NYMEX Natural Gas Future October 2023
| Trading Metrics calculated at close of trading on 07-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2023 |
07-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
2.584 |
2.516 |
-0.068 |
-2.6% |
2.740 |
| High |
2.614 |
2.614 |
0.000 |
0.0% |
2.865 |
| Low |
2.503 |
2.500 |
-0.003 |
-0.1% |
2.622 |
| Close |
2.510 |
2.579 |
0.069 |
2.7% |
2.765 |
| Range |
0.111 |
0.114 |
0.003 |
2.7% |
0.243 |
| ATR |
0.131 |
0.130 |
-0.001 |
-0.9% |
0.000 |
| Volume |
116,663 |
140,334 |
23,671 |
20.3% |
784,548 |
|
| Daily Pivots for day following 07-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.906 |
2.857 |
2.642 |
|
| R3 |
2.792 |
2.743 |
2.610 |
|
| R2 |
2.678 |
2.678 |
2.600 |
|
| R1 |
2.629 |
2.629 |
2.589 |
2.654 |
| PP |
2.564 |
2.564 |
2.564 |
2.577 |
| S1 |
2.515 |
2.515 |
2.569 |
2.540 |
| S2 |
2.450 |
2.450 |
2.558 |
|
| S3 |
2.336 |
2.401 |
2.548 |
|
| S4 |
2.222 |
2.287 |
2.516 |
|
|
| 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 |
2.500 |
0.365 |
14.2% |
0.130 |
5.0% |
22% |
False |
True |
147,718 |
| 10 |
2.865 |
2.500 |
0.365 |
14.2% |
0.131 |
5.1% |
22% |
False |
True |
147,347 |
| 20 |
3.089 |
2.500 |
0.589 |
22.8% |
0.127 |
4.9% |
13% |
False |
True |
119,512 |
| 40 |
3.096 |
2.500 |
0.596 |
23.1% |
0.120 |
4.7% |
13% |
False |
True |
86,433 |
| 60 |
3.096 |
2.491 |
0.605 |
23.5% |
0.123 |
4.8% |
15% |
False |
False |
70,774 |
| 80 |
3.096 |
2.377 |
0.719 |
27.9% |
0.122 |
4.7% |
28% |
False |
False |
61,248 |
| 100 |
3.096 |
2.377 |
0.719 |
27.9% |
0.120 |
4.7% |
28% |
False |
False |
54,127 |
| 120 |
3.106 |
2.377 |
0.729 |
28.3% |
0.122 |
4.7% |
28% |
False |
False |
48,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.099 |
|
2.618 |
2.912 |
|
1.618 |
2.798 |
|
1.000 |
2.728 |
|
0.618 |
2.684 |
|
HIGH |
2.614 |
|
0.618 |
2.570 |
|
0.500 |
2.557 |
|
0.382 |
2.544 |
|
LOW |
2.500 |
|
0.618 |
2.430 |
|
1.000 |
2.386 |
|
1.618 |
2.316 |
|
2.618 |
2.202 |
|
4.250 |
2.016 |
|
|
| Fisher Pivots for day following 07-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.572 |
2.604 |
| PP |
2.564 |
2.596 |
| S1 |
2.557 |
2.587 |
|