NYMEX Natural Gas Future December 2023
| Trading Metrics calculated at close of trading on 01-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2023 |
01-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
3.620 |
3.587 |
-0.033 |
-0.9% |
3.696 |
| High |
3.678 |
3.656 |
-0.022 |
-0.6% |
3.731 |
| Low |
3.557 |
3.533 |
-0.024 |
-0.7% |
3.471 |
| Close |
3.611 |
3.548 |
-0.063 |
-1.7% |
3.548 |
| Range |
0.121 |
0.123 |
0.002 |
1.7% |
0.260 |
| ATR |
0.110 |
0.111 |
0.001 |
0.9% |
0.000 |
| Volume |
26,820 |
26,914 |
94 |
0.4% |
129,250 |
|
| Daily Pivots for day following 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.948 |
3.871 |
3.616 |
|
| R3 |
3.825 |
3.748 |
3.582 |
|
| R2 |
3.702 |
3.702 |
3.571 |
|
| R1 |
3.625 |
3.625 |
3.559 |
3.602 |
| PP |
3.579 |
3.579 |
3.579 |
3.568 |
| S1 |
3.502 |
3.502 |
3.537 |
3.479 |
| S2 |
3.456 |
3.456 |
3.525 |
|
| S3 |
3.333 |
3.379 |
3.514 |
|
| S4 |
3.210 |
3.256 |
3.480 |
|
|
| Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.363 |
4.216 |
3.691 |
|
| R3 |
4.103 |
3.956 |
3.620 |
|
| R2 |
3.843 |
3.843 |
3.596 |
|
| R1 |
3.696 |
3.696 |
3.572 |
3.640 |
| PP |
3.583 |
3.583 |
3.583 |
3.555 |
| S1 |
3.436 |
3.436 |
3.524 |
3.380 |
| S2 |
3.323 |
3.323 |
3.500 |
|
| S3 |
3.063 |
3.176 |
3.477 |
|
| S4 |
2.803 |
2.916 |
3.405 |
|
|
| 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 |
7.3% |
0.137 |
3.9% |
30% |
False |
False |
25,850 |
| 10 |
3.747 |
3.471 |
0.276 |
7.8% |
0.121 |
3.4% |
28% |
False |
False |
21,739 |
| 20 |
3.902 |
3.471 |
0.431 |
12.1% |
0.114 |
3.2% |
18% |
False |
False |
20,967 |
| 40 |
3.902 |
3.428 |
0.474 |
13.4% |
0.097 |
2.7% |
25% |
False |
False |
16,644 |
| 60 |
3.902 |
3.355 |
0.547 |
15.4% |
0.098 |
2.8% |
35% |
False |
False |
14,348 |
| 80 |
3.902 |
3.306 |
0.596 |
16.8% |
0.100 |
2.8% |
41% |
False |
False |
12,555 |
| 100 |
3.902 |
3.306 |
0.596 |
16.8% |
0.100 |
2.8% |
41% |
False |
False |
11,170 |
| 120 |
4.005 |
3.306 |
0.699 |
19.7% |
0.102 |
2.9% |
35% |
False |
False |
10,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.179 |
|
2.618 |
3.978 |
|
1.618 |
3.855 |
|
1.000 |
3.779 |
|
0.618 |
3.732 |
|
HIGH |
3.656 |
|
0.618 |
3.609 |
|
0.500 |
3.595 |
|
0.382 |
3.580 |
|
LOW |
3.533 |
|
0.618 |
3.457 |
|
1.000 |
3.410 |
|
1.618 |
3.334 |
|
2.618 |
3.211 |
|
4.250 |
3.010 |
|
|
| Fisher Pivots for day following 01-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.595 |
3.579 |
| PP |
3.579 |
3.568 |
| S1 |
3.564 |
3.558 |
|