NYMEX Natural Gas Future September 2023
| Trading Metrics calculated at close of trading on 11-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2023 |
11-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
2.974 |
2.780 |
-0.194 |
-6.5% |
2.579 |
| High |
2.998 |
2.833 |
-0.165 |
-5.5% |
3.018 |
| Low |
2.747 |
2.701 |
-0.046 |
-1.7% |
2.571 |
| Close |
2.763 |
2.770 |
0.007 |
0.3% |
2.770 |
| Range |
0.251 |
0.132 |
-0.119 |
-47.4% |
0.447 |
| ATR |
0.139 |
0.139 |
-0.001 |
-0.4% |
0.000 |
| Volume |
230,514 |
163,958 |
-66,556 |
-28.9% |
1,122,424 |
|
| Daily Pivots for day following 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.164 |
3.099 |
2.843 |
|
| R3 |
3.032 |
2.967 |
2.806 |
|
| R2 |
2.900 |
2.900 |
2.794 |
|
| R1 |
2.835 |
2.835 |
2.782 |
2.802 |
| PP |
2.768 |
2.768 |
2.768 |
2.751 |
| S1 |
2.703 |
2.703 |
2.758 |
2.670 |
| S2 |
2.636 |
2.636 |
2.746 |
|
| S3 |
2.504 |
2.571 |
2.734 |
|
| S4 |
2.372 |
2.439 |
2.697 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.127 |
3.896 |
3.016 |
|
| R3 |
3.680 |
3.449 |
2.893 |
|
| R2 |
3.233 |
3.233 |
2.852 |
|
| R1 |
3.002 |
3.002 |
2.811 |
3.118 |
| PP |
2.786 |
2.786 |
2.786 |
2.844 |
| S1 |
2.555 |
2.555 |
2.729 |
2.671 |
| S2 |
2.339 |
2.339 |
2.688 |
|
| S3 |
1.892 |
2.108 |
2.647 |
|
| S4 |
1.445 |
1.661 |
2.524 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.018 |
2.571 |
0.447 |
16.1% |
0.184 |
6.7% |
45% |
False |
False |
224,484 |
| 10 |
3.018 |
2.457 |
0.561 |
20.3% |
0.148 |
5.3% |
56% |
False |
False |
174,659 |
| 20 |
3.018 |
2.457 |
0.561 |
20.3% |
0.128 |
4.6% |
56% |
False |
False |
148,443 |
| 40 |
3.018 |
2.398 |
0.620 |
22.4% |
0.135 |
4.9% |
60% |
False |
False |
111,043 |
| 60 |
3.018 |
2.249 |
0.769 |
27.8% |
0.130 |
4.7% |
68% |
False |
False |
91,515 |
| 80 |
3.018 |
2.249 |
0.769 |
27.8% |
0.127 |
4.6% |
68% |
False |
False |
75,079 |
| 100 |
3.018 |
2.249 |
0.769 |
27.8% |
0.126 |
4.6% |
68% |
False |
False |
63,514 |
| 120 |
3.494 |
2.249 |
1.245 |
44.9% |
0.133 |
4.8% |
42% |
False |
False |
55,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.394 |
|
2.618 |
3.179 |
|
1.618 |
3.047 |
|
1.000 |
2.965 |
|
0.618 |
2.915 |
|
HIGH |
2.833 |
|
0.618 |
2.783 |
|
0.500 |
2.767 |
|
0.382 |
2.751 |
|
LOW |
2.701 |
|
0.618 |
2.619 |
|
1.000 |
2.569 |
|
1.618 |
2.487 |
|
2.618 |
2.355 |
|
4.250 |
2.140 |
|
|
| Fisher Pivots for day following 11-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.769 |
2.860 |
| PP |
2.768 |
2.830 |
| S1 |
2.767 |
2.800 |
|