NYMEX Natural Gas Future September 2023
| Trading Metrics calculated at close of trading on 30-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2021 |
30-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
2.887 |
2.851 |
-0.036 |
-1.2% |
2.856 |
| High |
2.887 |
2.873 |
-0.014 |
-0.5% |
2.891 |
| Low |
2.887 |
2.851 |
-0.036 |
-1.2% |
2.856 |
| Close |
2.887 |
2.873 |
-0.014 |
-0.5% |
2.887 |
| Range |
0.000 |
0.022 |
0.022 |
|
0.035 |
| ATR |
0.014 |
0.015 |
0.002 |
11.5% |
0.000 |
| Volume |
12 |
5 |
-7 |
-58.3% |
55 |
|
| Daily Pivots for day following 30-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.932 |
2.924 |
2.885 |
|
| R3 |
2.910 |
2.902 |
2.879 |
|
| R2 |
2.888 |
2.888 |
2.877 |
|
| R1 |
2.880 |
2.880 |
2.875 |
2.884 |
| PP |
2.866 |
2.866 |
2.866 |
2.868 |
| S1 |
2.858 |
2.858 |
2.871 |
2.862 |
| S2 |
2.844 |
2.844 |
2.869 |
|
| S3 |
2.822 |
2.836 |
2.867 |
|
| S4 |
2.800 |
2.814 |
2.861 |
|
|
| Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.983 |
2.970 |
2.906 |
|
| R3 |
2.948 |
2.935 |
2.897 |
|
| R2 |
2.913 |
2.913 |
2.893 |
|
| R1 |
2.900 |
2.900 |
2.890 |
2.907 |
| PP |
2.878 |
2.878 |
2.878 |
2.881 |
| S1 |
2.865 |
2.865 |
2.884 |
2.872 |
| S2 |
2.843 |
2.843 |
2.881 |
|
| S3 |
2.808 |
2.830 |
2.877 |
|
| S4 |
2.773 |
2.795 |
2.868 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.891 |
2.851 |
0.040 |
1.4% |
0.010 |
0.3% |
55% |
False |
True |
11 |
| 10 |
2.891 |
2.818 |
0.073 |
2.5% |
0.008 |
0.3% |
75% |
False |
False |
35 |
| 20 |
2.891 |
2.818 |
0.073 |
2.5% |
0.007 |
0.2% |
75% |
False |
False |
187 |
| 40 |
2.891 |
2.643 |
0.248 |
8.6% |
0.006 |
0.2% |
93% |
False |
False |
123 |
| 60 |
2.891 |
2.579 |
0.312 |
10.9% |
0.006 |
0.2% |
94% |
False |
False |
106 |
| 80 |
2.891 |
2.472 |
0.419 |
14.6% |
0.005 |
0.2% |
96% |
False |
False |
83 |
| 100 |
2.891 |
2.424 |
0.467 |
16.3% |
0.005 |
0.2% |
96% |
False |
False |
68 |
| 120 |
2.891 |
2.382 |
0.509 |
17.7% |
0.005 |
0.2% |
96% |
False |
False |
57 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.967 |
|
2.618 |
2.931 |
|
1.618 |
2.909 |
|
1.000 |
2.895 |
|
0.618 |
2.887 |
|
HIGH |
2.873 |
|
0.618 |
2.865 |
|
0.500 |
2.862 |
|
0.382 |
2.859 |
|
LOW |
2.851 |
|
0.618 |
2.837 |
|
1.000 |
2.829 |
|
1.618 |
2.815 |
|
2.618 |
2.793 |
|
4.250 |
2.758 |
|
|
| Fisher Pivots for day following 30-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.869 |
2.872 |
| PP |
2.866 |
2.872 |
| S1 |
2.862 |
2.871 |
|