NYMEX Natural Gas Future February 2024
| Trading Metrics calculated at close of trading on 12-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2023 |
12-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
3.831 |
3.820 |
-0.011 |
-0.3% |
3.488 |
| High |
3.873 |
3.855 |
-0.018 |
-0.5% |
3.814 |
| Low |
3.696 |
3.755 |
0.059 |
1.6% |
3.411 |
| Close |
3.820 |
3.807 |
-0.013 |
-0.3% |
3.798 |
| Range |
0.177 |
0.100 |
-0.077 |
-43.5% |
0.403 |
| ATR |
0.106 |
0.105 |
0.000 |
-0.4% |
0.000 |
| Volume |
28,915 |
25,010 |
-3,905 |
-13.5% |
94,256 |
|
| Daily Pivots for day following 12-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.106 |
4.056 |
3.862 |
|
| R3 |
4.006 |
3.956 |
3.835 |
|
| R2 |
3.906 |
3.906 |
3.825 |
|
| R1 |
3.856 |
3.856 |
3.816 |
3.831 |
| PP |
3.806 |
3.806 |
3.806 |
3.793 |
| S1 |
3.756 |
3.756 |
3.798 |
3.731 |
| S2 |
3.706 |
3.706 |
3.789 |
|
| S3 |
3.606 |
3.656 |
3.780 |
|
| S4 |
3.506 |
3.556 |
3.752 |
|
|
| 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 |
3.680 |
0.212 |
5.6% |
0.129 |
3.4% |
60% |
False |
False |
24,485 |
| 10 |
3.892 |
3.411 |
0.481 |
12.6% |
0.121 |
3.2% |
82% |
False |
False |
20,108 |
| 20 |
3.892 |
3.411 |
0.481 |
12.6% |
0.100 |
2.6% |
82% |
False |
False |
15,526 |
| 40 |
3.896 |
3.411 |
0.485 |
12.7% |
0.095 |
2.5% |
82% |
False |
False |
12,238 |
| 60 |
3.993 |
3.411 |
0.582 |
15.3% |
0.090 |
2.4% |
68% |
False |
False |
10,284 |
| 80 |
3.993 |
3.411 |
0.582 |
15.3% |
0.088 |
2.3% |
68% |
False |
False |
8,748 |
| 100 |
3.993 |
3.411 |
0.582 |
15.3% |
0.088 |
2.3% |
68% |
False |
False |
8,205 |
| 120 |
3.993 |
3.411 |
0.582 |
15.3% |
0.089 |
2.3% |
68% |
False |
False |
7,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.280 |
|
2.618 |
4.117 |
|
1.618 |
4.017 |
|
1.000 |
3.955 |
|
0.618 |
3.917 |
|
HIGH |
3.855 |
|
0.618 |
3.817 |
|
0.500 |
3.805 |
|
0.382 |
3.793 |
|
LOW |
3.755 |
|
0.618 |
3.693 |
|
1.000 |
3.655 |
|
1.618 |
3.593 |
|
2.618 |
3.493 |
|
4.250 |
3.330 |
|
|
| Fisher Pivots for day following 12-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.806 |
3.800 |
| PP |
3.806 |
3.792 |
| S1 |
3.805 |
3.785 |
|