NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 22-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2023 |
22-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
3.887 |
3.912 |
0.025 |
0.6% |
4.019 |
| High |
3.965 |
3.930 |
-0.035 |
-0.9% |
4.090 |
| Low |
3.879 |
3.847 |
-0.032 |
-0.8% |
3.883 |
| Close |
3.929 |
3.859 |
-0.070 |
-1.8% |
3.898 |
| Range |
0.086 |
0.083 |
-0.003 |
-3.5% |
0.207 |
| ATR |
0.087 |
0.087 |
0.000 |
-0.3% |
0.000 |
| Volume |
14,001 |
22,598 |
8,597 |
61.4% |
93,339 |
|
| Daily Pivots for day following 22-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.128 |
4.076 |
3.905 |
|
| R3 |
4.045 |
3.993 |
3.882 |
|
| R2 |
3.962 |
3.962 |
3.874 |
|
| R1 |
3.910 |
3.910 |
3.867 |
3.895 |
| PP |
3.879 |
3.879 |
3.879 |
3.871 |
| S1 |
3.827 |
3.827 |
3.851 |
3.812 |
| S2 |
3.796 |
3.796 |
3.844 |
|
| S3 |
3.713 |
3.744 |
3.836 |
|
| S4 |
3.630 |
3.661 |
3.813 |
|
|
| Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.578 |
4.445 |
4.012 |
|
| R3 |
4.371 |
4.238 |
3.955 |
|
| R2 |
4.164 |
4.164 |
3.936 |
|
| R1 |
4.031 |
4.031 |
3.917 |
3.994 |
| PP |
3.957 |
3.957 |
3.957 |
3.939 |
| S1 |
3.824 |
3.824 |
3.879 |
3.787 |
| S2 |
3.750 |
3.750 |
3.860 |
|
| S3 |
3.543 |
3.617 |
3.841 |
|
| S4 |
3.336 |
3.410 |
3.784 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.989 |
3.847 |
0.142 |
3.7% |
0.071 |
1.9% |
8% |
False |
True |
16,318 |
| 10 |
4.090 |
3.847 |
0.243 |
6.3% |
0.093 |
2.4% |
5% |
False |
True |
23,459 |
| 20 |
4.090 |
3.655 |
0.435 |
11.3% |
0.089 |
2.3% |
47% |
False |
False |
20,892 |
| 40 |
4.090 |
3.655 |
0.435 |
11.3% |
0.084 |
2.2% |
47% |
False |
False |
18,172 |
| 60 |
4.090 |
3.570 |
0.520 |
13.5% |
0.087 |
2.2% |
56% |
False |
False |
17,922 |
| 80 |
4.090 |
3.570 |
0.520 |
13.5% |
0.090 |
2.3% |
56% |
False |
False |
16,957 |
| 100 |
4.090 |
3.570 |
0.520 |
13.5% |
0.093 |
2.4% |
56% |
False |
False |
15,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.283 |
|
2.618 |
4.147 |
|
1.618 |
4.064 |
|
1.000 |
4.013 |
|
0.618 |
3.981 |
|
HIGH |
3.930 |
|
0.618 |
3.898 |
|
0.500 |
3.889 |
|
0.382 |
3.879 |
|
LOW |
3.847 |
|
0.618 |
3.796 |
|
1.000 |
3.764 |
|
1.618 |
3.713 |
|
2.618 |
3.630 |
|
4.250 |
3.494 |
|
|
| Fisher Pivots for day following 22-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.889 |
3.909 |
| PP |
3.879 |
3.892 |
| S1 |
3.869 |
3.876 |
|