NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 04-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2023 |
04-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
3.670 |
3.710 |
0.040 |
1.1% |
3.798 |
| High |
3.724 |
3.752 |
0.028 |
0.8% |
3.815 |
| Low |
3.656 |
3.688 |
0.032 |
0.9% |
3.655 |
| Close |
3.719 |
3.737 |
0.018 |
0.5% |
3.737 |
| Range |
0.068 |
0.064 |
-0.004 |
-5.9% |
0.160 |
| ATR |
0.082 |
0.081 |
-0.001 |
-1.6% |
0.000 |
| Volume |
17,403 |
13,535 |
-3,868 |
-22.2% |
92,507 |
|
| Daily Pivots for day following 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.918 |
3.891 |
3.772 |
|
| R3 |
3.854 |
3.827 |
3.755 |
|
| R2 |
3.790 |
3.790 |
3.749 |
|
| R1 |
3.763 |
3.763 |
3.743 |
3.777 |
| PP |
3.726 |
3.726 |
3.726 |
3.732 |
| S1 |
3.699 |
3.699 |
3.731 |
3.713 |
| S2 |
3.662 |
3.662 |
3.725 |
|
| S3 |
3.598 |
3.635 |
3.719 |
|
| S4 |
3.534 |
3.571 |
3.702 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.216 |
4.136 |
3.825 |
|
| R3 |
4.056 |
3.976 |
3.781 |
|
| R2 |
3.896 |
3.896 |
3.766 |
|
| R1 |
3.816 |
3.816 |
3.752 |
3.776 |
| PP |
3.736 |
3.736 |
3.736 |
3.716 |
| S1 |
3.656 |
3.656 |
3.722 |
3.616 |
| S2 |
3.576 |
3.576 |
3.708 |
|
| S3 |
3.416 |
3.496 |
3.693 |
|
| S4 |
3.256 |
3.336 |
3.649 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.815 |
3.655 |
0.160 |
4.3% |
0.074 |
2.0% |
51% |
False |
False |
18,501 |
| 10 |
3.895 |
3.655 |
0.240 |
6.4% |
0.078 |
2.1% |
34% |
False |
False |
17,241 |
| 20 |
3.895 |
3.655 |
0.240 |
6.4% |
0.073 |
2.0% |
34% |
False |
False |
17,063 |
| 40 |
3.906 |
3.621 |
0.285 |
7.6% |
0.083 |
2.2% |
41% |
False |
False |
16,596 |
| 60 |
4.021 |
3.570 |
0.451 |
12.1% |
0.090 |
2.4% |
37% |
False |
False |
16,329 |
| 80 |
4.021 |
3.570 |
0.451 |
12.1% |
0.092 |
2.5% |
37% |
False |
False |
15,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.024 |
|
2.618 |
3.920 |
|
1.618 |
3.856 |
|
1.000 |
3.816 |
|
0.618 |
3.792 |
|
HIGH |
3.752 |
|
0.618 |
3.728 |
|
0.500 |
3.720 |
|
0.382 |
3.712 |
|
LOW |
3.688 |
|
0.618 |
3.648 |
|
1.000 |
3.624 |
|
1.618 |
3.584 |
|
2.618 |
3.520 |
|
4.250 |
3.416 |
|
|
| Fisher Pivots for day following 04-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.731 |
3.726 |
| PP |
3.726 |
3.715 |
| S1 |
3.720 |
3.704 |
|