NYMEX Natural Gas Future May 2024
Trading Metrics calculated at close of trading on 27-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2023 |
27-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
3.120 |
3.186 |
0.066 |
2.1% |
3.039 |
High |
3.189 |
3.215 |
0.026 |
0.8% |
3.215 |
Low |
3.097 |
3.118 |
0.021 |
0.7% |
3.022 |
Close |
3.150 |
3.148 |
-0.002 |
-0.1% |
3.148 |
Range |
0.092 |
0.097 |
0.005 |
5.4% |
0.193 |
ATR |
0.074 |
0.075 |
0.002 |
2.3% |
0.000 |
Volume |
15,284 |
13,687 |
-1,597 |
-10.4% |
55,268 |
|
Daily Pivots for day following 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.451 |
3.397 |
3.201 |
|
R3 |
3.354 |
3.300 |
3.175 |
|
R2 |
3.257 |
3.257 |
3.166 |
|
R1 |
3.203 |
3.203 |
3.157 |
3.182 |
PP |
3.160 |
3.160 |
3.160 |
3.150 |
S1 |
3.106 |
3.106 |
3.139 |
3.085 |
S2 |
3.063 |
3.063 |
3.130 |
|
S3 |
2.966 |
3.009 |
3.121 |
|
S4 |
2.869 |
2.912 |
3.095 |
|
|
Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.707 |
3.621 |
3.254 |
|
R3 |
3.514 |
3.428 |
3.201 |
|
R2 |
3.321 |
3.321 |
3.183 |
|
R1 |
3.235 |
3.235 |
3.166 |
3.278 |
PP |
3.128 |
3.128 |
3.128 |
3.150 |
S1 |
3.042 |
3.042 |
3.130 |
3.085 |
S2 |
2.935 |
2.935 |
3.113 |
|
S3 |
2.742 |
2.849 |
3.095 |
|
S4 |
2.549 |
2.656 |
3.042 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.215 |
3.022 |
0.193 |
6.1% |
0.071 |
2.2% |
65% |
True |
False |
11,053 |
10 |
3.234 |
3.022 |
0.212 |
6.7% |
0.074 |
2.3% |
59% |
False |
False |
10,161 |
20 |
3.326 |
2.962 |
0.364 |
11.6% |
0.080 |
2.5% |
51% |
False |
False |
12,136 |
40 |
3.326 |
2.948 |
0.378 |
12.0% |
0.068 |
2.2% |
53% |
False |
False |
9,164 |
60 |
3.326 |
2.948 |
0.378 |
12.0% |
0.068 |
2.2% |
53% |
False |
False |
8,064 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.627 |
2.618 |
3.469 |
1.618 |
3.372 |
1.000 |
3.312 |
0.618 |
3.275 |
HIGH |
3.215 |
0.618 |
3.178 |
0.500 |
3.167 |
0.382 |
3.155 |
LOW |
3.118 |
0.618 |
3.058 |
1.000 |
3.021 |
1.618 |
2.961 |
2.618 |
2.864 |
4.250 |
2.706 |
|
|
Fisher Pivots for day following 27-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
3.167 |
3.145 |
PP |
3.160 |
3.143 |
S1 |
3.154 |
3.140 |
|