NYMEX Natural Gas Future December 2023
| Trading Metrics calculated at close of trading on 11-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2023 |
11-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
3.851 |
3.774 |
-0.077 |
-2.0% |
3.527 |
| High |
3.876 |
3.833 |
-0.043 |
-1.1% |
3.876 |
| Low |
3.734 |
3.735 |
0.001 |
0.0% |
3.511 |
| Close |
3.752 |
3.813 |
0.061 |
1.6% |
3.813 |
| Range |
0.142 |
0.098 |
-0.044 |
-31.0% |
0.365 |
| ATR |
0.101 |
0.100 |
0.000 |
-0.2% |
0.000 |
| Volume |
30,079 |
24,158 |
-5,921 |
-19.7% |
126,345 |
|
| Daily Pivots for day following 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.088 |
4.048 |
3.867 |
|
| R3 |
3.990 |
3.950 |
3.840 |
|
| R2 |
3.892 |
3.892 |
3.831 |
|
| R1 |
3.852 |
3.852 |
3.822 |
3.872 |
| PP |
3.794 |
3.794 |
3.794 |
3.804 |
| S1 |
3.754 |
3.754 |
3.804 |
3.774 |
| S2 |
3.696 |
3.696 |
3.795 |
|
| S3 |
3.598 |
3.656 |
3.786 |
|
| S4 |
3.500 |
3.558 |
3.759 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.828 |
4.686 |
4.014 |
|
| R3 |
4.463 |
4.321 |
3.913 |
|
| R2 |
4.098 |
4.098 |
3.880 |
|
| R1 |
3.956 |
3.956 |
3.846 |
4.027 |
| PP |
3.733 |
3.733 |
3.733 |
3.769 |
| S1 |
3.591 |
3.591 |
3.780 |
3.662 |
| S2 |
3.368 |
3.368 |
3.746 |
|
| S3 |
3.003 |
3.226 |
3.713 |
|
| S4 |
2.638 |
2.861 |
3.612 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.876 |
3.511 |
0.365 |
9.6% |
0.130 |
3.4% |
83% |
False |
False |
25,269 |
| 10 |
3.876 |
3.428 |
0.448 |
11.7% |
0.106 |
2.8% |
86% |
False |
False |
19,281 |
| 20 |
3.876 |
3.428 |
0.448 |
11.7% |
0.094 |
2.5% |
86% |
False |
False |
15,834 |
| 40 |
3.876 |
3.428 |
0.448 |
11.7% |
0.097 |
2.5% |
86% |
False |
False |
13,342 |
| 60 |
3.876 |
3.306 |
0.570 |
14.9% |
0.097 |
2.5% |
89% |
False |
False |
11,186 |
| 80 |
3.876 |
3.306 |
0.570 |
14.9% |
0.097 |
2.5% |
89% |
False |
False |
9,885 |
| 100 |
3.876 |
3.306 |
0.570 |
14.9% |
0.100 |
2.6% |
89% |
False |
False |
9,020 |
| 120 |
4.267 |
3.306 |
0.961 |
25.2% |
0.107 |
2.8% |
53% |
False |
False |
8,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.250 |
|
2.618 |
4.090 |
|
1.618 |
3.992 |
|
1.000 |
3.931 |
|
0.618 |
3.894 |
|
HIGH |
3.833 |
|
0.618 |
3.796 |
|
0.500 |
3.784 |
|
0.382 |
3.772 |
|
LOW |
3.735 |
|
0.618 |
3.674 |
|
1.000 |
3.637 |
|
1.618 |
3.576 |
|
2.618 |
3.478 |
|
4.250 |
3.319 |
|
|
| Fisher Pivots for day following 11-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.803 |
3.800 |
| PP |
3.794 |
3.787 |
| S1 |
3.784 |
3.774 |
|