NYMEX Natural Gas Future October 2023
| Trading Metrics calculated at close of trading on 28-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2023 |
28-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
2.631 |
2.740 |
0.109 |
4.1% |
2.710 |
| High |
2.679 |
2.829 |
0.150 |
5.6% |
2.797 |
| Low |
2.585 |
2.653 |
0.068 |
2.6% |
2.529 |
| Close |
2.657 |
2.665 |
0.008 |
0.3% |
2.657 |
| Range |
0.094 |
0.176 |
0.082 |
87.2% |
0.268 |
| ATR |
0.122 |
0.125 |
0.004 |
3.2% |
0.000 |
| Volume |
99,619 |
189,028 |
89,409 |
89.8% |
549,777 |
|
| Daily Pivots for day following 28-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.244 |
3.130 |
2.762 |
|
| R3 |
3.068 |
2.954 |
2.713 |
|
| R2 |
2.892 |
2.892 |
2.697 |
|
| R1 |
2.778 |
2.778 |
2.681 |
2.747 |
| PP |
2.716 |
2.716 |
2.716 |
2.700 |
| S1 |
2.602 |
2.602 |
2.649 |
2.571 |
| S2 |
2.540 |
2.540 |
2.633 |
|
| S3 |
2.364 |
2.426 |
2.617 |
|
| S4 |
2.188 |
2.250 |
2.568 |
|
|
| Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.465 |
3.329 |
2.804 |
|
| R3 |
3.197 |
3.061 |
2.731 |
|
| R2 |
2.929 |
2.929 |
2.706 |
|
| R1 |
2.793 |
2.793 |
2.682 |
2.727 |
| PP |
2.661 |
2.661 |
2.661 |
2.628 |
| S1 |
2.525 |
2.525 |
2.632 |
2.459 |
| S2 |
2.393 |
2.393 |
2.608 |
|
| S3 |
2.125 |
2.257 |
2.583 |
|
| S4 |
1.857 |
1.989 |
2.510 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.829 |
2.529 |
0.300 |
11.3% |
0.126 |
4.7% |
45% |
True |
False |
131,500 |
| 10 |
2.961 |
2.529 |
0.432 |
16.2% |
0.122 |
4.6% |
31% |
False |
False |
111,020 |
| 20 |
3.096 |
2.529 |
0.567 |
21.3% |
0.131 |
4.9% |
24% |
False |
False |
91,818 |
| 40 |
3.096 |
2.529 |
0.567 |
21.3% |
0.116 |
4.4% |
24% |
False |
False |
67,167 |
| 60 |
3.096 |
2.390 |
0.706 |
26.5% |
0.120 |
4.5% |
39% |
False |
False |
57,065 |
| 80 |
3.096 |
2.377 |
0.719 |
27.0% |
0.120 |
4.5% |
40% |
False |
False |
50,721 |
| 100 |
3.096 |
2.377 |
0.719 |
27.0% |
0.120 |
4.5% |
40% |
False |
False |
45,472 |
| 120 |
3.342 |
2.377 |
0.965 |
36.2% |
0.124 |
4.6% |
30% |
False |
False |
41,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.577 |
|
2.618 |
3.290 |
|
1.618 |
3.114 |
|
1.000 |
3.005 |
|
0.618 |
2.938 |
|
HIGH |
2.829 |
|
0.618 |
2.762 |
|
0.500 |
2.741 |
|
0.382 |
2.720 |
|
LOW |
2.653 |
|
0.618 |
2.544 |
|
1.000 |
2.477 |
|
1.618 |
2.368 |
|
2.618 |
2.192 |
|
4.250 |
1.905 |
|
|
| Fisher Pivots for day following 28-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.741 |
2.679 |
| PP |
2.716 |
2.674 |
| S1 |
2.690 |
2.670 |
|