NYMEX Natural Gas Future December 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 |
3.568 |
3.696 |
0.128 |
3.6% |
3.678 |
| High |
3.648 |
3.731 |
0.083 |
2.3% |
3.747 |
| Low |
3.528 |
3.556 |
0.028 |
0.8% |
3.477 |
| Close |
3.625 |
3.576 |
-0.049 |
-1.4% |
3.625 |
| Range |
0.120 |
0.175 |
0.055 |
45.8% |
0.270 |
| ATR |
0.099 |
0.105 |
0.005 |
5.4% |
0.000 |
| Volume |
11,807 |
19,745 |
7,938 |
67.2% |
88,146 |
|
| Daily Pivots for day following 28-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.146 |
4.036 |
3.672 |
|
| R3 |
3.971 |
3.861 |
3.624 |
|
| R2 |
3.796 |
3.796 |
3.608 |
|
| R1 |
3.686 |
3.686 |
3.592 |
3.654 |
| PP |
3.621 |
3.621 |
3.621 |
3.605 |
| S1 |
3.511 |
3.511 |
3.560 |
3.479 |
| S2 |
3.446 |
3.446 |
3.544 |
|
| S3 |
3.271 |
3.336 |
3.528 |
|
| S4 |
3.096 |
3.161 |
3.480 |
|
|
| Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.426 |
4.296 |
3.774 |
|
| R3 |
4.156 |
4.026 |
3.699 |
|
| R2 |
3.886 |
3.886 |
3.675 |
|
| R1 |
3.756 |
3.756 |
3.650 |
3.686 |
| PP |
3.616 |
3.616 |
3.616 |
3.582 |
| S1 |
3.486 |
3.486 |
3.600 |
3.416 |
| S2 |
3.346 |
3.346 |
3.576 |
|
| S3 |
3.076 |
3.216 |
3.551 |
|
| S4 |
2.806 |
2.946 |
3.477 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.731 |
3.477 |
0.254 |
7.1% |
0.123 |
3.4% |
39% |
True |
False |
18,951 |
| 10 |
3.902 |
3.477 |
0.425 |
11.9% |
0.105 |
2.9% |
23% |
False |
False |
16,600 |
| 20 |
3.902 |
3.428 |
0.474 |
13.3% |
0.106 |
3.0% |
31% |
False |
False |
18,192 |
| 40 |
3.902 |
3.428 |
0.474 |
13.3% |
0.093 |
2.6% |
31% |
False |
False |
14,881 |
| 60 |
3.902 |
3.340 |
0.562 |
15.7% |
0.094 |
2.6% |
42% |
False |
False |
13,006 |
| 80 |
3.902 |
3.306 |
0.596 |
16.7% |
0.097 |
2.7% |
45% |
False |
False |
11,505 |
| 100 |
3.902 |
3.306 |
0.596 |
16.7% |
0.099 |
2.8% |
45% |
False |
False |
10,325 |
| 120 |
4.081 |
3.306 |
0.775 |
21.7% |
0.103 |
2.9% |
35% |
False |
False |
9,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.475 |
|
2.618 |
4.189 |
|
1.618 |
4.014 |
|
1.000 |
3.906 |
|
0.618 |
3.839 |
|
HIGH |
3.731 |
|
0.618 |
3.664 |
|
0.500 |
3.644 |
|
0.382 |
3.623 |
|
LOW |
3.556 |
|
0.618 |
3.448 |
|
1.000 |
3.381 |
|
1.618 |
3.273 |
|
2.618 |
3.098 |
|
4.250 |
2.812 |
|
|
| Fisher Pivots for day following 28-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.644 |
3.604 |
| PP |
3.621 |
3.595 |
| S1 |
3.599 |
3.585 |
|