NYMEX Natural Gas Future September 2023
| Trading Metrics calculated at close of trading on 21-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2023 |
21-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
2.623 |
2.560 |
-0.063 |
-2.4% |
2.776 |
| High |
2.636 |
2.660 |
0.024 |
0.9% |
2.863 |
| Low |
2.524 |
2.555 |
0.031 |
1.2% |
2.524 |
| Close |
2.551 |
2.632 |
0.081 |
3.2% |
2.551 |
| Range |
0.112 |
0.105 |
-0.007 |
-6.3% |
0.339 |
| ATR |
0.133 |
0.131 |
-0.002 |
-1.3% |
0.000 |
| Volume |
128,027 |
102,634 |
-25,393 |
-19.8% |
642,475 |
|
| Daily Pivots for day following 21-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.931 |
2.886 |
2.690 |
|
| R3 |
2.826 |
2.781 |
2.661 |
|
| R2 |
2.721 |
2.721 |
2.651 |
|
| R1 |
2.676 |
2.676 |
2.642 |
2.699 |
| PP |
2.616 |
2.616 |
2.616 |
2.627 |
| S1 |
2.571 |
2.571 |
2.622 |
2.594 |
| S2 |
2.511 |
2.511 |
2.613 |
|
| S3 |
2.406 |
2.466 |
2.603 |
|
| S4 |
2.301 |
2.361 |
2.574 |
|
|
| Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.663 |
3.446 |
2.737 |
|
| R3 |
3.324 |
3.107 |
2.644 |
|
| R2 |
2.985 |
2.985 |
2.613 |
|
| R1 |
2.768 |
2.768 |
2.582 |
2.707 |
| PP |
2.646 |
2.646 |
2.646 |
2.616 |
| S1 |
2.429 |
2.429 |
2.520 |
2.368 |
| S2 |
2.307 |
2.307 |
2.489 |
|
| S3 |
1.968 |
2.090 |
2.458 |
|
| S4 |
1.629 |
1.751 |
2.365 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.863 |
2.524 |
0.339 |
12.9% |
0.127 |
4.8% |
32% |
False |
False |
130,321 |
| 10 |
3.018 |
2.524 |
0.494 |
18.8% |
0.145 |
5.5% |
22% |
False |
False |
163,862 |
| 20 |
3.018 |
2.457 |
0.561 |
21.3% |
0.133 |
5.1% |
31% |
False |
False |
154,008 |
| 40 |
3.018 |
2.457 |
0.561 |
21.3% |
0.126 |
4.8% |
31% |
False |
False |
118,851 |
| 60 |
3.018 |
2.249 |
0.769 |
29.2% |
0.129 |
4.9% |
50% |
False |
False |
100,263 |
| 80 |
3.018 |
2.249 |
0.769 |
29.2% |
0.127 |
4.8% |
50% |
False |
False |
82,866 |
| 100 |
3.018 |
2.249 |
0.769 |
29.2% |
0.125 |
4.8% |
50% |
False |
False |
70,220 |
| 120 |
3.494 |
2.249 |
1.245 |
47.3% |
0.130 |
5.0% |
31% |
False |
False |
60,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.106 |
|
2.618 |
2.935 |
|
1.618 |
2.830 |
|
1.000 |
2.765 |
|
0.618 |
2.725 |
|
HIGH |
2.660 |
|
0.618 |
2.620 |
|
0.500 |
2.608 |
|
0.382 |
2.595 |
|
LOW |
2.555 |
|
0.618 |
2.490 |
|
1.000 |
2.450 |
|
1.618 |
2.385 |
|
2.618 |
2.280 |
|
4.250 |
2.109 |
|
|
| Fisher Pivots for day following 21-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.624 |
2.620 |
| PP |
2.616 |
2.609 |
| S1 |
2.608 |
2.597 |
|