NYMEX Natural Gas Future February 2024
| Trading Metrics calculated at close of trading on 28-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2023 |
28-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
3.451 |
3.483 |
0.032 |
0.9% |
3.500 |
| High |
3.507 |
3.532 |
0.025 |
0.7% |
3.592 |
| Low |
3.441 |
3.465 |
0.024 |
0.7% |
3.450 |
| Close |
3.480 |
3.522 |
0.042 |
1.2% |
3.488 |
| Range |
0.066 |
0.067 |
0.001 |
1.5% |
0.142 |
| ATR |
0.084 |
0.083 |
-0.001 |
-1.5% |
0.000 |
| Volume |
8,342 |
9,491 |
1,149 |
13.8% |
61,094 |
|
| Daily Pivots for day following 28-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.707 |
3.682 |
3.559 |
|
| R3 |
3.640 |
3.615 |
3.540 |
|
| R2 |
3.573 |
3.573 |
3.534 |
|
| R1 |
3.548 |
3.548 |
3.528 |
3.561 |
| PP |
3.506 |
3.506 |
3.506 |
3.513 |
| S1 |
3.481 |
3.481 |
3.516 |
3.494 |
| S2 |
3.439 |
3.439 |
3.510 |
|
| S3 |
3.372 |
3.414 |
3.504 |
|
| S4 |
3.305 |
3.347 |
3.485 |
|
|
| 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 |
3.6% |
0.078 |
2.2% |
73% |
False |
False |
9,934 |
| 10 |
3.602 |
3.429 |
0.173 |
4.9% |
0.079 |
2.2% |
54% |
False |
False |
10,945 |
| 20 |
3.812 |
3.429 |
0.383 |
10.9% |
0.079 |
2.2% |
24% |
False |
False |
10,746 |
| 40 |
3.993 |
3.429 |
0.564 |
16.0% |
0.087 |
2.5% |
16% |
False |
False |
8,992 |
| 60 |
3.993 |
3.429 |
0.564 |
16.0% |
0.082 |
2.3% |
16% |
False |
False |
7,605 |
| 80 |
3.993 |
3.429 |
0.564 |
16.0% |
0.083 |
2.4% |
16% |
False |
False |
7,054 |
| 100 |
3.993 |
3.429 |
0.564 |
16.0% |
0.087 |
2.5% |
16% |
False |
False |
6,816 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.817 |
|
2.618 |
3.707 |
|
1.618 |
3.640 |
|
1.000 |
3.599 |
|
0.618 |
3.573 |
|
HIGH |
3.532 |
|
0.618 |
3.506 |
|
0.500 |
3.499 |
|
0.382 |
3.491 |
|
LOW |
3.465 |
|
0.618 |
3.424 |
|
1.000 |
3.398 |
|
1.618 |
3.357 |
|
2.618 |
3.290 |
|
4.250 |
3.180 |
|
|
| Fisher Pivots for day following 28-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.514 |
3.512 |
| PP |
3.506 |
3.501 |
| S1 |
3.499 |
3.491 |
|