NYMEX Natural Gas Future December 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 |
3.830 |
3.859 |
0.029 |
0.8% |
3.527 |
| High |
3.867 |
3.902 |
0.035 |
0.9% |
3.876 |
| Low |
3.802 |
3.762 |
-0.040 |
-1.1% |
3.511 |
| Close |
3.845 |
3.790 |
-0.055 |
-1.4% |
3.813 |
| Range |
0.065 |
0.140 |
0.075 |
115.4% |
0.365 |
| ATR |
0.098 |
0.101 |
0.003 |
3.1% |
0.000 |
| Volume |
17,496 |
23,305 |
5,809 |
33.2% |
126,345 |
|
| Daily Pivots for day following 15-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.238 |
4.154 |
3.867 |
|
| R3 |
4.098 |
4.014 |
3.829 |
|
| R2 |
3.958 |
3.958 |
3.816 |
|
| R1 |
3.874 |
3.874 |
3.803 |
3.846 |
| PP |
3.818 |
3.818 |
3.818 |
3.804 |
| S1 |
3.734 |
3.734 |
3.777 |
3.706 |
| S2 |
3.678 |
3.678 |
3.764 |
|
| S3 |
3.538 |
3.594 |
3.752 |
|
| S4 |
3.398 |
3.454 |
3.713 |
|
|
| 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 |
3.902 |
3.671 |
0.231 |
6.1% |
0.127 |
3.4% |
52% |
True |
False |
25,970 |
| 10 |
3.902 |
3.428 |
0.474 |
12.5% |
0.109 |
2.9% |
76% |
True |
False |
20,542 |
| 20 |
3.902 |
3.428 |
0.474 |
12.5% |
0.097 |
2.6% |
76% |
True |
False |
16,594 |
| 40 |
3.902 |
3.428 |
0.474 |
12.5% |
0.095 |
2.5% |
76% |
True |
False |
13,651 |
| 60 |
3.902 |
3.306 |
0.596 |
15.7% |
0.095 |
2.5% |
81% |
True |
False |
11,651 |
| 80 |
3.902 |
3.306 |
0.596 |
15.7% |
0.096 |
2.5% |
81% |
True |
False |
10,235 |
| 100 |
3.902 |
3.306 |
0.596 |
15.7% |
0.099 |
2.6% |
81% |
True |
False |
9,321 |
| 120 |
4.267 |
3.306 |
0.961 |
25.4% |
0.105 |
2.8% |
50% |
False |
False |
8,593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.497 |
|
2.618 |
4.269 |
|
1.618 |
4.129 |
|
1.000 |
4.042 |
|
0.618 |
3.989 |
|
HIGH |
3.902 |
|
0.618 |
3.849 |
|
0.500 |
3.832 |
|
0.382 |
3.815 |
|
LOW |
3.762 |
|
0.618 |
3.675 |
|
1.000 |
3.622 |
|
1.618 |
3.535 |
|
2.618 |
3.395 |
|
4.250 |
3.167 |
|
|
| Fisher Pivots for day following 15-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.832 |
3.819 |
| PP |
3.818 |
3.809 |
| S1 |
3.804 |
3.800 |
|