NYMEX Natural Gas Future September 2023
| Trading Metrics calculated at close of trading on 28-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2023 |
28-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
2.517 |
2.635 |
0.118 |
4.7% |
2.560 |
| High |
2.555 |
2.695 |
0.140 |
5.5% |
2.660 |
| Low |
2.468 |
2.544 |
0.076 |
3.1% |
2.425 |
| Close |
2.540 |
2.579 |
0.039 |
1.5% |
2.540 |
| Range |
0.087 |
0.151 |
0.064 |
73.6% |
0.235 |
| ATR |
0.126 |
0.128 |
0.002 |
1.7% |
0.000 |
| Volume |
31,329 |
58,220 |
26,891 |
85.8% |
415,852 |
|
| Daily Pivots for day following 28-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.059 |
2.970 |
2.662 |
|
| R3 |
2.908 |
2.819 |
2.621 |
|
| R2 |
2.757 |
2.757 |
2.607 |
|
| R1 |
2.668 |
2.668 |
2.593 |
2.637 |
| PP |
2.606 |
2.606 |
2.606 |
2.591 |
| S1 |
2.517 |
2.517 |
2.565 |
2.486 |
| S2 |
2.455 |
2.455 |
2.551 |
|
| S3 |
2.304 |
2.366 |
2.537 |
|
| S4 |
2.153 |
2.215 |
2.496 |
|
|
| Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.247 |
3.128 |
2.669 |
|
| R3 |
3.012 |
2.893 |
2.605 |
|
| R2 |
2.777 |
2.777 |
2.583 |
|
| R1 |
2.658 |
2.658 |
2.562 |
2.600 |
| PP |
2.542 |
2.542 |
2.542 |
2.513 |
| S1 |
2.423 |
2.423 |
2.518 |
2.365 |
| S2 |
2.307 |
2.307 |
2.497 |
|
| S3 |
2.072 |
2.188 |
2.475 |
|
| S4 |
1.837 |
1.953 |
2.411 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.695 |
2.425 |
0.270 |
10.5% |
0.118 |
4.6% |
57% |
True |
False |
74,287 |
| 10 |
2.863 |
2.425 |
0.438 |
17.0% |
0.123 |
4.7% |
35% |
False |
False |
102,304 |
| 20 |
3.018 |
2.425 |
0.593 |
23.0% |
0.135 |
5.2% |
26% |
False |
False |
138,263 |
| 40 |
3.018 |
2.425 |
0.593 |
23.0% |
0.122 |
4.7% |
26% |
False |
False |
119,371 |
| 60 |
3.018 |
2.263 |
0.755 |
29.3% |
0.127 |
4.9% |
42% |
False |
False |
102,986 |
| 80 |
3.018 |
2.249 |
0.769 |
29.8% |
0.127 |
4.9% |
43% |
False |
False |
85,962 |
| 100 |
3.018 |
2.249 |
0.769 |
29.8% |
0.126 |
4.9% |
43% |
False |
False |
73,119 |
| 120 |
3.258 |
2.249 |
1.009 |
39.1% |
0.127 |
4.9% |
33% |
False |
False |
63,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.337 |
|
2.618 |
3.090 |
|
1.618 |
2.939 |
|
1.000 |
2.846 |
|
0.618 |
2.788 |
|
HIGH |
2.695 |
|
0.618 |
2.637 |
|
0.500 |
2.620 |
|
0.382 |
2.602 |
|
LOW |
2.544 |
|
0.618 |
2.451 |
|
1.000 |
2.393 |
|
1.618 |
2.300 |
|
2.618 |
2.149 |
|
4.250 |
1.902 |
|
|
| Fisher Pivots for day following 28-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.620 |
2.573 |
| PP |
2.606 |
2.566 |
| S1 |
2.593 |
2.560 |
|