NYMEX Natural Gas Future September 2023
| Trading Metrics calculated at close of trading on 01-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2023 |
01-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
2.659 |
2.644 |
-0.015 |
-0.6% |
2.713 |
| High |
2.693 |
2.675 |
-0.018 |
-0.7% |
2.771 |
| Low |
2.605 |
2.531 |
-0.074 |
-2.8% |
2.551 |
| Close |
2.634 |
2.560 |
-0.074 |
-2.8% |
2.638 |
| Range |
0.088 |
0.144 |
0.056 |
63.6% |
0.220 |
| ATR |
0.119 |
0.121 |
0.002 |
1.5% |
0.000 |
| Volume |
97,877 |
135,522 |
37,645 |
38.5% |
697,773 |
|
| Daily Pivots for day following 01-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.021 |
2.934 |
2.639 |
|
| R3 |
2.877 |
2.790 |
2.600 |
|
| R2 |
2.733 |
2.733 |
2.586 |
|
| R1 |
2.646 |
2.646 |
2.573 |
2.618 |
| PP |
2.589 |
2.589 |
2.589 |
2.574 |
| S1 |
2.502 |
2.502 |
2.547 |
2.474 |
| S2 |
2.445 |
2.445 |
2.534 |
|
| S3 |
2.301 |
2.358 |
2.520 |
|
| S4 |
2.157 |
2.214 |
2.481 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.313 |
3.196 |
2.759 |
|
| R3 |
3.093 |
2.976 |
2.699 |
|
| R2 |
2.873 |
2.873 |
2.678 |
|
| R1 |
2.756 |
2.756 |
2.658 |
2.705 |
| PP |
2.653 |
2.653 |
2.653 |
2.628 |
| S1 |
2.536 |
2.536 |
2.618 |
2.485 |
| S2 |
2.433 |
2.433 |
2.598 |
|
| S3 |
2.213 |
2.316 |
2.578 |
|
| S4 |
1.993 |
2.096 |
2.517 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.759 |
2.531 |
0.228 |
8.9% |
0.120 |
4.7% |
13% |
False |
True |
135,146 |
| 10 |
2.771 |
2.531 |
0.240 |
9.4% |
0.111 |
4.3% |
12% |
False |
True |
126,324 |
| 20 |
2.780 |
2.477 |
0.303 |
11.8% |
0.113 |
4.4% |
27% |
False |
False |
105,127 |
| 40 |
2.911 |
2.292 |
0.619 |
24.2% |
0.124 |
4.8% |
43% |
False |
False |
87,867 |
| 60 |
2.911 |
2.249 |
0.662 |
25.9% |
0.125 |
4.9% |
47% |
False |
False |
70,377 |
| 80 |
2.911 |
2.249 |
0.662 |
25.9% |
0.124 |
4.8% |
47% |
False |
False |
58,312 |
| 100 |
3.227 |
2.249 |
0.978 |
38.2% |
0.126 |
4.9% |
32% |
False |
False |
49,471 |
| 120 |
3.494 |
2.249 |
1.245 |
48.6% |
0.133 |
5.2% |
25% |
False |
False |
43,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.287 |
|
2.618 |
3.052 |
|
1.618 |
2.908 |
|
1.000 |
2.819 |
|
0.618 |
2.764 |
|
HIGH |
2.675 |
|
0.618 |
2.620 |
|
0.500 |
2.603 |
|
0.382 |
2.586 |
|
LOW |
2.531 |
|
0.618 |
2.442 |
|
1.000 |
2.387 |
|
1.618 |
2.298 |
|
2.618 |
2.154 |
|
4.250 |
1.919 |
|
|
| Fisher Pivots for day following 01-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.603 |
2.612 |
| PP |
2.589 |
2.595 |
| S1 |
2.574 |
2.577 |
|