
3.772 |
3.544 |
|
| R2 |
3.690 |
3.690 |
3.527 |
|
| R1 |
3.592 |
3.592 |
3.511 |
3.551 |
| PP |
3.510 |
3.510 |
3.510 |
3.490 |
| S1 |
3.412 |
3.412 |
3.478 |
3.371 |
| S2 |
3.330 |
3.330 |
3.461 |
|
| S3 |
3.150 |
3.232 |
3.445 |
|
| S4 |
2.970 |
3.052 |
3.395 |
|
|
| 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 |
3.318 |
0.325 |
9.3% |
0.193 |
5.5% |
54% |
False |
False |
168,104 |
| 10 |
3.643 |
3.216 |
0.427 |
12.2% |
0.149 |
4.3% |
65% |
False |
False |
137,467 |
| 20 |
3.756 |
3.216 |
0.540 |
15.5% |
0.142 |
4.1% |
51% |
False |
False |
110,697 |
| 40 |
3.756 |
3.216 |
0.540 |
15.5% |
0.116 |
3.3% |
51% |
False |
False |
74,668 |
| 60 |
3.902 |
3.216 |
0.686 |
19.6% |
0.114 |
3.3% |
41% |
False |
False |
56,970 |
| 80 |
3.902 |
3.216 |
0.686 |
19.6% |
0.107 |
3.1% |
41% |
False |
False |
46,066 |
| 100 |
3.902 |
3.216 |
0.686 |
19.6% |
0.105 |
3.0% |
41% |
False |
False |
38,828 |
| 120 |
3.902 |
3.216 |
0.686 |
19.6% |
0.105 |
3.0% |
41% |
False |
False |
33,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.373 |
|
2.618 |
4.079 |
|
1.618 |
3.899 |
|
1.000 |
3.788 |
|
0.618 |
3.719 |
|
HIGH |
3.608 |
|
0.618 |
3.539 |
|
0.500 |
3.518 |
|
0.382 |
3.497 |
|
LOW |
3.428 |
|
0.618 |
3.317 |
|
1.000 |
3.248 |
|
1.618 |
3.137 |
|
2.618 |
2.957 |
|
4.250 |
2.663 |
|
|
| Fisher Pivots for day following 01-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.518 |
3.487 |
| PP |
3.510 |
3.481 |
| S1 |
3.502 |
3.474 |
|