NYMEX Natural Gas Future February 2024
| Trading Metrics calculated at close of trading on 11-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2023 |
11-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
3.787 |
3.831 |
0.044 |
1.2% |
3.488 |
| High |
3.832 |
3.873 |
0.041 |
1.1% |
3.814 |
| Low |
3.737 |
3.696 |
-0.041 |
-1.1% |
3.411 |
| Close |
3.817 |
3.820 |
0.003 |
0.1% |
3.798 |
| Range |
0.095 |
0.177 |
0.082 |
86.3% |
0.403 |
| ATR |
0.100 |
0.106 |
0.005 |
5.5% |
0.000 |
| Volume |
21,668 |
28,915 |
7,247 |
33.4% |
94,256 |
|
| Daily Pivots for day following 11-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.327 |
4.251 |
3.917 |
|
| R3 |
4.150 |
4.074 |
3.869 |
|
| R2 |
3.973 |
3.973 |
3.852 |
|
| R1 |
3.897 |
3.897 |
3.836 |
3.847 |
| PP |
3.796 |
3.796 |
3.796 |
3.771 |
| S1 |
3.720 |
3.720 |
3.804 |
3.670 |
| S2 |
3.619 |
3.619 |
3.788 |
|
| S3 |
3.442 |
3.543 |
3.771 |
|
| S4 |
3.265 |
3.366 |
3.723 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.883 |
4.744 |
4.020 |
|
| R3 |
4.480 |
4.341 |
3.909 |
|
| R2 |
4.077 |
4.077 |
3.872 |
|
| R1 |
3.938 |
3.938 |
3.835 |
4.008 |
| PP |
3.674 |
3.674 |
3.674 |
3.709 |
| S1 |
3.535 |
3.535 |
3.761 |
3.605 |
| S2 |
3.271 |
3.271 |
3.724 |
|
| S3 |
2.868 |
3.132 |
3.687 |
|
| S4 |
2.465 |
2.729 |
3.576 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.892 |
3.507 |
0.385 |
10.1% |
0.149 |
3.9% |
81% |
False |
False |
25,215 |
| 10 |
3.892 |
3.411 |
0.481 |
12.6% |
0.118 |
3.1% |
85% |
False |
False |
18,556 |
| 20 |
3.892 |
3.411 |
0.481 |
12.6% |
0.100 |
2.6% |
85% |
False |
False |
14,765 |
| 40 |
3.912 |
3.411 |
0.501 |
13.1% |
0.094 |
2.5% |
82% |
False |
False |
11,772 |
| 60 |
3.993 |
3.411 |
0.582 |
15.2% |
0.090 |
2.4% |
70% |
False |
False |
9,994 |
| 80 |
3.993 |
3.411 |
0.582 |
15.2% |
0.089 |
2.3% |
70% |
False |
False |
8,507 |
| 100 |
3.993 |
3.411 |
0.582 |
15.2% |
0.088 |
2.3% |
70% |
False |
False |
8,024 |
| 120 |
3.993 |
3.411 |
0.582 |
15.2% |
0.089 |
2.3% |
70% |
False |
False |
7,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.625 |
|
2.618 |
4.336 |
|
1.618 |
4.159 |
|
1.000 |
4.050 |
|
0.618 |
3.982 |
|
HIGH |
3.873 |
|
0.618 |
3.805 |
|
0.500 |
3.785 |
|
0.382 |
3.764 |
|
LOW |
3.696 |
|
0.618 |
3.587 |
|
1.000 |
3.519 |
|
1.618 |
3.410 |
|
2.618 |
3.233 |
|
4.250 |
2.944 |
|
|
| Fisher Pivots for day following 11-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.808 |
3.811 |
| PP |
3.796 |
3.803 |
| S1 |
3.785 |
3.794 |
|