NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 16-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2023 |
16-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
4.054 |
3.977 |
-0.077 |
-1.9% |
3.737 |
| High |
4.090 |
3.989 |
-0.101 |
-2.5% |
4.054 |
| Low |
3.965 |
3.927 |
-0.038 |
-1.0% |
3.735 |
| Close |
3.994 |
3.932 |
-0.062 |
-1.6% |
4.010 |
| Range |
0.125 |
0.062 |
-0.063 |
-50.4% |
0.319 |
| ATR |
0.092 |
0.090 |
-0.002 |
-1.9% |
0.000 |
| Volume |
27,595 |
19,428 |
-8,167 |
-29.6% |
147,791 |
|
| Daily Pivots for day following 16-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.135 |
4.096 |
3.966 |
|
| R3 |
4.073 |
4.034 |
3.949 |
|
| R2 |
4.011 |
4.011 |
3.943 |
|
| R1 |
3.972 |
3.972 |
3.938 |
3.961 |
| PP |
3.949 |
3.949 |
3.949 |
3.944 |
| S1 |
3.910 |
3.910 |
3.926 |
3.899 |
| S2 |
3.887 |
3.887 |
3.921 |
|
| S3 |
3.825 |
3.848 |
3.915 |
|
| S4 |
3.763 |
3.786 |
3.898 |
|
|
| 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 |
3.927 |
0.163 |
4.1% |
0.091 |
2.3% |
3% |
False |
True |
25,305 |
| 10 |
4.090 |
3.656 |
0.434 |
11.0% |
0.096 |
2.4% |
64% |
False |
False |
24,650 |
| 20 |
4.090 |
3.655 |
0.435 |
11.1% |
0.087 |
2.2% |
64% |
False |
False |
21,067 |
| 40 |
4.090 |
3.655 |
0.435 |
11.1% |
0.085 |
2.2% |
64% |
False |
False |
18,289 |
| 60 |
4.090 |
3.570 |
0.520 |
13.2% |
0.088 |
2.2% |
70% |
False |
False |
17,661 |
| 80 |
4.090 |
3.570 |
0.520 |
13.2% |
0.091 |
2.3% |
70% |
False |
False |
16,623 |
| 100 |
4.090 |
3.570 |
0.520 |
13.2% |
0.094 |
2.4% |
70% |
False |
False |
15,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.253 |
|
2.618 |
4.151 |
|
1.618 |
4.089 |
|
1.000 |
4.051 |
|
0.618 |
4.027 |
|
HIGH |
3.989 |
|
0.618 |
3.965 |
|
0.500 |
3.958 |
|
0.382 |
3.951 |
|
LOW |
3.927 |
|
0.618 |
3.889 |
|
1.000 |
3.865 |
|
1.618 |
3.827 |
|
2.618 |
3.765 |
|
4.250 |
3.664 |
|
|
| Fisher Pivots for day following 16-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.958 |
4.009 |
| PP |
3.949 |
3.983 |
| S1 |
3.941 |
3.958 |
|