NYMEX Natural Gas Future October 2023
| Trading Metrics calculated at close of trading on 01-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2023 |
01-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
2.768 |
2.747 |
-0.021 |
-0.8% |
2.807 |
| High |
2.804 |
2.778 |
-0.026 |
-0.9% |
2.874 |
| Low |
2.720 |
2.644 |
-0.076 |
-2.8% |
2.673 |
| Close |
2.741 |
2.672 |
-0.069 |
-2.5% |
2.753 |
| Range |
0.084 |
0.134 |
0.050 |
59.5% |
0.201 |
| ATR |
0.113 |
0.114 |
0.002 |
1.4% |
0.000 |
| Volume |
40,533 |
46,736 |
6,203 |
15.3% |
237,345 |
|
| Daily Pivots for day following 01-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.100 |
3.020 |
2.746 |
|
| R3 |
2.966 |
2.886 |
2.709 |
|
| R2 |
2.832 |
2.832 |
2.697 |
|
| R1 |
2.752 |
2.752 |
2.684 |
2.725 |
| PP |
2.698 |
2.698 |
2.698 |
2.685 |
| S1 |
2.618 |
2.618 |
2.660 |
2.591 |
| S2 |
2.564 |
2.564 |
2.647 |
|
| S3 |
2.430 |
2.484 |
2.635 |
|
| S4 |
2.296 |
2.350 |
2.598 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.370 |
3.262 |
2.864 |
|
| R3 |
3.169 |
3.061 |
2.808 |
|
| R2 |
2.968 |
2.968 |
2.790 |
|
| R1 |
2.860 |
2.860 |
2.771 |
2.814 |
| PP |
2.767 |
2.767 |
2.767 |
2.743 |
| S1 |
2.659 |
2.659 |
2.735 |
2.613 |
| S2 |
2.566 |
2.566 |
2.716 |
|
| S3 |
2.365 |
2.458 |
2.698 |
|
| S4 |
2.164 |
2.257 |
2.642 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.871 |
2.644 |
0.227 |
8.5% |
0.115 |
4.3% |
12% |
False |
True |
46,241 |
| 10 |
2.874 |
2.644 |
0.230 |
8.6% |
0.106 |
4.0% |
12% |
False |
True |
46,067 |
| 20 |
2.874 |
2.581 |
0.293 |
11.0% |
0.106 |
4.0% |
31% |
False |
False |
43,439 |
| 40 |
2.970 |
2.423 |
0.547 |
20.5% |
0.116 |
4.3% |
46% |
False |
False |
40,062 |
| 60 |
2.970 |
2.377 |
0.593 |
22.2% |
0.117 |
4.4% |
50% |
False |
False |
37,423 |
| 80 |
2.970 |
2.377 |
0.593 |
22.2% |
0.118 |
4.4% |
50% |
False |
False |
34,204 |
| 100 |
3.310 |
2.377 |
0.933 |
34.9% |
0.122 |
4.6% |
32% |
False |
False |
31,610 |
| 120 |
3.570 |
2.377 |
1.193 |
44.6% |
0.129 |
4.8% |
25% |
False |
False |
30,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.348 |
|
2.618 |
3.129 |
|
1.618 |
2.995 |
|
1.000 |
2.912 |
|
0.618 |
2.861 |
|
HIGH |
2.778 |
|
0.618 |
2.727 |
|
0.500 |
2.711 |
|
0.382 |
2.695 |
|
LOW |
2.644 |
|
0.618 |
2.561 |
|
1.000 |
2.510 |
|
1.618 |
2.427 |
|
2.618 |
2.293 |
|
4.250 |
2.075 |
|
|
| Fisher Pivots for day following 01-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.711 |
2.724 |
| PP |
2.698 |
2.707 |
| S1 |
2.685 |
2.689 |
|