NYMEX Natural Gas Future October 2023
| Trading Metrics calculated at close of trading on 15-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2023 |
15-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
2.897 |
2.913 |
0.016 |
0.6% |
2.681 |
| High |
2.932 |
2.961 |
0.029 |
1.0% |
3.096 |
| Low |
2.851 |
2.765 |
-0.086 |
-3.0% |
2.674 |
| Close |
2.898 |
2.781 |
-0.117 |
-4.0% |
2.882 |
| Range |
0.081 |
0.196 |
0.115 |
142.0% |
0.422 |
| ATR |
0.127 |
0.132 |
0.005 |
3.8% |
0.000 |
| Volume |
64,161 |
106,340 |
42,179 |
65.7% |
479,196 |
|
| Daily Pivots for day following 15-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.424 |
3.298 |
2.889 |
|
| R3 |
3.228 |
3.102 |
2.835 |
|
| R2 |
3.032 |
3.032 |
2.817 |
|
| R1 |
2.906 |
2.906 |
2.799 |
2.871 |
| PP |
2.836 |
2.836 |
2.836 |
2.818 |
| S1 |
2.710 |
2.710 |
2.763 |
2.675 |
| S2 |
2.640 |
2.640 |
2.745 |
|
| S3 |
2.444 |
2.514 |
2.727 |
|
| S4 |
2.248 |
2.318 |
2.673 |
|
|
| 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 |
2.765 |
0.331 |
11.9% |
0.174 |
6.3% |
5% |
False |
True |
98,888 |
| 10 |
3.096 |
2.570 |
0.526 |
18.9% |
0.146 |
5.2% |
40% |
False |
False |
78,576 |
| 20 |
3.096 |
2.570 |
0.526 |
18.9% |
0.126 |
4.5% |
40% |
False |
False |
62,322 |
| 40 |
3.096 |
2.570 |
0.526 |
18.9% |
0.125 |
4.5% |
40% |
False |
False |
51,531 |
| 60 |
3.096 |
2.377 |
0.719 |
25.9% |
0.122 |
4.4% |
56% |
False |
False |
45,557 |
| 80 |
3.096 |
2.377 |
0.719 |
25.9% |
0.120 |
4.3% |
56% |
False |
False |
40,880 |
| 100 |
3.096 |
2.377 |
0.719 |
25.9% |
0.121 |
4.3% |
56% |
False |
False |
37,421 |
| 120 |
3.570 |
2.377 |
1.193 |
42.9% |
0.128 |
4.6% |
34% |
False |
False |
35,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.794 |
|
2.618 |
3.474 |
|
1.618 |
3.278 |
|
1.000 |
3.157 |
|
0.618 |
3.082 |
|
HIGH |
2.961 |
|
0.618 |
2.886 |
|
0.500 |
2.863 |
|
0.382 |
2.840 |
|
LOW |
2.765 |
|
0.618 |
2.644 |
|
1.000 |
2.569 |
|
1.618 |
2.448 |
|
2.618 |
2.252 |
|
4.250 |
1.932 |
|
|
| Fisher Pivots for day following 15-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.863 |
2.863 |
| PP |
2.836 |
2.836 |
| S1 |
2.808 |
2.808 |
|