NYMEX Natural Gas Future March 2024
| Trading Metrics calculated at close of trading on 11-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2023 |
11-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
3.489 |
3.531 |
0.042 |
1.2% |
3.216 |
| High |
3.531 |
3.571 |
0.040 |
1.1% |
3.513 |
| Low |
3.438 |
3.404 |
-0.034 |
-1.0% |
3.147 |
| Close |
3.515 |
3.524 |
0.009 |
0.3% |
3.500 |
| Range |
0.093 |
0.167 |
0.074 |
79.6% |
0.366 |
| ATR |
0.091 |
0.097 |
0.005 |
6.0% |
0.000 |
| Volume |
32,036 |
35,851 |
3,815 |
11.9% |
135,486 |
|
| Daily Pivots for day following 11-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.001 |
3.929 |
3.616 |
|
| R3 |
3.834 |
3.762 |
3.570 |
|
| R2 |
3.667 |
3.667 |
3.555 |
|
| R1 |
3.595 |
3.595 |
3.539 |
3.548 |
| PP |
3.500 |
3.500 |
3.500 |
3.476 |
| S1 |
3.428 |
3.428 |
3.509 |
3.381 |
| S2 |
3.333 |
3.333 |
3.493 |
|
| S3 |
3.166 |
3.261 |
3.478 |
|
| S4 |
2.999 |
3.094 |
3.432 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.485 |
4.358 |
3.701 |
|
| R3 |
4.119 |
3.992 |
3.601 |
|
| R2 |
3.753 |
3.753 |
3.567 |
|
| R1 |
3.626 |
3.626 |
3.534 |
3.690 |
| PP |
3.387 |
3.387 |
3.387 |
3.418 |
| S1 |
3.260 |
3.260 |
3.466 |
3.324 |
| S2 |
3.021 |
3.021 |
3.433 |
|
| S3 |
2.655 |
2.894 |
3.399 |
|
| S4 |
2.289 |
2.528 |
3.299 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.588 |
3.237 |
0.351 |
10.0% |
0.140 |
4.0% |
82% |
False |
False |
34,597 |
| 10 |
3.588 |
3.147 |
0.441 |
12.5% |
0.110 |
3.1% |
85% |
False |
False |
26,415 |
| 20 |
3.588 |
3.147 |
0.441 |
12.5% |
0.091 |
2.6% |
85% |
False |
False |
21,826 |
| 40 |
3.601 |
3.147 |
0.454 |
12.9% |
0.085 |
2.4% |
83% |
False |
False |
17,747 |
| 60 |
3.650 |
3.147 |
0.503 |
14.3% |
0.082 |
2.3% |
75% |
False |
False |
15,305 |
| 80 |
3.650 |
3.147 |
0.503 |
14.3% |
0.081 |
2.3% |
75% |
False |
False |
13,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.281 |
|
2.618 |
4.008 |
|
1.618 |
3.841 |
|
1.000 |
3.738 |
|
0.618 |
3.674 |
|
HIGH |
3.571 |
|
0.618 |
3.507 |
|
0.500 |
3.488 |
|
0.382 |
3.468 |
|
LOW |
3.404 |
|
0.618 |
3.301 |
|
1.000 |
3.237 |
|
1.618 |
3.134 |
|
2.618 |
2.967 |
|
4.250 |
2.694 |
|
|
| Fisher Pivots for day following 11-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.512 |
3.515 |
| PP |
3.500 |
3.505 |
| S1 |
3.488 |
3.496 |
|