NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 01-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2023 |
01-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
3.798 |
3.791 |
-0.007 |
-0.2% |
3.798 |
| High |
3.815 |
3.807 |
-0.008 |
-0.2% |
3.895 |
| Low |
3.762 |
3.703 |
-0.059 |
-1.6% |
3.731 |
| Close |
3.783 |
3.725 |
-0.058 |
-1.5% |
3.788 |
| Range |
0.053 |
0.104 |
0.051 |
96.2% |
0.164 |
| ATR |
0.082 |
0.083 |
0.002 |
2.0% |
0.000 |
| Volume |
17,826 |
21,599 |
3,773 |
21.2% |
79,907 |
|
| Daily Pivots for day following 01-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.057 |
3.995 |
3.782 |
|
| R3 |
3.953 |
3.891 |
3.754 |
|
| R2 |
3.849 |
3.849 |
3.744 |
|
| R1 |
3.787 |
3.787 |
3.735 |
3.766 |
| PP |
3.745 |
3.745 |
3.745 |
3.735 |
| S1 |
3.683 |
3.683 |
3.715 |
3.662 |
| S2 |
3.641 |
3.641 |
3.706 |
|
| S3 |
3.537 |
3.579 |
3.696 |
|
| S4 |
3.433 |
3.475 |
3.668 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.297 |
4.206 |
3.878 |
|
| R3 |
4.133 |
4.042 |
3.833 |
|
| R2 |
3.969 |
3.969 |
3.818 |
|
| R1 |
3.878 |
3.878 |
3.803 |
3.842 |
| PP |
3.805 |
3.805 |
3.805 |
3.786 |
| S1 |
3.714 |
3.714 |
3.773 |
3.678 |
| S2 |
3.641 |
3.641 |
3.758 |
|
| S3 |
3.477 |
3.550 |
3.743 |
|
| S4 |
3.313 |
3.386 |
3.698 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.895 |
3.703 |
0.192 |
5.2% |
0.089 |
2.4% |
11% |
False |
True |
17,406 |
| 10 |
3.895 |
3.703 |
0.192 |
5.2% |
0.077 |
2.1% |
11% |
False |
True |
17,100 |
| 20 |
3.895 |
3.682 |
0.213 |
5.7% |
0.077 |
2.1% |
20% |
False |
False |
16,225 |
| 40 |
3.906 |
3.621 |
0.285 |
7.7% |
0.084 |
2.2% |
36% |
False |
False |
16,510 |
| 60 |
4.021 |
3.570 |
0.451 |
12.1% |
0.090 |
2.4% |
34% |
False |
False |
15,999 |
| 80 |
4.021 |
3.570 |
0.451 |
12.1% |
0.094 |
2.5% |
34% |
False |
False |
14,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.249 |
|
2.618 |
4.079 |
|
1.618 |
3.975 |
|
1.000 |
3.911 |
|
0.618 |
3.871 |
|
HIGH |
3.807 |
|
0.618 |
3.767 |
|
0.500 |
3.755 |
|
0.382 |
3.743 |
|
LOW |
3.703 |
|
0.618 |
3.639 |
|
1.000 |
3.599 |
|
1.618 |
3.535 |
|
2.618 |
3.431 |
|
4.250 |
3.261 |
|
|
| Fisher Pivots for day following 01-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.755 |
3.766 |
| PP |
3.745 |
3.752 |
| S1 |
3.735 |
3.739 |
|