NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 28-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2023 |
28-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
3.797 |
3.940 |
0.143 |
3.8% |
3.887 |
| High |
3.898 |
3.974 |
0.076 |
1.9% |
3.965 |
| Low |
3.776 |
3.809 |
0.033 |
0.9% |
3.722 |
| Close |
3.876 |
3.824 |
-0.052 |
-1.3% |
3.876 |
| Range |
0.122 |
0.165 |
0.043 |
35.2% |
0.243 |
| ATR |
0.092 |
0.097 |
0.005 |
5.7% |
0.000 |
| Volume |
16,518 |
26,699 |
10,181 |
61.6% |
99,409 |
|
| Daily Pivots for day following 28-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.364 |
4.259 |
3.915 |
|
| R3 |
4.199 |
4.094 |
3.869 |
|
| R2 |
4.034 |
4.034 |
3.854 |
|
| R1 |
3.929 |
3.929 |
3.839 |
3.899 |
| PP |
3.869 |
3.869 |
3.869 |
3.854 |
| S1 |
3.764 |
3.764 |
3.809 |
3.734 |
| S2 |
3.704 |
3.704 |
3.794 |
|
| S3 |
3.539 |
3.599 |
3.779 |
|
| S4 |
3.374 |
3.434 |
3.733 |
|
|
| Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.583 |
4.473 |
4.010 |
|
| R3 |
4.340 |
4.230 |
3.943 |
|
| R2 |
4.097 |
4.097 |
3.921 |
|
| R1 |
3.987 |
3.987 |
3.898 |
3.921 |
| PP |
3.854 |
3.854 |
3.854 |
3.821 |
| S1 |
3.744 |
3.744 |
3.854 |
3.678 |
| S2 |
3.611 |
3.611 |
3.831 |
|
| S3 |
3.368 |
3.501 |
3.809 |
|
| S4 |
3.125 |
3.258 |
3.742 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.974 |
3.722 |
0.252 |
6.6% |
0.116 |
3.0% |
40% |
True |
False |
22,421 |
| 10 |
4.090 |
3.722 |
0.368 |
9.6% |
0.098 |
2.6% |
28% |
False |
False |
19,869 |
| 20 |
4.090 |
3.655 |
0.435 |
11.4% |
0.097 |
2.5% |
39% |
False |
False |
22,095 |
| 40 |
4.090 |
3.655 |
0.435 |
11.4% |
0.086 |
2.2% |
39% |
False |
False |
18,871 |
| 60 |
4.090 |
3.607 |
0.483 |
12.6% |
0.088 |
2.3% |
45% |
False |
False |
18,213 |
| 80 |
4.090 |
3.570 |
0.520 |
13.6% |
0.091 |
2.4% |
49% |
False |
False |
17,458 |
| 100 |
4.090 |
3.570 |
0.520 |
13.6% |
0.094 |
2.5% |
49% |
False |
False |
16,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.675 |
|
2.618 |
4.406 |
|
1.618 |
4.241 |
|
1.000 |
4.139 |
|
0.618 |
4.076 |
|
HIGH |
3.974 |
|
0.618 |
3.911 |
|
0.500 |
3.892 |
|
0.382 |
3.872 |
|
LOW |
3.809 |
|
0.618 |
3.707 |
|
1.000 |
3.644 |
|
1.618 |
3.542 |
|
2.618 |
3.377 |
|
4.250 |
3.108 |
|
|
| Fisher Pivots for day following 28-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.892 |
3.848 |
| PP |
3.869 |
3.840 |
| S1 |
3.847 |
3.832 |
|