NYMEX Natural Gas Future September 2023
| Trading Metrics calculated at close of trading on 18-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2023 |
18-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
2.605 |
2.623 |
0.018 |
0.7% |
2.776 |
| High |
2.670 |
2.636 |
-0.034 |
-1.3% |
2.863 |
| Low |
2.575 |
2.524 |
-0.051 |
-2.0% |
2.524 |
| Close |
2.621 |
2.551 |
-0.070 |
-2.7% |
2.551 |
| Range |
0.095 |
0.112 |
0.017 |
17.9% |
0.339 |
| ATR |
0.135 |
0.133 |
-0.002 |
-1.2% |
0.000 |
| Volume |
119,544 |
128,027 |
8,483 |
7.1% |
642,475 |
|
| Daily Pivots for day following 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.906 |
2.841 |
2.613 |
|
| R3 |
2.794 |
2.729 |
2.582 |
|
| R2 |
2.682 |
2.682 |
2.572 |
|
| R1 |
2.617 |
2.617 |
2.561 |
2.594 |
| PP |
2.570 |
2.570 |
2.570 |
2.559 |
| S1 |
2.505 |
2.505 |
2.541 |
2.482 |
| S2 |
2.458 |
2.458 |
2.530 |
|
| S3 |
2.346 |
2.393 |
2.520 |
|
| S4 |
2.234 |
2.281 |
2.489 |
|
|
| Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.663 |
3.446 |
2.737 |
|
| R3 |
3.324 |
3.107 |
2.644 |
|
| R2 |
2.985 |
2.985 |
2.613 |
|
| R1 |
2.768 |
2.768 |
2.582 |
2.707 |
| PP |
2.646 |
2.646 |
2.646 |
2.616 |
| S1 |
2.429 |
2.429 |
2.520 |
2.368 |
| S2 |
2.307 |
2.307 |
2.489 |
|
| S3 |
1.968 |
2.090 |
2.458 |
|
| S4 |
1.629 |
1.751 |
2.365 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.863 |
2.524 |
0.339 |
13.3% |
0.121 |
4.8% |
8% |
False |
True |
128,495 |
| 10 |
3.018 |
2.524 |
0.494 |
19.4% |
0.153 |
6.0% |
5% |
False |
True |
176,489 |
| 20 |
3.018 |
2.457 |
0.561 |
22.0% |
0.133 |
5.2% |
17% |
False |
False |
154,342 |
| 40 |
3.018 |
2.457 |
0.561 |
22.0% |
0.129 |
5.1% |
17% |
False |
False |
118,221 |
| 60 |
3.018 |
2.249 |
0.769 |
30.1% |
0.128 |
5.0% |
39% |
False |
False |
99,108 |
| 80 |
3.018 |
2.249 |
0.769 |
30.1% |
0.127 |
5.0% |
39% |
False |
False |
81,936 |
| 100 |
3.018 |
2.249 |
0.769 |
30.1% |
0.125 |
4.9% |
39% |
False |
False |
69,312 |
| 120 |
3.494 |
2.249 |
1.245 |
48.8% |
0.131 |
5.1% |
24% |
False |
False |
60,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.112 |
|
2.618 |
2.929 |
|
1.618 |
2.817 |
|
1.000 |
2.748 |
|
0.618 |
2.705 |
|
HIGH |
2.636 |
|
0.618 |
2.593 |
|
0.500 |
2.580 |
|
0.382 |
2.567 |
|
LOW |
2.524 |
|
0.618 |
2.455 |
|
1.000 |
2.412 |
|
1.618 |
2.343 |
|
2.618 |
2.231 |
|
4.250 |
2.048 |
|
|
| Fisher Pivots for day following 18-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.580 |
2.599 |
| PP |
2.570 |
2.583 |
| S1 |
2.561 |
2.567 |
|