NYMEX Natural Gas Future March 2024
| Trading Metrics calculated at close of trading on 28-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2023 |
28-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
3.175 |
3.208 |
0.033 |
1.0% |
3.209 |
| High |
3.226 |
3.257 |
0.031 |
1.0% |
3.327 |
| Low |
3.170 |
3.194 |
0.024 |
0.8% |
3.187 |
| Close |
3.206 |
3.249 |
0.043 |
1.3% |
3.214 |
| Range |
0.056 |
0.063 |
0.007 |
12.5% |
0.140 |
| ATR |
0.075 |
0.075 |
-0.001 |
-1.2% |
0.000 |
| Volume |
15,774 |
15,643 |
-131 |
-0.8% |
83,123 |
|
| Daily Pivots for day following 28-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.422 |
3.399 |
3.284 |
|
| R3 |
3.359 |
3.336 |
3.266 |
|
| R2 |
3.296 |
3.296 |
3.261 |
|
| R1 |
3.273 |
3.273 |
3.255 |
3.285 |
| PP |
3.233 |
3.233 |
3.233 |
3.239 |
| S1 |
3.210 |
3.210 |
3.243 |
3.222 |
| S2 |
3.170 |
3.170 |
3.237 |
|
| S3 |
3.107 |
3.147 |
3.232 |
|
| S4 |
3.044 |
3.084 |
3.214 |
|
|
| 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 |
3.267 |
3.151 |
0.116 |
3.6% |
0.068 |
2.1% |
84% |
False |
False |
16,540 |
| 10 |
3.327 |
3.151 |
0.176 |
5.4% |
0.071 |
2.2% |
56% |
False |
False |
17,006 |
| 20 |
3.479 |
3.151 |
0.328 |
10.1% |
0.071 |
2.2% |
30% |
False |
False |
16,821 |
| 40 |
3.650 |
3.151 |
0.499 |
15.4% |
0.078 |
2.4% |
20% |
False |
False |
14,531 |
| 60 |
3.650 |
3.151 |
0.499 |
15.4% |
0.075 |
2.3% |
20% |
False |
False |
12,144 |
| 80 |
3.650 |
3.151 |
0.499 |
15.4% |
0.077 |
2.4% |
20% |
False |
False |
12,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.525 |
|
2.618 |
3.422 |
|
1.618 |
3.359 |
|
1.000 |
3.320 |
|
0.618 |
3.296 |
|
HIGH |
3.257 |
|
0.618 |
3.233 |
|
0.500 |
3.226 |
|
0.382 |
3.218 |
|
LOW |
3.194 |
|
0.618 |
3.155 |
|
1.000 |
3.131 |
|
1.618 |
3.092 |
|
2.618 |
3.029 |
|
4.250 |
2.926 |
|
|
| Fisher Pivots for day following 28-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.241 |
3.235 |
| PP |
3.233 |
3.220 |
| S1 |
3.226 |
3.206 |
|