NYMEX Natural Gas Future March 2024
| Trading Metrics calculated at close of trading on 19-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2023 |
19-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
3.355 |
3.392 |
0.037 |
1.1% |
3.504 |
| High |
3.426 |
3.395 |
-0.031 |
-0.9% |
3.588 |
| Low |
3.348 |
3.248 |
-0.100 |
-3.0% |
3.404 |
| Close |
3.364 |
3.255 |
-0.109 |
-3.2% |
3.478 |
| Range |
0.078 |
0.147 |
0.069 |
88.5% |
0.184 |
| ATR |
0.095 |
0.099 |
0.004 |
3.9% |
0.000 |
| Volume |
21,147 |
26,754 |
5,607 |
26.5% |
144,950 |
|
| Daily Pivots for day following 19-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.740 |
3.645 |
3.336 |
|
| R3 |
3.593 |
3.498 |
3.295 |
|
| R2 |
3.446 |
3.446 |
3.282 |
|
| R1 |
3.351 |
3.351 |
3.268 |
3.325 |
| PP |
3.299 |
3.299 |
3.299 |
3.287 |
| S1 |
3.204 |
3.204 |
3.242 |
3.178 |
| S2 |
3.152 |
3.152 |
3.228 |
|
| S3 |
3.005 |
3.057 |
3.215 |
|
| S4 |
2.858 |
2.910 |
3.174 |
|
|
| Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.042 |
3.944 |
3.579 |
|
| R3 |
3.858 |
3.760 |
3.529 |
|
| R2 |
3.674 |
3.674 |
3.512 |
|
| R1 |
3.576 |
3.576 |
3.495 |
3.533 |
| PP |
3.490 |
3.490 |
3.490 |
3.469 |
| S1 |
3.392 |
3.392 |
3.461 |
3.349 |
| S2 |
3.306 |
3.306 |
3.444 |
|
| S3 |
3.122 |
3.208 |
3.427 |
|
| S4 |
2.938 |
3.024 |
3.377 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.512 |
3.248 |
0.264 |
8.1% |
0.098 |
3.0% |
3% |
False |
True |
24,074 |
| 10 |
3.588 |
3.248 |
0.340 |
10.4% |
0.109 |
3.4% |
2% |
False |
True |
28,295 |
| 20 |
3.588 |
3.147 |
0.441 |
13.5% |
0.098 |
3.0% |
24% |
False |
False |
24,048 |
| 40 |
3.588 |
3.147 |
0.441 |
13.5% |
0.090 |
2.8% |
24% |
False |
False |
20,116 |
| 60 |
3.650 |
3.147 |
0.503 |
15.5% |
0.085 |
2.6% |
21% |
False |
False |
17,065 |
| 80 |
3.650 |
3.147 |
0.503 |
15.5% |
0.082 |
2.5% |
21% |
False |
False |
14,481 |
| 100 |
3.650 |
3.147 |
0.503 |
15.5% |
0.083 |
2.5% |
21% |
False |
False |
14,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.020 |
|
2.618 |
3.780 |
|
1.618 |
3.633 |
|
1.000 |
3.542 |
|
0.618 |
3.486 |
|
HIGH |
3.395 |
|
0.618 |
3.339 |
|
0.500 |
3.322 |
|
0.382 |
3.304 |
|
LOW |
3.248 |
|
0.618 |
3.157 |
|
1.000 |
3.101 |
|
1.618 |
3.010 |
|
2.618 |
2.863 |
|
4.250 |
2.623 |
|
|
| Fisher Pivots for day following 19-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.322 |
3.337 |
| PP |
3.299 |
3.310 |
| S1 |
3.277 |
3.282 |
|