NYMEX Natural Gas Future October 2023
| Trading Metrics calculated at close of trading on 11-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2023 |
11-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
3.062 |
2.890 |
-0.172 |
-5.6% |
2.681 |
| High |
3.089 |
2.939 |
-0.150 |
-4.9% |
3.096 |
| Low |
2.857 |
2.817 |
-0.040 |
-1.4% |
2.674 |
| Close |
2.870 |
2.882 |
0.012 |
0.4% |
2.882 |
| Range |
0.232 |
0.122 |
-0.110 |
-47.4% |
0.422 |
| ATR |
0.132 |
0.131 |
-0.001 |
-0.5% |
0.000 |
| Volume |
102,463 |
82,581 |
-19,882 |
-19.4% |
479,196 |
|
| Daily Pivots for day following 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.245 |
3.186 |
2.949 |
|
| R3 |
3.123 |
3.064 |
2.916 |
|
| R2 |
3.001 |
3.001 |
2.904 |
|
| R1 |
2.942 |
2.942 |
2.893 |
2.911 |
| PP |
2.879 |
2.879 |
2.879 |
2.864 |
| S1 |
2.820 |
2.820 |
2.871 |
2.789 |
| S2 |
2.757 |
2.757 |
2.860 |
|
| S3 |
2.635 |
2.698 |
2.848 |
|
| S4 |
2.513 |
2.576 |
2.815 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.150 |
3.938 |
3.114 |
|
| R3 |
3.728 |
3.516 |
2.998 |
|
| R2 |
3.306 |
3.306 |
2.959 |
|
| R1 |
3.094 |
3.094 |
2.921 |
3.200 |
| PP |
2.884 |
2.884 |
2.884 |
2.937 |
| S1 |
2.672 |
2.672 |
2.843 |
2.778 |
| S2 |
2.462 |
2.462 |
2.805 |
|
| S3 |
2.040 |
2.250 |
2.766 |
|
| S4 |
1.618 |
1.828 |
2.650 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.096 |
2.674 |
0.422 |
14.6% |
0.174 |
6.0% |
49% |
False |
False |
95,839 |
| 10 |
3.096 |
2.570 |
0.526 |
18.3% |
0.140 |
4.8% |
59% |
False |
False |
70,253 |
| 20 |
3.096 |
2.570 |
0.526 |
18.3% |
0.121 |
4.2% |
59% |
False |
False |
57,765 |
| 40 |
3.096 |
2.529 |
0.567 |
19.7% |
0.126 |
4.4% |
62% |
False |
False |
49,750 |
| 60 |
3.096 |
2.377 |
0.719 |
24.9% |
0.123 |
4.3% |
70% |
False |
False |
43,956 |
| 80 |
3.096 |
2.377 |
0.719 |
24.9% |
0.120 |
4.2% |
70% |
False |
False |
39,341 |
| 100 |
3.096 |
2.377 |
0.719 |
24.9% |
0.122 |
4.2% |
70% |
False |
False |
36,219 |
| 120 |
3.570 |
2.377 |
1.193 |
41.4% |
0.130 |
4.5% |
42% |
False |
False |
34,463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.458 |
|
2.618 |
3.258 |
|
1.618 |
3.136 |
|
1.000 |
3.061 |
|
0.618 |
3.014 |
|
HIGH |
2.939 |
|
0.618 |
2.892 |
|
0.500 |
2.878 |
|
0.382 |
2.864 |
|
LOW |
2.817 |
|
0.618 |
2.742 |
|
1.000 |
2.695 |
|
1.618 |
2.620 |
|
2.618 |
2.498 |
|
4.250 |
2.299 |
|
|
| Fisher Pivots for day following 11-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.881 |
2.957 |
| PP |
2.879 |
2.932 |
| S1 |
2.878 |
2.907 |
|