NYMEX Natural Gas Future September 2023
| Trading Metrics calculated at close of trading on 15-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2022 |
15-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
5.074 |
5.182 |
0.108 |
2.1% |
4.850 |
| High |
5.251 |
5.359 |
0.108 |
2.1% |
5.251 |
| Low |
5.051 |
5.127 |
0.076 |
1.5% |
4.725 |
| Close |
5.141 |
5.313 |
0.172 |
3.3% |
5.141 |
| Range |
0.200 |
0.232 |
0.032 |
16.0% |
0.526 |
| ATR |
0.181 |
0.184 |
0.004 |
2.0% |
0.000 |
| Volume |
1,491 |
1,631 |
140 |
9.4% |
9,404 |
|
| Daily Pivots for day following 15-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.962 |
5.870 |
5.441 |
|
| R3 |
5.730 |
5.638 |
5.377 |
|
| R2 |
5.498 |
5.498 |
5.356 |
|
| R1 |
5.406 |
5.406 |
5.334 |
5.452 |
| PP |
5.266 |
5.266 |
5.266 |
5.290 |
| S1 |
5.174 |
5.174 |
5.292 |
5.220 |
| S2 |
5.034 |
5.034 |
5.270 |
|
| S3 |
4.802 |
4.942 |
5.249 |
|
| S4 |
4.570 |
4.710 |
5.185 |
|
|
| Weekly Pivots for week ending 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.617 |
6.405 |
5.430 |
|
| R3 |
6.091 |
5.879 |
5.286 |
|
| R2 |
5.565 |
5.565 |
5.237 |
|
| R1 |
5.353 |
5.353 |
5.189 |
5.459 |
| PP |
5.039 |
5.039 |
5.039 |
5.092 |
| S1 |
4.827 |
4.827 |
5.093 |
4.933 |
| S2 |
4.513 |
4.513 |
5.045 |
|
| S3 |
3.987 |
4.301 |
4.996 |
|
| S4 |
3.461 |
3.775 |
4.852 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.359 |
4.780 |
0.579 |
10.9% |
0.184 |
3.5% |
92% |
True |
False |
1,703 |
| 10 |
5.359 |
4.692 |
0.667 |
12.6% |
0.167 |
3.1% |
93% |
True |
False |
1,975 |
| 20 |
5.359 |
4.692 |
0.667 |
12.6% |
0.170 |
3.2% |
93% |
True |
False |
2,053 |
| 40 |
5.433 |
4.206 |
1.227 |
23.1% |
0.177 |
3.3% |
90% |
False |
False |
1,883 |
| 60 |
6.005 |
4.206 |
1.799 |
33.9% |
0.190 |
3.6% |
62% |
False |
False |
2,003 |
| 80 |
6.005 |
3.988 |
2.017 |
38.0% |
0.188 |
3.5% |
66% |
False |
False |
1,908 |
| 100 |
6.005 |
3.740 |
2.265 |
42.6% |
0.171 |
3.2% |
69% |
False |
False |
1,754 |
| 120 |
6.005 |
3.408 |
2.597 |
48.9% |
0.153 |
2.9% |
73% |
False |
False |
1,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.345 |
|
2.618 |
5.966 |
|
1.618 |
5.734 |
|
1.000 |
5.591 |
|
0.618 |
5.502 |
|
HIGH |
5.359 |
|
0.618 |
5.270 |
|
0.500 |
5.243 |
|
0.382 |
5.216 |
|
LOW |
5.127 |
|
0.618 |
4.984 |
|
1.000 |
4.895 |
|
1.618 |
4.752 |
|
2.618 |
4.520 |
|
4.250 |
4.141 |
|
|
| Fisher Pivots for day following 15-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
5.290 |
5.261 |
| PP |
5.266 |
5.209 |
| S1 |
5.243 |
5.157 |
|