NYMEX Natural Gas Future September 2023
| Trading Metrics calculated at close of trading on 24-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2023 |
24-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
2.560 |
2.484 |
-0.076 |
-3.0% |
2.776 |
| High |
2.590 |
2.565 |
-0.025 |
-1.0% |
2.863 |
| Low |
2.473 |
2.425 |
-0.048 |
-1.9% |
2.524 |
| Close |
2.497 |
2.519 |
0.022 |
0.9% |
2.551 |
| Range |
0.117 |
0.140 |
0.023 |
19.7% |
0.339 |
| ATR |
0.128 |
0.129 |
0.001 |
0.7% |
0.000 |
| Volume |
93,844 |
76,080 |
-17,764 |
-18.9% |
642,475 |
|
| Daily Pivots for day following 24-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.923 |
2.861 |
2.596 |
|
| R3 |
2.783 |
2.721 |
2.558 |
|
| R2 |
2.643 |
2.643 |
2.545 |
|
| R1 |
2.581 |
2.581 |
2.532 |
2.612 |
| PP |
2.503 |
2.503 |
2.503 |
2.519 |
| S1 |
2.441 |
2.441 |
2.506 |
2.472 |
| S2 |
2.363 |
2.363 |
2.493 |
|
| S3 |
2.223 |
2.301 |
2.481 |
|
| S4 |
2.083 |
2.161 |
2.442 |
|
|
| 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 |
2.660 |
2.425 |
0.235 |
9.3% |
0.114 |
4.5% |
40% |
False |
True |
102,510 |
| 10 |
2.863 |
2.425 |
0.438 |
17.4% |
0.120 |
4.8% |
21% |
False |
True |
119,095 |
| 20 |
3.018 |
2.425 |
0.593 |
23.5% |
0.133 |
5.3% |
16% |
False |
True |
145,505 |
| 40 |
3.018 |
2.425 |
0.593 |
23.5% |
0.123 |
4.9% |
16% |
False |
True |
120,423 |
| 60 |
3.018 |
2.249 |
0.769 |
30.5% |
0.127 |
5.1% |
35% |
False |
False |
103,067 |
| 80 |
3.018 |
2.249 |
0.769 |
30.5% |
0.127 |
5.0% |
35% |
False |
False |
85,656 |
| 100 |
3.018 |
2.249 |
0.769 |
30.5% |
0.125 |
5.0% |
35% |
False |
False |
72,598 |
| 120 |
3.366 |
2.249 |
1.117 |
44.3% |
0.129 |
5.1% |
24% |
False |
False |
62,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.160 |
|
2.618 |
2.932 |
|
1.618 |
2.792 |
|
1.000 |
2.705 |
|
0.618 |
2.652 |
|
HIGH |
2.565 |
|
0.618 |
2.512 |
|
0.500 |
2.495 |
|
0.382 |
2.478 |
|
LOW |
2.425 |
|
0.618 |
2.338 |
|
1.000 |
2.285 |
|
1.618 |
2.198 |
|
2.618 |
2.058 |
|
4.250 |
1.830 |
|
|
| Fisher Pivots for day following 24-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.511 |
2.531 |
| PP |
2.503 |
2.527 |
| S1 |
2.495 |
2.523 |
|