NYMEX Natural Gas Future February 2024
| Trading Metrics calculated at close of trading on 21-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2023 |
21-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
3.531 |
3.497 |
-0.034 |
-1.0% |
3.626 |
| High |
3.554 |
3.521 |
-0.033 |
-0.9% |
3.675 |
| Low |
3.472 |
3.450 |
-0.022 |
-0.6% |
3.513 |
| Close |
3.494 |
3.458 |
-0.036 |
-1.0% |
3.524 |
| Range |
0.082 |
0.071 |
-0.011 |
-13.4% |
0.162 |
| ATR |
0.087 |
0.086 |
-0.001 |
-1.3% |
0.000 |
| Volume |
11,202 |
11,528 |
326 |
2.9% |
56,714 |
|
| Daily Pivots for day following 21-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.689 |
3.645 |
3.497 |
|
| R3 |
3.618 |
3.574 |
3.478 |
|
| R2 |
3.547 |
3.547 |
3.471 |
|
| R1 |
3.503 |
3.503 |
3.465 |
3.490 |
| PP |
3.476 |
3.476 |
3.476 |
3.470 |
| S1 |
3.432 |
3.432 |
3.451 |
3.419 |
| S2 |
3.405 |
3.405 |
3.445 |
|
| S3 |
3.334 |
3.361 |
3.438 |
|
| S4 |
3.263 |
3.290 |
3.419 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.057 |
3.952 |
3.613 |
|
| R3 |
3.895 |
3.790 |
3.569 |
|
| R2 |
3.733 |
3.733 |
3.554 |
|
| R1 |
3.628 |
3.628 |
3.539 |
3.600 |
| PP |
3.571 |
3.571 |
3.571 |
3.556 |
| S1 |
3.466 |
3.466 |
3.509 |
3.438 |
| S2 |
3.409 |
3.409 |
3.494 |
|
| S3 |
3.247 |
3.304 |
3.479 |
|
| S4 |
3.085 |
3.142 |
3.435 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.602 |
3.450 |
0.152 |
4.4% |
0.080 |
2.3% |
5% |
False |
True |
11,956 |
| 10 |
3.675 |
3.450 |
0.225 |
6.5% |
0.076 |
2.2% |
4% |
False |
True |
11,721 |
| 20 |
3.896 |
3.450 |
0.446 |
12.9% |
0.093 |
2.7% |
2% |
False |
True |
10,554 |
| 40 |
3.993 |
3.450 |
0.543 |
15.7% |
0.088 |
2.5% |
1% |
False |
True |
8,534 |
| 60 |
3.993 |
3.450 |
0.543 |
15.7% |
0.084 |
2.4% |
1% |
False |
True |
7,051 |
| 80 |
3.993 |
3.450 |
0.543 |
15.7% |
0.085 |
2.5% |
1% |
False |
True |
6,846 |
| 100 |
3.993 |
3.450 |
0.543 |
15.7% |
0.087 |
2.5% |
1% |
False |
True |
6,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.823 |
|
2.618 |
3.707 |
|
1.618 |
3.636 |
|
1.000 |
3.592 |
|
0.618 |
3.565 |
|
HIGH |
3.521 |
|
0.618 |
3.494 |
|
0.500 |
3.486 |
|
0.382 |
3.477 |
|
LOW |
3.450 |
|
0.618 |
3.406 |
|
1.000 |
3.379 |
|
1.618 |
3.335 |
|
2.618 |
3.264 |
|
4.250 |
3.148 |
|
|
| Fisher Pivots for day following 21-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.486 |
3.521 |
| PP |
3.476 |
3.500 |
| S1 |
3.467 |
3.479 |
|