NYMEX Natural Gas Future March 2024
| Trading Metrics calculated at close of trading on 26-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2023 |
26-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
3.240 |
3.258 |
0.018 |
0.6% |
3.209 |
| High |
3.267 |
3.260 |
-0.007 |
-0.2% |
3.327 |
| Low |
3.204 |
3.151 |
-0.053 |
-1.7% |
3.187 |
| Close |
3.253 |
3.169 |
-0.084 |
-2.6% |
3.214 |
| Range |
0.063 |
0.109 |
0.046 |
73.0% |
0.140 |
| ATR |
0.074 |
0.077 |
0.002 |
3.3% |
0.000 |
| Volume |
11,758 |
26,457 |
14,699 |
125.0% |
83,123 |
|
| Daily Pivots for day following 26-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.520 |
3.454 |
3.229 |
|
| R3 |
3.411 |
3.345 |
3.199 |
|
| R2 |
3.302 |
3.302 |
3.189 |
|
| R1 |
3.236 |
3.236 |
3.179 |
3.215 |
| PP |
3.193 |
3.193 |
3.193 |
3.183 |
| S1 |
3.127 |
3.127 |
3.159 |
3.106 |
| S2 |
3.084 |
3.084 |
3.149 |
|
| S3 |
2.975 |
3.018 |
3.139 |
|
| S4 |
2.866 |
2.909 |
3.109 |
|
|
| Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.663 |
3.578 |
3.291 |
|
| R3 |
3.523 |
3.438 |
3.253 |
|
| R2 |
3.383 |
3.383 |
3.240 |
|
| R1 |
3.298 |
3.298 |
3.227 |
3.341 |
| PP |
3.243 |
3.243 |
3.243 |
3.264 |
| S1 |
3.158 |
3.158 |
3.201 |
3.201 |
| S2 |
3.103 |
3.103 |
3.188 |
|
| S3 |
2.963 |
3.018 |
3.176 |
|
| S4 |
2.823 |
2.878 |
3.137 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.294 |
3.151 |
0.143 |
4.5% |
0.072 |
2.3% |
13% |
False |
True |
17,368 |
| 10 |
3.372 |
3.151 |
0.221 |
7.0% |
0.075 |
2.4% |
8% |
False |
True |
18,102 |
| 20 |
3.479 |
3.151 |
0.328 |
10.4% |
0.076 |
2.4% |
5% |
False |
True |
17,026 |
| 40 |
3.650 |
3.151 |
0.499 |
15.7% |
0.079 |
2.5% |
4% |
False |
True |
14,308 |
| 60 |
3.650 |
3.151 |
0.499 |
15.7% |
0.075 |
2.4% |
4% |
False |
True |
11,826 |
| 80 |
3.650 |
3.151 |
0.499 |
15.7% |
0.077 |
2.4% |
4% |
False |
True |
12,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.723 |
|
2.618 |
3.545 |
|
1.618 |
3.436 |
|
1.000 |
3.369 |
|
0.618 |
3.327 |
|
HIGH |
3.260 |
|
0.618 |
3.218 |
|
0.500 |
3.206 |
|
0.382 |
3.193 |
|
LOW |
3.151 |
|
0.618 |
3.084 |
|
1.000 |
3.042 |
|
1.618 |
2.975 |
|
2.618 |
2.866 |
|
4.250 |
2.688 |
|
|
| Fisher Pivots for day following 26-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.206 |
3.209 |
| PP |
3.193 |
3.196 |
| S1 |
3.181 |
3.182 |
|