NYMEX Natural Gas Future February 2024
| Trading Metrics calculated at close of trading on 23-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2023 |
23-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
3.513 |
3.438 |
-0.075 |
-2.1% |
3.695 |
| High |
3.521 |
3.482 |
-0.039 |
-1.1% |
3.721 |
| Low |
3.445 |
3.406 |
-0.039 |
-1.1% |
3.445 |
| Close |
3.454 |
3.454 |
0.000 |
0.0% |
3.454 |
| Range |
0.076 |
0.076 |
0.000 |
0.0% |
0.276 |
| ATR |
0.107 |
0.105 |
-0.002 |
-2.1% |
0.000 |
| Volume |
23,056 |
13,248 |
-9,808 |
-42.5% |
102,912 |
|
| Daily Pivots for day following 23-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.675 |
3.641 |
3.496 |
|
| R3 |
3.599 |
3.565 |
3.475 |
|
| R2 |
3.523 |
3.523 |
3.468 |
|
| R1 |
3.489 |
3.489 |
3.461 |
3.506 |
| PP |
3.447 |
3.447 |
3.447 |
3.456 |
| S1 |
3.413 |
3.413 |
3.447 |
3.430 |
| S2 |
3.371 |
3.371 |
3.440 |
|
| S3 |
3.295 |
3.337 |
3.433 |
|
| S4 |
3.219 |
3.261 |
3.412 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.368 |
4.187 |
3.606 |
|
| R3 |
4.092 |
3.911 |
3.530 |
|
| R2 |
3.816 |
3.816 |
3.505 |
|
| R1 |
3.635 |
3.635 |
3.479 |
3.588 |
| PP |
3.540 |
3.540 |
3.540 |
3.516 |
| S1 |
3.359 |
3.359 |
3.429 |
3.312 |
| S2 |
3.264 |
3.264 |
3.403 |
|
| S3 |
2.988 |
3.083 |
3.378 |
|
| S4 |
2.712 |
2.807 |
3.302 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.710 |
3.406 |
0.304 |
8.8% |
0.101 |
2.9% |
16% |
False |
True |
18,273 |
| 10 |
3.873 |
3.406 |
0.467 |
13.5% |
0.107 |
3.1% |
10% |
False |
True |
20,816 |
| 20 |
3.892 |
3.406 |
0.486 |
14.1% |
0.108 |
3.1% |
10% |
False |
True |
18,278 |
| 40 |
3.896 |
3.406 |
0.490 |
14.2% |
0.098 |
2.8% |
10% |
False |
True |
14,539 |
| 60 |
3.993 |
3.406 |
0.587 |
17.0% |
0.094 |
2.7% |
8% |
False |
True |
11,880 |
| 80 |
3.993 |
3.406 |
0.587 |
17.0% |
0.089 |
2.6% |
8% |
False |
True |
9,993 |
| 100 |
3.993 |
3.406 |
0.587 |
17.0% |
0.088 |
2.6% |
8% |
False |
True |
9,168 |
| 120 |
3.993 |
3.406 |
0.587 |
17.0% |
0.090 |
2.6% |
8% |
False |
True |
8,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.805 |
|
2.618 |
3.681 |
|
1.618 |
3.605 |
|
1.000 |
3.558 |
|
0.618 |
3.529 |
|
HIGH |
3.482 |
|
0.618 |
3.453 |
|
0.500 |
3.444 |
|
0.382 |
3.435 |
|
LOW |
3.406 |
|
0.618 |
3.359 |
|
1.000 |
3.330 |
|
1.618 |
3.283 |
|
2.618 |
3.207 |
|
4.250 |
3.083 |
|
|
| Fisher Pivots for day following 23-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.451 |
3.543 |
| PP |
3.447 |
3.513 |
| S1 |
3.444 |
3.484 |
|