NYMEX Natural Gas Future March 2024
| Trading Metrics calculated at close of trading on 15-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2023 |
15-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
3.176 |
3.073 |
-0.103 |
-3.2% |
3.370 |
| High |
3.203 |
3.188 |
-0.015 |
-0.5% |
3.381 |
| Low |
3.060 |
3.040 |
-0.020 |
-0.7% |
3.045 |
| Close |
3.079 |
3.129 |
0.050 |
1.6% |
3.048 |
| Range |
0.143 |
0.148 |
0.005 |
3.5% |
0.336 |
| ATR |
0.116 |
0.118 |
0.002 |
2.0% |
0.000 |
| Volume |
31,365 |
33,083 |
1,718 |
5.5% |
187,079 |
|
| Daily Pivots for day following 15-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.563 |
3.494 |
3.210 |
|
| R3 |
3.415 |
3.346 |
3.170 |
|
| R2 |
3.267 |
3.267 |
3.156 |
|
| R1 |
3.198 |
3.198 |
3.143 |
3.233 |
| PP |
3.119 |
3.119 |
3.119 |
3.136 |
| S1 |
3.050 |
3.050 |
3.115 |
3.085 |
| S2 |
2.971 |
2.971 |
3.102 |
|
| S3 |
2.823 |
2.902 |
3.088 |
|
| S4 |
2.675 |
2.754 |
3.048 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.166 |
3.943 |
3.233 |
|
| R3 |
3.830 |
3.607 |
3.140 |
|
| R2 |
3.494 |
3.494 |
3.110 |
|
| R1 |
3.271 |
3.271 |
3.079 |
3.215 |
| PP |
3.158 |
3.158 |
3.158 |
3.130 |
| S1 |
2.935 |
2.935 |
3.017 |
2.879 |
| S2 |
2.822 |
2.822 |
2.986 |
|
| S3 |
2.486 |
2.599 |
2.956 |
|
| S4 |
2.150 |
2.263 |
2.863 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.203 |
3.040 |
0.163 |
5.2% |
0.112 |
3.6% |
55% |
False |
True |
33,701 |
| 10 |
3.520 |
3.040 |
0.480 |
15.3% |
0.114 |
3.6% |
19% |
False |
True |
34,436 |
| 20 |
3.520 |
3.040 |
0.480 |
15.3% |
0.113 |
3.6% |
19% |
False |
True |
31,131 |
| 40 |
3.588 |
3.040 |
0.548 |
17.5% |
0.103 |
3.3% |
16% |
False |
True |
27,375 |
| 60 |
3.588 |
3.040 |
0.548 |
17.5% |
0.096 |
3.1% |
16% |
False |
True |
23,546 |
| 80 |
3.650 |
3.040 |
0.610 |
19.5% |
0.091 |
2.9% |
15% |
False |
True |
20,321 |
| 100 |
3.650 |
3.040 |
0.610 |
19.5% |
0.087 |
2.8% |
15% |
False |
True |
17,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.817 |
|
2.618 |
3.575 |
|
1.618 |
3.427 |
|
1.000 |
3.336 |
|
0.618 |
3.279 |
|
HIGH |
3.188 |
|
0.618 |
3.131 |
|
0.500 |
3.114 |
|
0.382 |
3.097 |
|
LOW |
3.040 |
|
0.618 |
2.949 |
|
1.000 |
2.892 |
|
1.618 |
2.801 |
|
2.618 |
2.653 |
|
4.250 |
2.411 |
|
|
| Fisher Pivots for day following 15-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.124 |
3.127 |
| PP |
3.119 |
3.124 |
| S1 |
3.114 |
3.122 |
|