NYMEX Natural Gas Future October 2023
| Trading Metrics calculated at close of trading on 03-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2023 |
03-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
2.689 |
2.592 |
-0.097 |
-3.6% |
2.807 |
| High |
2.690 |
2.685 |
-0.005 |
-0.2% |
2.874 |
| Low |
2.570 |
2.580 |
0.010 |
0.4% |
2.673 |
| Close |
2.586 |
2.670 |
0.084 |
3.2% |
2.753 |
| Range |
0.120 |
0.105 |
-0.015 |
-12.5% |
0.201 |
| ATR |
0.114 |
0.114 |
-0.001 |
-0.6% |
0.000 |
| Volume |
50,999 |
46,828 |
-4,171 |
-8.2% |
237,345 |
|
| Daily Pivots for day following 03-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.960 |
2.920 |
2.728 |
|
| R3 |
2.855 |
2.815 |
2.699 |
|
| R2 |
2.750 |
2.750 |
2.689 |
|
| R1 |
2.710 |
2.710 |
2.680 |
2.730 |
| PP |
2.645 |
2.645 |
2.645 |
2.655 |
| S1 |
2.605 |
2.605 |
2.660 |
2.625 |
| S2 |
2.540 |
2.540 |
2.651 |
|
| S3 |
2.435 |
2.500 |
2.641 |
|
| S4 |
2.330 |
2.395 |
2.612 |
|
|
| 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 |
2.804 |
2.570 |
0.234 |
8.8% |
0.112 |
4.2% |
43% |
False |
False |
45,991 |
| 10 |
2.874 |
2.570 |
0.304 |
11.4% |
0.106 |
4.0% |
33% |
False |
False |
46,246 |
| 20 |
2.874 |
2.570 |
0.304 |
11.4% |
0.105 |
3.9% |
33% |
False |
False |
44,638 |
| 40 |
2.970 |
2.423 |
0.547 |
20.5% |
0.116 |
4.3% |
45% |
False |
False |
40,912 |
| 60 |
2.970 |
2.377 |
0.593 |
22.2% |
0.118 |
4.4% |
49% |
False |
False |
38,266 |
| 80 |
2.970 |
2.377 |
0.593 |
22.2% |
0.117 |
4.4% |
49% |
False |
False |
34,815 |
| 100 |
3.297 |
2.377 |
0.920 |
34.5% |
0.122 |
4.6% |
32% |
False |
False |
32,225 |
| 120 |
3.570 |
2.377 |
1.193 |
44.7% |
0.129 |
4.8% |
25% |
False |
False |
31,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.131 |
|
2.618 |
2.960 |
|
1.618 |
2.855 |
|
1.000 |
2.790 |
|
0.618 |
2.750 |
|
HIGH |
2.685 |
|
0.618 |
2.645 |
|
0.500 |
2.633 |
|
0.382 |
2.620 |
|
LOW |
2.580 |
|
0.618 |
2.515 |
|
1.000 |
2.475 |
|
1.618 |
2.410 |
|
2.618 |
2.305 |
|
4.250 |
2.134 |
|
|
| Fisher Pivots for day following 03-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.658 |
2.674 |
| PP |
2.645 |
2.673 |
| S1 |
2.633 |
2.671 |
|