NYMEX Natural Gas Future February 2024
| Trading Metrics calculated at close of trading on 26-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2023 |
26-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
3.516 |
3.545 |
0.029 |
0.8% |
3.500 |
| High |
3.557 |
3.552 |
-0.005 |
-0.1% |
3.592 |
| Low |
3.483 |
3.429 |
-0.054 |
-1.6% |
3.450 |
| Close |
3.540 |
3.445 |
-0.095 |
-2.7% |
3.488 |
| Range |
0.074 |
0.123 |
0.049 |
66.2% |
0.142 |
| ATR |
0.083 |
0.086 |
0.003 |
3.4% |
0.000 |
| Volume |
8,798 |
14,081 |
5,283 |
60.0% |
61,094 |
|
| Daily Pivots for day following 26-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.844 |
3.768 |
3.513 |
|
| R3 |
3.721 |
3.645 |
3.479 |
|
| R2 |
3.598 |
3.598 |
3.468 |
|
| R1 |
3.522 |
3.522 |
3.456 |
3.499 |
| PP |
3.475 |
3.475 |
3.475 |
3.464 |
| S1 |
3.399 |
3.399 |
3.434 |
3.376 |
| S2 |
3.352 |
3.352 |
3.422 |
|
| S3 |
3.229 |
3.276 |
3.411 |
|
| S4 |
3.106 |
3.153 |
3.377 |
|
|
| Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.936 |
3.854 |
3.566 |
|
| R3 |
3.794 |
3.712 |
3.527 |
|
| R2 |
3.652 |
3.652 |
3.514 |
|
| R1 |
3.570 |
3.570 |
3.501 |
3.540 |
| PP |
3.510 |
3.510 |
3.510 |
3.495 |
| S1 |
3.428 |
3.428 |
3.475 |
3.398 |
| S2 |
3.368 |
3.368 |
3.462 |
|
| S3 |
3.226 |
3.286 |
3.449 |
|
| S4 |
3.084 |
3.144 |
3.410 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.557 |
3.429 |
0.128 |
3.7% |
0.082 |
2.4% |
13% |
False |
True |
10,913 |
| 10 |
3.675 |
3.429 |
0.246 |
7.1% |
0.083 |
2.4% |
7% |
False |
True |
11,519 |
| 20 |
3.812 |
3.429 |
0.383 |
11.1% |
0.086 |
2.5% |
4% |
False |
True |
11,081 |
| 40 |
3.993 |
3.429 |
0.564 |
16.4% |
0.088 |
2.6% |
3% |
False |
True |
8,873 |
| 60 |
3.993 |
3.429 |
0.564 |
16.4% |
0.083 |
2.4% |
3% |
False |
True |
7,411 |
| 80 |
3.993 |
3.429 |
0.564 |
16.4% |
0.084 |
2.4% |
3% |
False |
True |
6,959 |
| 100 |
3.993 |
3.429 |
0.564 |
16.4% |
0.087 |
2.5% |
3% |
False |
True |
6,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.075 |
|
2.618 |
3.874 |
|
1.618 |
3.751 |
|
1.000 |
3.675 |
|
0.618 |
3.628 |
|
HIGH |
3.552 |
|
0.618 |
3.505 |
|
0.500 |
3.491 |
|
0.382 |
3.476 |
|
LOW |
3.429 |
|
0.618 |
3.353 |
|
1.000 |
3.306 |
|
1.618 |
3.230 |
|
2.618 |
3.107 |
|
4.250 |
2.906 |
|
|
| Fisher Pivots for day following 26-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.491 |
3.493 |
| PP |
3.475 |
3.477 |
| S1 |
3.460 |
3.461 |
|