NYMEX Natural Gas Future March 2024
Trading Metrics calculated at close of trading on 23-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2023 |
23-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
3.248 |
3.206 |
-0.042 |
-1.3% |
3.450 |
High |
3.259 |
3.227 |
-0.032 |
-1.0% |
3.451 |
Low |
3.193 |
3.164 |
-0.029 |
-0.9% |
3.193 |
Close |
3.211 |
3.205 |
-0.006 |
-0.2% |
3.211 |
Range |
0.066 |
0.063 |
-0.003 |
-4.5% |
0.258 |
ATR |
0.097 |
0.094 |
-0.002 |
-2.5% |
0.000 |
Volume |
30,701 |
19,181 |
-11,520 |
-37.5% |
130,041 |
|
Daily Pivots for day following 23-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.388 |
3.359 |
3.240 |
|
R3 |
3.325 |
3.296 |
3.222 |
|
R2 |
3.262 |
3.262 |
3.217 |
|
R1 |
3.233 |
3.233 |
3.211 |
3.216 |
PP |
3.199 |
3.199 |
3.199 |
3.190 |
S1 |
3.170 |
3.170 |
3.199 |
3.153 |
S2 |
3.136 |
3.136 |
3.193 |
|
S3 |
3.073 |
3.107 |
3.188 |
|
S4 |
3.010 |
3.044 |
3.170 |
|
|
Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.059 |
3.893 |
3.353 |
|
R3 |
3.801 |
3.635 |
3.282 |
|
R2 |
3.543 |
3.543 |
3.258 |
|
R1 |
3.377 |
3.377 |
3.235 |
3.331 |
PP |
3.285 |
3.285 |
3.285 |
3.262 |
S1 |
3.119 |
3.119 |
3.187 |
3.073 |
S2 |
3.027 |
3.027 |
3.164 |
|
S3 |
2.769 |
2.861 |
3.140 |
|
S4 |
2.511 |
2.603 |
3.069 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.426 |
3.164 |
0.262 |
8.2% |
0.091 |
2.9% |
16% |
False |
True |
24,274 |
10 |
3.571 |
3.164 |
0.407 |
12.7% |
0.097 |
3.0% |
10% |
False |
True |
26,753 |
20 |
3.588 |
3.147 |
0.441 |
13.8% |
0.099 |
3.1% |
13% |
False |
False |
25,301 |
40 |
3.588 |
3.147 |
0.441 |
13.8% |
0.088 |
2.7% |
13% |
False |
False |
20,813 |
60 |
3.650 |
3.147 |
0.503 |
15.7% |
0.084 |
2.6% |
12% |
False |
False |
17,646 |
80 |
3.650 |
3.147 |
0.503 |
15.7% |
0.081 |
2.5% |
12% |
False |
False |
14,954 |
100 |
3.650 |
3.147 |
0.503 |
15.7% |
0.081 |
2.5% |
12% |
False |
False |
14,545 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.495 |
2.618 |
3.392 |
1.618 |
3.329 |
1.000 |
3.290 |
0.618 |
3.266 |
HIGH |
3.227 |
0.618 |
3.203 |
0.500 |
3.196 |
0.382 |
3.188 |
LOW |
3.164 |
0.618 |
3.125 |
1.000 |
3.101 |
1.618 |
3.062 |
2.618 |
2.999 |
4.250 |
2.896 |
|
|
Fisher Pivots for day following 23-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
3.202 |
3.280 |
PP |
3.199 |
3.255 |
S1 |
3.196 |
3.230 |
|