NYMEX Natural Gas Future January 2024
| 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 |
4.019 |
4.054 |
0.035 |
0.9% |
3.737 |
| High |
4.059 |
4.090 |
0.031 |
0.8% |
4.054 |
| Low |
4.006 |
3.965 |
-0.041 |
-1.0% |
3.735 |
| Close |
4.041 |
3.994 |
-0.047 |
-1.2% |
4.010 |
| Range |
0.053 |
0.125 |
0.072 |
135.8% |
0.319 |
| ATR |
0.089 |
0.092 |
0.003 |
2.8% |
0.000 |
| Volume |
20,753 |
27,595 |
6,842 |
33.0% |
147,791 |
|
| Daily Pivots for day following 15-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.391 |
4.318 |
4.063 |
|
| R3 |
4.266 |
4.193 |
4.028 |
|
| R2 |
4.141 |
4.141 |
4.017 |
|
| R1 |
4.068 |
4.068 |
4.005 |
4.042 |
| PP |
4.016 |
4.016 |
4.016 |
4.004 |
| S1 |
3.943 |
3.943 |
3.983 |
3.917 |
| S2 |
3.891 |
3.891 |
3.971 |
|
| S3 |
3.766 |
3.818 |
3.960 |
|
| S4 |
3.641 |
3.693 |
3.925 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.890 |
4.769 |
4.185 |
|
| R3 |
4.571 |
4.450 |
4.098 |
|
| R2 |
4.252 |
4.252 |
4.068 |
|
| R1 |
4.131 |
4.131 |
4.039 |
4.192 |
| PP |
3.933 |
3.933 |
3.933 |
3.963 |
| S1 |
3.812 |
3.812 |
3.981 |
3.873 |
| S2 |
3.614 |
3.614 |
3.952 |
|
| S3 |
3.295 |
3.493 |
3.922 |
|
| S4 |
2.976 |
3.174 |
3.835 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.090 |
3.867 |
0.223 |
5.6% |
0.114 |
2.9% |
57% |
True |
False |
30,601 |
| 10 |
4.090 |
3.655 |
0.435 |
10.9% |
0.098 |
2.5% |
78% |
True |
False |
24,922 |
| 20 |
4.090 |
3.655 |
0.435 |
10.9% |
0.087 |
2.2% |
78% |
True |
False |
21,011 |
| 40 |
4.090 |
3.655 |
0.435 |
10.9% |
0.087 |
2.2% |
78% |
True |
False |
18,301 |
| 60 |
4.090 |
3.570 |
0.520 |
13.0% |
0.089 |
2.2% |
82% |
True |
False |
17,614 |
| 80 |
4.090 |
3.570 |
0.520 |
13.0% |
0.091 |
2.3% |
82% |
True |
False |
16,452 |
| 100 |
4.090 |
3.570 |
0.520 |
13.0% |
0.094 |
2.4% |
82% |
True |
False |
15,287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.621 |
|
2.618 |
4.417 |
|
1.618 |
4.292 |
|
1.000 |
4.215 |
|
0.618 |
4.167 |
|
HIGH |
4.090 |
|
0.618 |
4.042 |
|
0.500 |
4.028 |
|
0.382 |
4.013 |
|
LOW |
3.965 |
|
0.618 |
3.888 |
|
1.000 |
3.840 |
|
1.618 |
3.763 |
|
2.618 |
3.638 |
|
4.250 |
3.434 |
|
|
| Fisher Pivots for day following 15-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
4.028 |
4.012 |
| PP |
4.016 |
4.006 |
| S1 |
4.005 |
4.000 |
|