NYMEX Natural Gas Future March 2024
| Trading Metrics calculated at close of trading on 03-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2023 |
03-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
3.216 |
3.163 |
-0.053 |
-1.6% |
3.240 |
| High |
3.223 |
3.239 |
0.016 |
0.5% |
3.278 |
| Low |
3.153 |
3.147 |
-0.006 |
-0.2% |
3.151 |
| Close |
3.161 |
3.224 |
0.063 |
2.0% |
3.220 |
| Range |
0.070 |
0.092 |
0.022 |
31.4% |
0.127 |
| ATR |
0.076 |
0.077 |
0.001 |
1.5% |
0.000 |
| Volume |
16,619 |
17,657 |
1,038 |
6.2% |
88,133 |
|
| Daily Pivots for day following 03-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.479 |
3.444 |
3.275 |
|
| R3 |
3.387 |
3.352 |
3.249 |
|
| R2 |
3.295 |
3.295 |
3.241 |
|
| R1 |
3.260 |
3.260 |
3.232 |
3.278 |
| PP |
3.203 |
3.203 |
3.203 |
3.212 |
| S1 |
3.168 |
3.168 |
3.216 |
3.186 |
| S2 |
3.111 |
3.111 |
3.207 |
|
| S3 |
3.019 |
3.076 |
3.199 |
|
| S4 |
2.927 |
2.984 |
3.173 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.597 |
3.536 |
3.290 |
|
| R3 |
3.470 |
3.409 |
3.255 |
|
| R2 |
3.343 |
3.343 |
3.243 |
|
| R1 |
3.282 |
3.282 |
3.232 |
3.249 |
| PP |
3.216 |
3.216 |
3.216 |
3.200 |
| S1 |
3.155 |
3.155 |
3.208 |
3.122 |
| S2 |
3.089 |
3.089 |
3.197 |
|
| S3 |
2.962 |
3.028 |
3.185 |
|
| S4 |
2.835 |
2.901 |
3.150 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.278 |
3.147 |
0.131 |
4.1% |
0.076 |
2.4% |
59% |
False |
True |
16,838 |
| 10 |
3.294 |
3.147 |
0.147 |
4.6% |
0.074 |
2.3% |
52% |
False |
True |
17,103 |
| 20 |
3.372 |
3.147 |
0.225 |
7.0% |
0.071 |
2.2% |
34% |
False |
True |
17,576 |
| 40 |
3.650 |
3.147 |
0.503 |
15.6% |
0.080 |
2.5% |
15% |
False |
True |
15,206 |
| 60 |
3.650 |
3.147 |
0.503 |
15.6% |
0.076 |
2.3% |
15% |
False |
True |
12,738 |
| 80 |
3.650 |
3.147 |
0.503 |
15.6% |
0.077 |
2.4% |
15% |
False |
True |
12,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.630 |
|
2.618 |
3.480 |
|
1.618 |
3.388 |
|
1.000 |
3.331 |
|
0.618 |
3.296 |
|
HIGH |
3.239 |
|
0.618 |
3.204 |
|
0.500 |
3.193 |
|
0.382 |
3.182 |
|
LOW |
3.147 |
|
0.618 |
3.090 |
|
1.000 |
3.055 |
|
1.618 |
2.998 |
|
2.618 |
2.906 |
|
4.250 |
2.756 |
|
|
| Fisher Pivots for day following 03-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.214 |
3.220 |
| PP |
3.203 |
3.216 |
| S1 |
3.193 |
3.213 |
|