NYMEX Natural Gas Future December 2023
| Trading Metrics calculated at close of trading on 20-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2023 |
20-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
3.055 |
2.957 |
-0.098 |
-3.2% |
3.064 |
| High |
3.112 |
2.959 |
-0.153 |
-4.9% |
3.275 |
| Low |
2.893 |
2.864 |
-0.029 |
-1.0% |
2.893 |
| Close |
2.960 |
2.882 |
-0.078 |
-2.6% |
2.960 |
| Range |
0.219 |
0.095 |
-0.124 |
-56.6% |
0.382 |
| ATR |
0.166 |
0.161 |
-0.005 |
-3.0% |
0.000 |
| Volume |
159,777 |
113,704 |
-46,073 |
-28.8% |
805,560 |
|
| Daily Pivots for day following 20-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.187 |
3.129 |
2.934 |
|
| R3 |
3.092 |
3.034 |
2.908 |
|
| R2 |
2.997 |
2.997 |
2.899 |
|
| R1 |
2.939 |
2.939 |
2.891 |
2.921 |
| PP |
2.902 |
2.902 |
2.902 |
2.892 |
| S1 |
2.844 |
2.844 |
2.873 |
2.826 |
| S2 |
2.807 |
2.807 |
2.865 |
|
| S3 |
2.712 |
2.749 |
2.856 |
|
| S4 |
2.617 |
2.654 |
2.830 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.189 |
3.956 |
3.170 |
|
| R3 |
3.807 |
3.574 |
3.065 |
|
| R2 |
3.425 |
3.425 |
3.030 |
|
| R1 |
3.192 |
3.192 |
2.995 |
3.118 |
| PP |
3.043 |
3.043 |
3.043 |
3.005 |
| S1 |
2.810 |
2.810 |
2.925 |
2.736 |
| S2 |
2.661 |
2.661 |
2.890 |
|
| S3 |
2.279 |
2.428 |
2.855 |
|
| S4 |
1.897 |
2.046 |
2.750 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.275 |
2.864 |
0.411 |
14.3% |
0.187 |
6.5% |
4% |
False |
True |
150,722 |
| 10 |
3.295 |
2.864 |
0.431 |
15.0% |
0.167 |
5.8% |
4% |
False |
True |
152,749 |
| 20 |
3.643 |
2.864 |
0.779 |
27.0% |
0.161 |
5.6% |
2% |
False |
True |
149,644 |
| 40 |
3.756 |
2.864 |
0.892 |
31.0% |
0.140 |
4.9% |
2% |
False |
True |
111,684 |
| 60 |
3.756 |
2.864 |
0.892 |
31.0% |
0.126 |
4.4% |
2% |
False |
True |
85,120 |
| 80 |
3.902 |
2.864 |
1.038 |
36.0% |
0.119 |
4.1% |
2% |
False |
True |
68,297 |
| 100 |
3.902 |
2.864 |
1.038 |
36.0% |
0.112 |
3.9% |
2% |
False |
True |
56,906 |
| 120 |
3.902 |
2.864 |
1.038 |
36.0% |
0.110 |
3.8% |
2% |
False |
True |
48,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.363 |
|
2.618 |
3.208 |
|
1.618 |
3.113 |
|
1.000 |
3.054 |
|
0.618 |
3.018 |
|
HIGH |
2.959 |
|
0.618 |
2.923 |
|
0.500 |
2.912 |
|
0.382 |
2.900 |
|
LOW |
2.864 |
|
0.618 |
2.805 |
|
1.000 |
2.769 |
|
1.618 |
2.710 |
|
2.618 |
2.615 |
|
4.250 |
2.460 |
|
|
| Fisher Pivots for day following 20-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.912 |
3.065 |
| PP |
2.902 |
3.004 |
| S1 |
2.892 |
2.943 |
|