NYMEX Natural Gas Future September 2024
| Trading Metrics calculated at close of trading on 27-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2024 |
27-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2.004 |
1.956 |
-0.048 |
-2.4% |
2.125 |
| High |
2.022 |
1.974 |
-0.048 |
-2.4% |
2.278 |
| Low |
1.944 |
1.875 |
-0.069 |
-3.5% |
2.005 |
| Close |
1.956 |
1.904 |
-0.052 |
-2.7% |
2.022 |
| Range |
0.078 |
0.099 |
0.021 |
26.9% |
0.273 |
| ATR |
0.114 |
0.113 |
-0.001 |
-0.9% |
0.000 |
| Volume |
50,432 |
68,871 |
18,439 |
36.6% |
649,954 |
|
| Daily Pivots for day following 27-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.215 |
2.158 |
1.958 |
|
| R3 |
2.116 |
2.059 |
1.931 |
|
| R2 |
2.017 |
2.017 |
1.922 |
|
| R1 |
1.960 |
1.960 |
1.913 |
1.939 |
| PP |
1.918 |
1.918 |
1.918 |
1.907 |
| S1 |
1.861 |
1.861 |
1.895 |
1.840 |
| S2 |
1.819 |
1.819 |
1.886 |
|
| S3 |
1.720 |
1.762 |
1.877 |
|
| S4 |
1.621 |
1.663 |
1.850 |
|
|
| Weekly Pivots for week ending 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.921 |
2.744 |
2.172 |
|
| R3 |
2.648 |
2.471 |
2.097 |
|
| R2 |
2.375 |
2.375 |
2.072 |
|
| R1 |
2.198 |
2.198 |
2.047 |
2.150 |
| PP |
2.102 |
2.102 |
2.102 |
2.078 |
| S1 |
1.925 |
1.925 |
1.997 |
1.877 |
| S2 |
1.829 |
1.829 |
1.972 |
|
| S3 |
1.556 |
1.652 |
1.947 |
|
| S4 |
1.283 |
1.379 |
1.872 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.228 |
1.875 |
0.353 |
18.5% |
0.102 |
5.4% |
8% |
False |
True |
92,046 |
| 10 |
2.301 |
1.875 |
0.426 |
22.4% |
0.112 |
5.9% |
7% |
False |
True |
126,542 |
| 20 |
2.301 |
1.875 |
0.426 |
22.4% |
0.114 |
6.0% |
7% |
False |
True |
157,207 |
| 40 |
2.503 |
1.875 |
0.628 |
33.0% |
0.109 |
5.7% |
5% |
False |
True |
142,508 |
| 60 |
3.193 |
1.875 |
1.318 |
69.2% |
0.121 |
6.4% |
2% |
False |
True |
119,428 |
| 80 |
3.193 |
1.875 |
1.318 |
69.2% |
0.121 |
6.4% |
2% |
False |
True |
101,871 |
| 100 |
3.193 |
1.875 |
1.318 |
69.2% |
0.112 |
5.9% |
2% |
False |
True |
86,508 |
| 120 |
3.193 |
1.875 |
1.318 |
69.2% |
0.105 |
5.5% |
2% |
False |
True |
75,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.395 |
|
2.618 |
2.233 |
|
1.618 |
2.134 |
|
1.000 |
2.073 |
|
0.618 |
2.035 |
|
HIGH |
1.974 |
|
0.618 |
1.936 |
|
0.500 |
1.925 |
|
0.382 |
1.913 |
|
LOW |
1.875 |
|
0.618 |
1.814 |
|
1.000 |
1.776 |
|
1.618 |
1.715 |
|
2.618 |
1.616 |
|
4.250 |
1.454 |
|
|
| Fisher Pivots for day following 27-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.925 |
1.975 |
| PP |
1.918 |
1.951 |
| S1 |
1.911 |
1.928 |
|