NYMEX Natural Gas Future February 2024
| Trading Metrics calculated at close of trading on 31-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2023 |
31-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
3.570 |
3.505 |
-0.065 |
-1.8% |
3.438 |
| High |
3.570 |
3.792 |
0.222 |
6.2% |
3.777 |
| Low |
3.500 |
3.496 |
-0.004 |
-0.1% |
3.406 |
| Close |
3.524 |
3.746 |
0.222 |
6.3% |
3.648 |
| Range |
0.070 |
0.296 |
0.226 |
322.9% |
0.371 |
| ATR |
0.113 |
0.126 |
0.013 |
11.6% |
0.000 |
| Volume |
21,724 |
48,292 |
26,568 |
122.3% |
86,426 |
|
| Daily Pivots for day following 31-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.566 |
4.452 |
3.909 |
|
| R3 |
4.270 |
4.156 |
3.827 |
|
| R2 |
3.974 |
3.974 |
3.800 |
|
| R1 |
3.860 |
3.860 |
3.773 |
3.917 |
| PP |
3.678 |
3.678 |
3.678 |
3.707 |
| S1 |
3.564 |
3.564 |
3.719 |
3.621 |
| S2 |
3.382 |
3.382 |
3.692 |
|
| S3 |
3.086 |
3.268 |
3.665 |
|
| S4 |
2.790 |
2.972 |
3.583 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.723 |
4.557 |
3.852 |
|
| R3 |
4.352 |
4.186 |
3.750 |
|
| R2 |
3.981 |
3.981 |
3.716 |
|
| R1 |
3.815 |
3.815 |
3.682 |
3.898 |
| PP |
3.610 |
3.610 |
3.610 |
3.652 |
| S1 |
3.444 |
3.444 |
3.614 |
3.527 |
| S2 |
3.239 |
3.239 |
3.580 |
|
| S3 |
2.868 |
3.073 |
3.546 |
|
| S4 |
2.497 |
2.702 |
3.444 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.792 |
3.496 |
0.296 |
7.9% |
0.155 |
4.1% |
84% |
True |
True |
25,699 |
| 10 |
3.792 |
3.406 |
0.386 |
10.3% |
0.127 |
3.4% |
88% |
True |
False |
21,336 |
| 20 |
3.892 |
3.406 |
0.486 |
13.0% |
0.124 |
3.3% |
70% |
False |
False |
22,111 |
| 40 |
3.892 |
3.406 |
0.486 |
13.0% |
0.101 |
2.7% |
70% |
False |
False |
16,566 |
| 60 |
3.993 |
3.406 |
0.587 |
15.7% |
0.101 |
2.7% |
58% |
False |
False |
13,716 |
| 80 |
3.993 |
3.406 |
0.587 |
15.7% |
0.094 |
2.5% |
58% |
False |
False |
11,549 |
| 100 |
3.993 |
3.406 |
0.587 |
15.7% |
0.092 |
2.5% |
58% |
False |
False |
10,186 |
| 120 |
3.993 |
3.406 |
0.587 |
15.7% |
0.094 |
2.5% |
58% |
False |
False |
9,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.050 |
|
2.618 |
4.567 |
|
1.618 |
4.271 |
|
1.000 |
4.088 |
|
0.618 |
3.975 |
|
HIGH |
3.792 |
|
0.618 |
3.679 |
|
0.500 |
3.644 |
|
0.382 |
3.609 |
|
LOW |
3.496 |
|
0.618 |
3.313 |
|
1.000 |
3.200 |
|
1.618 |
3.017 |
|
2.618 |
2.721 |
|
4.250 |
2.238 |
|
|
| Fisher Pivots for day following 31-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.712 |
3.712 |
| PP |
3.678 |
3.678 |
| S1 |
3.644 |
3.644 |
|