NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 31-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2023 |
31-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
3.758 |
3.844 |
0.086 |
2.3% |
3.887 |
| High |
3.856 |
3.896 |
0.040 |
1.0% |
3.965 |
| Low |
3.706 |
3.783 |
0.077 |
2.1% |
3.722 |
| Close |
3.831 |
3.835 |
0.004 |
0.1% |
3.876 |
| Range |
0.150 |
0.113 |
-0.037 |
-24.7% |
0.243 |
| ATR |
0.102 |
0.103 |
0.001 |
0.8% |
0.000 |
| Volume |
31,514 |
28,871 |
-2,643 |
-8.4% |
99,409 |
|
| Daily Pivots for day following 31-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.177 |
4.119 |
3.897 |
|
| R3 |
4.064 |
4.006 |
3.866 |
|
| R2 |
3.951 |
3.951 |
3.856 |
|
| R1 |
3.893 |
3.893 |
3.845 |
3.866 |
| PP |
3.838 |
3.838 |
3.838 |
3.824 |
| S1 |
3.780 |
3.780 |
3.825 |
3.753 |
| S2 |
3.725 |
3.725 |
3.814 |
|
| S3 |
3.612 |
3.667 |
3.804 |
|
| S4 |
3.499 |
3.554 |
3.773 |
|
|
| 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 |
3.706 |
0.268 |
7.0% |
0.134 |
3.5% |
48% |
False |
False |
28,790 |
| 10 |
3.974 |
3.706 |
0.268 |
7.0% |
0.113 |
3.0% |
48% |
False |
False |
24,183 |
| 20 |
4.090 |
3.688 |
0.402 |
10.5% |
0.103 |
2.7% |
37% |
False |
False |
24,075 |
| 40 |
4.090 |
3.655 |
0.435 |
11.3% |
0.089 |
2.3% |
41% |
False |
False |
20,554 |
| 60 |
4.090 |
3.621 |
0.469 |
12.2% |
0.090 |
2.3% |
46% |
False |
False |
19,206 |
| 80 |
4.090 |
3.570 |
0.520 |
13.6% |
0.093 |
2.4% |
51% |
False |
False |
18,247 |
| 100 |
4.090 |
3.570 |
0.520 |
13.6% |
0.095 |
2.5% |
51% |
False |
False |
16,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.376 |
|
2.618 |
4.192 |
|
1.618 |
4.079 |
|
1.000 |
4.009 |
|
0.618 |
3.966 |
|
HIGH |
3.896 |
|
0.618 |
3.853 |
|
0.500 |
3.840 |
|
0.382 |
3.826 |
|
LOW |
3.783 |
|
0.618 |
3.713 |
|
1.000 |
3.670 |
|
1.618 |
3.600 |
|
2.618 |
3.487 |
|
4.250 |
3.303 |
|
|
| Fisher Pivots for day following 31-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.840 |
3.824 |
| PP |
3.838 |
3.812 |
| S1 |
3.837 |
3.801 |
|