NYMEX Natural Gas Future December 2023
| Trading Metrics calculated at close of trading on 31-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2023 |
31-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
3.514 |
3.620 |
0.106 |
3.0% |
3.678 |
| High |
3.636 |
3.678 |
0.042 |
1.2% |
3.747 |
| Low |
3.479 |
3.557 |
0.078 |
2.2% |
3.477 |
| Close |
3.613 |
3.611 |
-0.002 |
-0.1% |
3.625 |
| Range |
0.157 |
0.121 |
-0.036 |
-22.9% |
0.270 |
| ATR |
0.109 |
0.110 |
0.001 |
0.8% |
0.000 |
| Volume |
30,146 |
26,820 |
-3,326 |
-11.0% |
88,146 |
|
| Daily Pivots for day following 31-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.978 |
3.916 |
3.678 |
|
| R3 |
3.857 |
3.795 |
3.644 |
|
| R2 |
3.736 |
3.736 |
3.633 |
|
| R1 |
3.674 |
3.674 |
3.622 |
3.645 |
| PP |
3.615 |
3.615 |
3.615 |
3.601 |
| S1 |
3.553 |
3.553 |
3.600 |
3.524 |
| S2 |
3.494 |
3.494 |
3.589 |
|
| S3 |
3.373 |
3.432 |
3.578 |
|
| S4 |
3.252 |
3.311 |
3.544 |
|
|
| 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 |
3.471 |
0.260 |
7.2% |
0.137 |
3.8% |
54% |
False |
False |
22,828 |
| 10 |
3.759 |
3.471 |
0.288 |
8.0% |
0.119 |
3.3% |
49% |
False |
False |
20,334 |
| 20 |
3.902 |
3.467 |
0.435 |
12.0% |
0.111 |
3.1% |
33% |
False |
False |
20,044 |
| 40 |
3.902 |
3.428 |
0.474 |
13.1% |
0.097 |
2.7% |
39% |
False |
False |
16,307 |
| 60 |
3.902 |
3.355 |
0.547 |
15.1% |
0.097 |
2.7% |
47% |
False |
False |
14,063 |
| 80 |
3.902 |
3.306 |
0.596 |
16.5% |
0.099 |
2.7% |
51% |
False |
False |
12,294 |
| 100 |
3.902 |
3.306 |
0.596 |
16.5% |
0.099 |
2.8% |
51% |
False |
False |
10,960 |
| 120 |
4.005 |
3.306 |
0.699 |
19.4% |
0.103 |
2.8% |
44% |
False |
False |
9,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.192 |
|
2.618 |
3.995 |
|
1.618 |
3.874 |
|
1.000 |
3.799 |
|
0.618 |
3.753 |
|
HIGH |
3.678 |
|
0.618 |
3.632 |
|
0.500 |
3.618 |
|
0.382 |
3.603 |
|
LOW |
3.557 |
|
0.618 |
3.482 |
|
1.000 |
3.436 |
|
1.618 |
3.361 |
|
2.618 |
3.240 |
|
4.250 |
3.043 |
|
|
| Fisher Pivots for day following 31-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.618 |
3.599 |
| PP |
3.615 |
3.587 |
| S1 |
3.613 |
3.575 |
|