NYMEX Natural Gas Future November 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 |
3.350 |
3.382 |
0.032 |
1.0% |
3.087 |
| High |
3.399 |
3.432 |
0.033 |
1.0% |
3.485 |
| Low |
3.318 |
3.270 |
-0.048 |
-1.4% |
3.072 |
| Close |
3.364 |
3.287 |
-0.077 |
-2.3% |
3.344 |
| Range |
0.081 |
0.162 |
0.081 |
100.0% |
0.413 |
| ATR |
0.112 |
0.116 |
0.004 |
3.1% |
0.000 |
| Volume |
42,376 |
70,618 |
28,242 |
66.6% |
454,223 |
|
| Daily Pivots for day following 15-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.816 |
3.713 |
3.376 |
|
| R3 |
3.654 |
3.551 |
3.332 |
|
| R2 |
3.492 |
3.492 |
3.317 |
|
| R1 |
3.389 |
3.389 |
3.302 |
3.360 |
| PP |
3.330 |
3.330 |
3.330 |
3.315 |
| S1 |
3.227 |
3.227 |
3.272 |
3.198 |
| S2 |
3.168 |
3.168 |
3.257 |
|
| S3 |
3.006 |
3.065 |
3.242 |
|
| S4 |
2.844 |
2.903 |
3.198 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.539 |
4.355 |
3.571 |
|
| R3 |
4.126 |
3.942 |
3.458 |
|
| R2 |
3.713 |
3.713 |
3.420 |
|
| R1 |
3.529 |
3.529 |
3.382 |
3.621 |
| PP |
3.300 |
3.300 |
3.300 |
3.347 |
| S1 |
3.116 |
3.116 |
3.306 |
3.208 |
| S2 |
2.887 |
2.887 |
3.268 |
|
| S3 |
2.474 |
2.703 |
3.230 |
|
| S4 |
2.061 |
2.290 |
3.117 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.485 |
3.235 |
0.250 |
7.6% |
0.152 |
4.6% |
21% |
False |
False |
82,453 |
| 10 |
3.485 |
2.986 |
0.499 |
15.2% |
0.127 |
3.9% |
60% |
False |
False |
64,471 |
| 20 |
3.485 |
2.986 |
0.499 |
15.2% |
0.110 |
3.4% |
60% |
False |
False |
45,455 |
| 40 |
3.485 |
2.986 |
0.499 |
15.2% |
0.109 |
3.3% |
60% |
False |
False |
33,049 |
| 60 |
3.485 |
2.825 |
0.660 |
20.1% |
0.108 |
3.3% |
70% |
False |
False |
26,503 |
| 80 |
3.485 |
2.825 |
0.660 |
20.1% |
0.107 |
3.3% |
70% |
False |
False |
22,585 |
| 100 |
3.485 |
2.825 |
0.660 |
20.1% |
0.109 |
3.3% |
70% |
False |
False |
19,430 |
| 120 |
3.918 |
2.825 |
1.093 |
33.3% |
0.116 |
3.5% |
42% |
False |
False |
17,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.121 |
|
2.618 |
3.856 |
|
1.618 |
3.694 |
|
1.000 |
3.594 |
|
0.618 |
3.532 |
|
HIGH |
3.432 |
|
0.618 |
3.370 |
|
0.500 |
3.351 |
|
0.382 |
3.332 |
|
LOW |
3.270 |
|
0.618 |
3.170 |
|
1.000 |
3.108 |
|
1.618 |
3.008 |
|
2.618 |
2.846 |
|
4.250 |
2.582 |
|
|
| Fisher Pivots for day following 15-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.351 |
3.351 |
| PP |
3.330 |
3.329 |
| S1 |
3.308 |
3.308 |
|