NYMEX Natural Gas Future October 2023
| Trading Metrics calculated at close of trading on 05-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2023 |
05-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
2.765 |
2.700 |
-0.065 |
-2.4% |
2.740 |
| High |
2.860 |
2.708 |
-0.152 |
-5.3% |
2.865 |
| Low |
2.735 |
2.566 |
-0.169 |
-6.2% |
2.622 |
| Close |
2.765 |
2.582 |
-0.183 |
-6.6% |
2.765 |
| Range |
0.125 |
0.142 |
0.017 |
13.6% |
0.243 |
| ATR |
0.127 |
0.132 |
0.005 |
4.0% |
0.000 |
| Volume |
127,248 |
178,329 |
51,081 |
40.1% |
784,548 |
|
| Daily Pivots for day following 05-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.045 |
2.955 |
2.660 |
|
| R3 |
2.903 |
2.813 |
2.621 |
|
| R2 |
2.761 |
2.761 |
2.608 |
|
| R1 |
2.671 |
2.671 |
2.595 |
2.645 |
| PP |
2.619 |
2.619 |
2.619 |
2.606 |
| S1 |
2.529 |
2.529 |
2.569 |
2.503 |
| S2 |
2.477 |
2.477 |
2.556 |
|
| S3 |
2.335 |
2.387 |
2.543 |
|
| S4 |
2.193 |
2.245 |
2.504 |
|
|
| Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.480 |
3.365 |
2.899 |
|
| R3 |
3.237 |
3.122 |
2.832 |
|
| R2 |
2.994 |
2.994 |
2.810 |
|
| R1 |
2.879 |
2.879 |
2.787 |
2.937 |
| PP |
2.751 |
2.751 |
2.751 |
2.779 |
| S1 |
2.636 |
2.636 |
2.743 |
2.694 |
| S2 |
2.508 |
2.508 |
2.720 |
|
| S3 |
2.265 |
2.393 |
2.698 |
|
| S4 |
2.022 |
2.150 |
2.631 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.865 |
2.566 |
0.299 |
11.6% |
0.133 |
5.2% |
5% |
False |
True |
154,769 |
| 10 |
2.865 |
2.529 |
0.336 |
13.0% |
0.130 |
5.0% |
16% |
False |
False |
143,135 |
| 20 |
3.096 |
2.529 |
0.567 |
22.0% |
0.133 |
5.2% |
9% |
False |
False |
117,293 |
| 40 |
3.096 |
2.529 |
0.567 |
22.0% |
0.120 |
4.7% |
9% |
False |
False |
82,168 |
| 60 |
3.096 |
2.423 |
0.673 |
26.1% |
0.123 |
4.8% |
24% |
False |
False |
67,317 |
| 80 |
3.096 |
2.377 |
0.719 |
27.8% |
0.123 |
4.8% |
29% |
False |
False |
58,814 |
| 100 |
3.096 |
2.377 |
0.719 |
27.8% |
0.120 |
4.7% |
29% |
False |
False |
51,948 |
| 120 |
3.207 |
2.377 |
0.830 |
32.1% |
0.123 |
4.8% |
25% |
False |
False |
47,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.312 |
|
2.618 |
3.080 |
|
1.618 |
2.938 |
|
1.000 |
2.850 |
|
0.618 |
2.796 |
|
HIGH |
2.708 |
|
0.618 |
2.654 |
|
0.500 |
2.637 |
|
0.382 |
2.620 |
|
LOW |
2.566 |
|
0.618 |
2.478 |
|
1.000 |
2.424 |
|
1.618 |
2.336 |
|
2.618 |
2.194 |
|
4.250 |
1.963 |
|
|
| Fisher Pivots for day following 05-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.637 |
2.716 |
| PP |
2.619 |
2.671 |
| S1 |
2.600 |
2.627 |
|