NYMEX Natural Gas Future December 2023
| Trading Metrics calculated at close of trading on 21-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2023 |
21-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
2.957 |
2.886 |
-0.071 |
-2.4% |
3.064 |
| High |
2.959 |
2.921 |
-0.038 |
-1.3% |
3.275 |
| Low |
2.864 |
2.841 |
-0.023 |
-0.8% |
2.893 |
| Close |
2.882 |
2.846 |
-0.036 |
-1.2% |
2.960 |
| Range |
0.095 |
0.080 |
-0.015 |
-15.8% |
0.382 |
| ATR |
0.161 |
0.155 |
-0.006 |
-3.6% |
0.000 |
| Volume |
113,704 |
103,671 |
-10,033 |
-8.8% |
805,560 |
|
| Daily Pivots for day following 21-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.109 |
3.058 |
2.890 |
|
| R3 |
3.029 |
2.978 |
2.868 |
|
| R2 |
2.949 |
2.949 |
2.861 |
|
| R1 |
2.898 |
2.898 |
2.853 |
2.884 |
| PP |
2.869 |
2.869 |
2.869 |
2.862 |
| S1 |
2.818 |
2.818 |
2.839 |
2.804 |
| S2 |
2.789 |
2.789 |
2.831 |
|
| S3 |
2.709 |
2.738 |
2.824 |
|
| S4 |
2.629 |
2.658 |
2.802 |
|
|
| 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 |
2.841 |
0.434 |
15.2% |
0.167 |
5.9% |
1% |
False |
True |
142,111 |
| 10 |
3.275 |
2.841 |
0.434 |
15.2% |
0.156 |
5.5% |
1% |
False |
True |
144,498 |
| 20 |
3.643 |
2.841 |
0.802 |
28.2% |
0.160 |
5.6% |
1% |
False |
True |
149,127 |
| 40 |
3.756 |
2.841 |
0.915 |
32.2% |
0.140 |
4.9% |
1% |
False |
True |
113,133 |
| 60 |
3.756 |
2.841 |
0.915 |
32.2% |
0.124 |
4.4% |
1% |
False |
True |
86,519 |
| 80 |
3.902 |
2.841 |
1.061 |
37.3% |
0.120 |
4.2% |
0% |
False |
True |
69,437 |
| 100 |
3.902 |
2.841 |
1.061 |
37.3% |
0.112 |
3.9% |
0% |
False |
True |
57,864 |
| 120 |
3.902 |
2.841 |
1.061 |
37.3% |
0.109 |
3.8% |
0% |
False |
True |
49,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.261 |
|
2.618 |
3.130 |
|
1.618 |
3.050 |
|
1.000 |
3.001 |
|
0.618 |
2.970 |
|
HIGH |
2.921 |
|
0.618 |
2.890 |
|
0.500 |
2.881 |
|
0.382 |
2.872 |
|
LOW |
2.841 |
|
0.618 |
2.792 |
|
1.000 |
2.761 |
|
1.618 |
2.712 |
|
2.618 |
2.632 |
|
4.250 |
2.501 |
|
|
| Fisher Pivots for day following 21-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.881 |
2.977 |
| PP |
2.869 |
2.933 |
| S1 |
2.858 |
2.890 |
|