NYMEX Natural Gas Future November 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 |
3.087 |
3.209 |
0.122 |
4.0% |
3.163 |
| High |
3.154 |
3.265 |
0.111 |
3.5% |
3.249 |
| Low |
3.045 |
3.083 |
0.038 |
1.2% |
2.984 |
| Close |
3.135 |
3.106 |
-0.029 |
-0.9% |
3.135 |
| Range |
0.109 |
0.182 |
0.073 |
67.0% |
0.265 |
| ATR |
0.110 |
0.115 |
0.005 |
4.7% |
0.000 |
| Volume |
29,074 |
54,563 |
25,489 |
87.7% |
206,947 |
|
| Daily Pivots for day following 28-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.697 |
3.584 |
3.206 |
|
| R3 |
3.515 |
3.402 |
3.156 |
|
| R2 |
3.333 |
3.333 |
3.139 |
|
| R1 |
3.220 |
3.220 |
3.123 |
3.186 |
| PP |
3.151 |
3.151 |
3.151 |
3.134 |
| S1 |
3.038 |
3.038 |
3.089 |
3.004 |
| S2 |
2.969 |
2.969 |
3.073 |
|
| S3 |
2.787 |
2.856 |
3.056 |
|
| S4 |
2.605 |
2.674 |
3.006 |
|
|
| Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.918 |
3.791 |
3.281 |
|
| R3 |
3.653 |
3.526 |
3.208 |
|
| R2 |
3.388 |
3.388 |
3.184 |
|
| R1 |
3.261 |
3.261 |
3.159 |
3.192 |
| PP |
3.123 |
3.123 |
3.123 |
3.088 |
| S1 |
2.996 |
2.996 |
3.111 |
2.927 |
| S2 |
2.858 |
2.858 |
3.086 |
|
| S3 |
2.593 |
2.731 |
3.062 |
|
| S4 |
2.328 |
2.466 |
2.989 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.265 |
2.984 |
0.281 |
9.0% |
0.125 |
4.0% |
43% |
True |
False |
43,766 |
| 10 |
3.432 |
2.984 |
0.448 |
14.4% |
0.114 |
3.7% |
27% |
False |
False |
44,348 |
| 20 |
3.485 |
2.984 |
0.501 |
16.1% |
0.118 |
3.8% |
24% |
False |
False |
52,342 |
| 40 |
3.485 |
2.984 |
0.501 |
16.1% |
0.104 |
3.4% |
24% |
False |
False |
38,180 |
| 60 |
3.485 |
2.854 |
0.631 |
20.3% |
0.107 |
3.4% |
40% |
False |
False |
30,992 |
| 80 |
3.485 |
2.825 |
0.660 |
21.2% |
0.108 |
3.5% |
43% |
False |
False |
26,302 |
| 100 |
3.485 |
2.825 |
0.660 |
21.2% |
0.109 |
3.5% |
43% |
False |
False |
22,710 |
| 120 |
3.700 |
2.825 |
0.875 |
28.2% |
0.112 |
3.6% |
32% |
False |
False |
19,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.039 |
|
2.618 |
3.741 |
|
1.618 |
3.559 |
|
1.000 |
3.447 |
|
0.618 |
3.377 |
|
HIGH |
3.265 |
|
0.618 |
3.195 |
|
0.500 |
3.174 |
|
0.382 |
3.153 |
|
LOW |
3.083 |
|
0.618 |
2.971 |
|
1.000 |
2.901 |
|
1.618 |
2.789 |
|
2.618 |
2.607 |
|
4.250 |
2.310 |
|
|
| Fisher Pivots for day following 28-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.174 |
3.125 |
| PP |
3.151 |
3.118 |
| S1 |
3.129 |
3.112 |
|