NYMEX Natural Gas Future October 2023
| Trading Metrics calculated at close of trading on 22-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2023 |
22-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
2.710 |
2.732 |
0.022 |
0.8% |
2.897 |
| High |
2.797 |
2.737 |
-0.060 |
-2.1% |
2.961 |
| Low |
2.685 |
2.632 |
-0.053 |
-2.0% |
2.663 |
| Close |
2.743 |
2.652 |
-0.091 |
-3.3% |
2.691 |
| Range |
0.112 |
0.105 |
-0.007 |
-6.3% |
0.298 |
| ATR |
0.124 |
0.123 |
-0.001 |
-0.7% |
0.000 |
| Volume |
81,302 |
101,074 |
19,772 |
24.3% |
435,560 |
|
| Daily Pivots for day following 22-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.989 |
2.925 |
2.710 |
|
| R3 |
2.884 |
2.820 |
2.681 |
|
| R2 |
2.779 |
2.779 |
2.671 |
|
| R1 |
2.715 |
2.715 |
2.662 |
2.695 |
| PP |
2.674 |
2.674 |
2.674 |
2.663 |
| S1 |
2.610 |
2.610 |
2.642 |
2.590 |
| S2 |
2.569 |
2.569 |
2.633 |
|
| S3 |
2.464 |
2.505 |
2.623 |
|
| S4 |
2.359 |
2.400 |
2.594 |
|
|
| Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.666 |
3.476 |
2.855 |
|
| R3 |
3.368 |
3.178 |
2.773 |
|
| R2 |
3.070 |
3.070 |
2.746 |
|
| R1 |
2.880 |
2.880 |
2.718 |
2.826 |
| PP |
2.772 |
2.772 |
2.772 |
2.745 |
| S1 |
2.582 |
2.582 |
2.664 |
2.528 |
| S2 |
2.474 |
2.474 |
2.636 |
|
| S3 |
2.176 |
2.284 |
2.609 |
|
| S4 |
1.878 |
1.986 |
2.527 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.797 |
2.632 |
0.165 |
6.2% |
0.100 |
3.8% |
12% |
False |
True |
89,487 |
| 10 |
3.096 |
2.632 |
0.464 |
17.5% |
0.137 |
5.2% |
4% |
False |
True |
94,187 |
| 20 |
3.096 |
2.570 |
0.526 |
19.8% |
0.127 |
4.8% |
16% |
False |
False |
73,220 |
| 40 |
3.096 |
2.570 |
0.526 |
19.8% |
0.118 |
4.5% |
16% |
False |
False |
57,730 |
| 60 |
3.096 |
2.377 |
0.719 |
27.1% |
0.120 |
4.5% |
38% |
False |
False |
50,399 |
| 80 |
3.096 |
2.377 |
0.719 |
27.1% |
0.120 |
4.5% |
38% |
False |
False |
45,149 |
| 100 |
3.096 |
2.377 |
0.719 |
27.1% |
0.119 |
4.5% |
38% |
False |
False |
40,907 |
| 120 |
3.570 |
2.377 |
1.193 |
45.0% |
0.126 |
4.7% |
23% |
False |
False |
37,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.183 |
|
2.618 |
3.012 |
|
1.618 |
2.907 |
|
1.000 |
2.842 |
|
0.618 |
2.802 |
|
HIGH |
2.737 |
|
0.618 |
2.697 |
|
0.500 |
2.685 |
|
0.382 |
2.672 |
|
LOW |
2.632 |
|
0.618 |
2.567 |
|
1.000 |
2.527 |
|
1.618 |
2.462 |
|
2.618 |
2.357 |
|
4.250 |
2.186 |
|
|
| Fisher Pivots for day following 22-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.685 |
2.715 |
| PP |
2.674 |
2.694 |
| S1 |
2.663 |
2.673 |
|