NYMEX Natural Gas Future March 2024
| Trading Metrics calculated at close of trading on 01-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2023 |
01-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
3.244 |
3.476 |
0.232 |
7.2% |
3.206 |
| High |
3.493 |
3.483 |
-0.010 |
-0.3% |
3.451 |
| Low |
3.243 |
3.359 |
0.116 |
3.6% |
3.164 |
| Close |
3.468 |
3.425 |
-0.043 |
-1.2% |
3.351 |
| Range |
0.250 |
0.124 |
-0.126 |
-50.4% |
0.287 |
| ATR |
0.109 |
0.110 |
0.001 |
1.0% |
0.000 |
| Volume |
52,685 |
35,140 |
-17,545 |
-33.3% |
110,202 |
|
| Daily Pivots for day following 01-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.794 |
3.734 |
3.493 |
|
| R3 |
3.670 |
3.610 |
3.459 |
|
| R2 |
3.546 |
3.546 |
3.448 |
|
| R1 |
3.486 |
3.486 |
3.436 |
3.454 |
| PP |
3.422 |
3.422 |
3.422 |
3.407 |
| S1 |
3.362 |
3.362 |
3.414 |
3.330 |
| S2 |
3.298 |
3.298 |
3.402 |
|
| S3 |
3.174 |
3.238 |
3.391 |
|
| S4 |
3.050 |
3.114 |
3.357 |
|
|
| 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 |
3.241 |
0.252 |
7.4% |
0.137 |
4.0% |
73% |
False |
False |
33,094 |
| 10 |
3.493 |
3.164 |
0.329 |
9.6% |
0.112 |
3.3% |
79% |
False |
False |
27,826 |
| 20 |
3.588 |
3.164 |
0.424 |
12.4% |
0.113 |
3.3% |
62% |
False |
False |
28,713 |
| 40 |
3.588 |
3.147 |
0.441 |
12.9% |
0.092 |
2.7% |
63% |
False |
False |
23,405 |
| 60 |
3.650 |
3.147 |
0.503 |
14.7% |
0.090 |
2.6% |
55% |
False |
False |
19,881 |
| 80 |
3.650 |
3.147 |
0.503 |
14.7% |
0.085 |
2.5% |
55% |
False |
False |
16,923 |
| 100 |
3.650 |
3.147 |
0.503 |
14.7% |
0.085 |
2.5% |
55% |
False |
False |
15,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.010 |
|
2.618 |
3.808 |
|
1.618 |
3.684 |
|
1.000 |
3.607 |
|
0.618 |
3.560 |
|
HIGH |
3.483 |
|
0.618 |
3.436 |
|
0.500 |
3.421 |
|
0.382 |
3.406 |
|
LOW |
3.359 |
|
0.618 |
3.282 |
|
1.000 |
3.235 |
|
1.618 |
3.158 |
|
2.618 |
3.034 |
|
4.250 |
2.832 |
|
|
| Fisher Pivots for day following 01-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.424 |
3.406 |
| PP |
3.422 |
3.386 |
| S1 |
3.421 |
3.367 |
|