NYMEX Natural Gas Future October 2023
| Trading Metrics calculated at close of trading on 06-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2023 |
06-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
2.700 |
2.584 |
-0.116 |
-4.3% |
2.740 |
| High |
2.708 |
2.614 |
-0.094 |
-3.5% |
2.865 |
| Low |
2.566 |
2.503 |
-0.063 |
-2.5% |
2.622 |
| Close |
2.582 |
2.510 |
-0.072 |
-2.8% |
2.765 |
| Range |
0.142 |
0.111 |
-0.031 |
-21.8% |
0.243 |
| ATR |
0.132 |
0.131 |
-0.002 |
-1.2% |
0.000 |
| Volume |
178,329 |
116,663 |
-61,666 |
-34.6% |
784,548 |
|
| Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.875 |
2.804 |
2.571 |
|
| R3 |
2.764 |
2.693 |
2.541 |
|
| R2 |
2.653 |
2.653 |
2.530 |
|
| R1 |
2.582 |
2.582 |
2.520 |
2.562 |
| PP |
2.542 |
2.542 |
2.542 |
2.533 |
| S1 |
2.471 |
2.471 |
2.500 |
2.451 |
| S2 |
2.431 |
2.431 |
2.490 |
|
| S3 |
2.320 |
2.360 |
2.479 |
|
| S4 |
2.209 |
2.249 |
2.449 |
|
|
| Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.480 |
3.365 |
2.899 |
|
| R3 |
3.237 |
3.122 |
2.832 |
|
| R2 |
2.994 |
2.994 |
2.810 |
|
| R1 |
2.879 |
2.879 |
2.787 |
2.937 |
| PP |
2.751 |
2.751 |
2.751 |
2.779 |
| S1 |
2.636 |
2.636 |
2.743 |
2.694 |
| S2 |
2.508 |
2.508 |
2.720 |
|
| S3 |
2.265 |
2.393 |
2.698 |
|
| S4 |
2.022 |
2.150 |
2.631 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.865 |
2.503 |
0.362 |
14.4% |
0.140 |
5.6% |
2% |
False |
True |
149,026 |
| 10 |
2.865 |
2.503 |
0.362 |
14.4% |
0.130 |
5.2% |
2% |
False |
True |
144,694 |
| 20 |
3.096 |
2.503 |
0.593 |
23.6% |
0.134 |
5.3% |
1% |
False |
True |
119,440 |
| 40 |
3.096 |
2.503 |
0.593 |
23.6% |
0.121 |
4.8% |
1% |
False |
True |
84,148 |
| 60 |
3.096 |
2.423 |
0.673 |
26.8% |
0.123 |
4.9% |
13% |
False |
False |
68,838 |
| 80 |
3.096 |
2.377 |
0.719 |
28.6% |
0.123 |
4.9% |
18% |
False |
False |
59,977 |
| 100 |
3.096 |
2.377 |
0.719 |
28.6% |
0.121 |
4.8% |
18% |
False |
False |
52,938 |
| 120 |
3.149 |
2.377 |
0.772 |
30.8% |
0.122 |
4.9% |
17% |
False |
False |
47,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.086 |
|
2.618 |
2.905 |
|
1.618 |
2.794 |
|
1.000 |
2.725 |
|
0.618 |
2.683 |
|
HIGH |
2.614 |
|
0.618 |
2.572 |
|
0.500 |
2.559 |
|
0.382 |
2.545 |
|
LOW |
2.503 |
|
0.618 |
2.434 |
|
1.000 |
2.392 |
|
1.618 |
2.323 |
|
2.618 |
2.212 |
|
4.250 |
2.031 |
|
|
| Fisher Pivots for day following 06-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.559 |
2.682 |
| PP |
2.542 |
2.624 |
| S1 |
2.526 |
2.567 |
|