NYMEX Natural Gas Future September 2023
| Trading Metrics calculated at close of trading on 23-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2023 |
23-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
2.618 |
2.560 |
-0.058 |
-2.2% |
2.776 |
| High |
2.636 |
2.590 |
-0.046 |
-1.7% |
2.863 |
| Low |
2.540 |
2.473 |
-0.067 |
-2.6% |
2.524 |
| Close |
2.560 |
2.497 |
-0.063 |
-2.5% |
2.551 |
| Range |
0.096 |
0.117 |
0.021 |
21.9% |
0.339 |
| ATR |
0.129 |
0.128 |
-0.001 |
-0.7% |
0.000 |
| Volume |
111,965 |
93,844 |
-18,121 |
-16.2% |
642,475 |
|
| Daily Pivots for day following 23-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.871 |
2.801 |
2.561 |
|
| R3 |
2.754 |
2.684 |
2.529 |
|
| R2 |
2.637 |
2.637 |
2.518 |
|
| R1 |
2.567 |
2.567 |
2.508 |
2.544 |
| PP |
2.520 |
2.520 |
2.520 |
2.508 |
| S1 |
2.450 |
2.450 |
2.486 |
2.427 |
| S2 |
2.403 |
2.403 |
2.476 |
|
| S3 |
2.286 |
2.333 |
2.465 |
|
| S4 |
2.169 |
2.216 |
2.433 |
|
|
| 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 |
2.670 |
2.473 |
0.197 |
7.9% |
0.105 |
4.2% |
12% |
False |
True |
111,202 |
| 10 |
2.998 |
2.473 |
0.525 |
21.0% |
0.131 |
5.2% |
5% |
False |
True |
134,539 |
| 20 |
3.018 |
2.457 |
0.561 |
22.5% |
0.133 |
5.3% |
7% |
False |
False |
150,039 |
| 40 |
3.018 |
2.457 |
0.561 |
22.5% |
0.125 |
5.0% |
7% |
False |
False |
120,226 |
| 60 |
3.018 |
2.249 |
0.769 |
30.8% |
0.128 |
5.1% |
32% |
False |
False |
102,459 |
| 80 |
3.018 |
2.249 |
0.769 |
30.8% |
0.126 |
5.1% |
32% |
False |
False |
84,895 |
| 100 |
3.018 |
2.249 |
0.769 |
30.8% |
0.125 |
5.0% |
32% |
False |
False |
71,988 |
| 120 |
3.494 |
2.249 |
1.245 |
49.9% |
0.130 |
5.2% |
20% |
False |
False |
62,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.087 |
|
2.618 |
2.896 |
|
1.618 |
2.779 |
|
1.000 |
2.707 |
|
0.618 |
2.662 |
|
HIGH |
2.590 |
|
0.618 |
2.545 |
|
0.500 |
2.532 |
|
0.382 |
2.518 |
|
LOW |
2.473 |
|
0.618 |
2.401 |
|
1.000 |
2.356 |
|
1.618 |
2.284 |
|
2.618 |
2.167 |
|
4.250 |
1.976 |
|
|
| Fisher Pivots for day following 23-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.532 |
2.567 |
| PP |
2.520 |
2.543 |
| S1 |
2.509 |
2.520 |
|