NYMEX Natural Gas Future March 2024
| Trading Metrics calculated at close of trading on 31-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2023 |
31-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
3.297 |
3.244 |
-0.053 |
-1.6% |
3.206 |
| High |
3.297 |
3.493 |
0.196 |
5.9% |
3.451 |
| Low |
3.241 |
3.243 |
0.002 |
0.1% |
3.164 |
| Close |
3.261 |
3.468 |
0.207 |
6.3% |
3.351 |
| Range |
0.056 |
0.250 |
0.194 |
346.4% |
0.287 |
| ATR |
0.098 |
0.109 |
0.011 |
11.1% |
0.000 |
| Volume |
22,781 |
52,685 |
29,904 |
131.3% |
110,202 |
|
| Daily Pivots for day following 31-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.151 |
4.060 |
3.606 |
|
| R3 |
3.901 |
3.810 |
3.537 |
|
| R2 |
3.651 |
3.651 |
3.514 |
|
| R1 |
3.560 |
3.560 |
3.491 |
3.606 |
| PP |
3.401 |
3.401 |
3.401 |
3.424 |
| S1 |
3.310 |
3.310 |
3.445 |
3.356 |
| S2 |
3.151 |
3.151 |
3.422 |
|
| S3 |
2.901 |
3.060 |
3.399 |
|
| S4 |
2.651 |
2.810 |
3.331 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.183 |
4.054 |
3.509 |
|
| R3 |
3.896 |
3.767 |
3.430 |
|
| R2 |
3.609 |
3.609 |
3.404 |
|
| R1 |
3.480 |
3.480 |
3.377 |
3.545 |
| PP |
3.322 |
3.322 |
3.322 |
3.354 |
| S1 |
3.193 |
3.193 |
3.325 |
3.258 |
| S2 |
3.035 |
3.035 |
3.298 |
|
| S3 |
2.748 |
2.906 |
3.272 |
|
| S4 |
2.461 |
2.619 |
3.193 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.493 |
3.233 |
0.260 |
7.5% |
0.129 |
3.7% |
90% |
True |
False |
29,466 |
| 10 |
3.493 |
3.164 |
0.329 |
9.5% |
0.107 |
3.1% |
92% |
True |
False |
26,427 |
| 20 |
3.588 |
3.164 |
0.424 |
12.2% |
0.110 |
3.2% |
72% |
False |
False |
28,093 |
| 40 |
3.588 |
3.147 |
0.441 |
12.7% |
0.091 |
2.6% |
73% |
False |
False |
22,835 |
| 60 |
3.650 |
3.147 |
0.503 |
14.5% |
0.090 |
2.6% |
64% |
False |
False |
19,501 |
| 80 |
3.650 |
3.147 |
0.503 |
14.5% |
0.084 |
2.4% |
64% |
False |
False |
16,577 |
| 100 |
3.650 |
3.147 |
0.503 |
14.5% |
0.084 |
2.4% |
64% |
False |
False |
15,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.556 |
|
2.618 |
4.148 |
|
1.618 |
3.898 |
|
1.000 |
3.743 |
|
0.618 |
3.648 |
|
HIGH |
3.493 |
|
0.618 |
3.398 |
|
0.500 |
3.368 |
|
0.382 |
3.339 |
|
LOW |
3.243 |
|
0.618 |
3.089 |
|
1.000 |
2.993 |
|
1.618 |
2.839 |
|
2.618 |
2.589 |
|
4.250 |
2.181 |
|
|
| Fisher Pivots for day following 31-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.435 |
3.434 |
| PP |
3.401 |
3.401 |
| S1 |
3.368 |
3.367 |
|