NYMEX Natural Gas Future February 2024
| Trading Metrics calculated at close of trading on 27-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2023 |
27-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
3.545 |
3.451 |
-0.094 |
-2.7% |
3.500 |
| High |
3.552 |
3.507 |
-0.045 |
-1.3% |
3.592 |
| Low |
3.429 |
3.441 |
0.012 |
0.3% |
3.450 |
| Close |
3.445 |
3.480 |
0.035 |
1.0% |
3.488 |
| Range |
0.123 |
0.066 |
-0.057 |
-46.3% |
0.142 |
| ATR |
0.086 |
0.084 |
-0.001 |
-1.7% |
0.000 |
| Volume |
14,081 |
8,342 |
-5,739 |
-40.8% |
61,094 |
|
| Daily Pivots for day following 27-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.674 |
3.643 |
3.516 |
|
| R3 |
3.608 |
3.577 |
3.498 |
|
| R2 |
3.542 |
3.542 |
3.492 |
|
| R1 |
3.511 |
3.511 |
3.486 |
3.527 |
| PP |
3.476 |
3.476 |
3.476 |
3.484 |
| S1 |
3.445 |
3.445 |
3.474 |
3.461 |
| S2 |
3.410 |
3.410 |
3.468 |
|
| S3 |
3.344 |
3.379 |
3.462 |
|
| S4 |
3.278 |
3.313 |
3.444 |
|
|
| 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% |
0.078 |
2.3% |
40% |
False |
False |
10,341 |
| 10 |
3.675 |
3.429 |
0.246 |
7.1% |
0.081 |
2.3% |
21% |
False |
False |
10,973 |
| 20 |
3.812 |
3.429 |
0.383 |
11.0% |
0.083 |
2.4% |
13% |
False |
False |
10,796 |
| 40 |
3.993 |
3.429 |
0.564 |
16.2% |
0.087 |
2.5% |
9% |
False |
False |
8,916 |
| 60 |
3.993 |
3.429 |
0.564 |
16.2% |
0.083 |
2.4% |
9% |
False |
False |
7,516 |
| 80 |
3.993 |
3.429 |
0.564 |
16.2% |
0.084 |
2.4% |
9% |
False |
False |
7,011 |
| 100 |
3.993 |
3.429 |
0.564 |
16.2% |
0.087 |
2.5% |
9% |
False |
False |
6,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.788 |
|
2.618 |
3.680 |
|
1.618 |
3.614 |
|
1.000 |
3.573 |
|
0.618 |
3.548 |
|
HIGH |
3.507 |
|
0.618 |
3.482 |
|
0.500 |
3.474 |
|
0.382 |
3.466 |
|
LOW |
3.441 |
|
0.618 |
3.400 |
|
1.000 |
3.375 |
|
1.618 |
3.334 |
|
2.618 |
3.268 |
|
4.250 |
3.161 |
|
|
| Fisher Pivots for day following 27-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.478 |
3.493 |
| PP |
3.476 |
3.489 |
| S1 |
3.474 |
3.484 |
|