NYMEX Natural Gas Future February 2024
| Trading Metrics calculated at close of trading on 01-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2023 |
01-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
3.505 |
3.769 |
0.264 |
7.5% |
3.438 |
| High |
3.792 |
3.770 |
-0.022 |
-0.6% |
3.777 |
| Low |
3.496 |
3.623 |
0.127 |
3.6% |
3.406 |
| Close |
3.746 |
3.690 |
-0.056 |
-1.5% |
3.648 |
| Range |
0.296 |
0.147 |
-0.149 |
-50.3% |
0.371 |
| ATR |
0.126 |
0.128 |
0.001 |
1.2% |
0.000 |
| Volume |
48,292 |
29,501 |
-18,791 |
-38.9% |
86,426 |
|
| Daily Pivots for day following 01-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.135 |
4.060 |
3.771 |
|
| R3 |
3.988 |
3.913 |
3.730 |
|
| R2 |
3.841 |
3.841 |
3.717 |
|
| R1 |
3.766 |
3.766 |
3.703 |
3.730 |
| PP |
3.694 |
3.694 |
3.694 |
3.677 |
| S1 |
3.619 |
3.619 |
3.677 |
3.583 |
| S2 |
3.547 |
3.547 |
3.663 |
|
| S3 |
3.400 |
3.472 |
3.650 |
|
| S4 |
3.253 |
3.325 |
3.609 |
|
|
| 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 |
8.0% |
0.167 |
4.5% |
66% |
False |
False |
29,094 |
| 10 |
3.792 |
3.406 |
0.386 |
10.5% |
0.133 |
3.6% |
74% |
False |
False |
22,875 |
| 20 |
3.892 |
3.406 |
0.486 |
13.2% |
0.127 |
3.5% |
58% |
False |
False |
22,817 |
| 40 |
3.892 |
3.406 |
0.486 |
13.2% |
0.104 |
2.8% |
58% |
False |
False |
17,061 |
| 60 |
3.993 |
3.406 |
0.587 |
15.9% |
0.102 |
2.8% |
48% |
False |
False |
14,118 |
| 80 |
3.993 |
3.406 |
0.587 |
15.9% |
0.094 |
2.6% |
48% |
False |
False |
11,874 |
| 100 |
3.993 |
3.406 |
0.587 |
15.9% |
0.093 |
2.5% |
48% |
False |
False |
10,436 |
| 120 |
3.993 |
3.406 |
0.587 |
15.9% |
0.094 |
2.6% |
48% |
False |
False |
9,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.395 |
|
2.618 |
4.155 |
|
1.618 |
4.008 |
|
1.000 |
3.917 |
|
0.618 |
3.861 |
|
HIGH |
3.770 |
|
0.618 |
3.714 |
|
0.500 |
3.697 |
|
0.382 |
3.679 |
|
LOW |
3.623 |
|
0.618 |
3.532 |
|
1.000 |
3.476 |
|
1.618 |
3.385 |
|
2.618 |
3.238 |
|
4.250 |
2.998 |
|
|
| Fisher Pivots for day following 01-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.697 |
3.675 |
| PP |
3.694 |
3.659 |
| S1 |
3.692 |
3.644 |
|