NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 11-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2023 |
11-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
4.031 |
3.965 |
-0.066 |
-1.6% |
3.737 |
| High |
4.054 |
4.029 |
-0.025 |
-0.6% |
4.054 |
| Low |
3.933 |
3.934 |
0.001 |
0.0% |
3.735 |
| Close |
3.947 |
4.010 |
0.063 |
1.6% |
4.010 |
| Range |
0.121 |
0.095 |
-0.026 |
-21.5% |
0.319 |
| ATR |
0.092 |
0.092 |
0.000 |
0.2% |
0.000 |
| Volume |
28,438 |
30,313 |
1,875 |
6.6% |
147,791 |
|
| Daily Pivots for day following 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.276 |
4.238 |
4.062 |
|
| R3 |
4.181 |
4.143 |
4.036 |
|
| R2 |
4.086 |
4.086 |
4.027 |
|
| R1 |
4.048 |
4.048 |
4.019 |
4.067 |
| PP |
3.991 |
3.991 |
3.991 |
4.001 |
| S1 |
3.953 |
3.953 |
4.001 |
3.972 |
| S2 |
3.896 |
3.896 |
3.993 |
|
| S3 |
3.801 |
3.858 |
3.984 |
|
| S4 |
3.706 |
3.763 |
3.958 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.890 |
4.769 |
4.185 |
|
| R3 |
4.571 |
4.450 |
4.098 |
|
| R2 |
4.252 |
4.252 |
4.068 |
|
| R1 |
4.131 |
4.131 |
4.039 |
4.192 |
| PP |
3.933 |
3.933 |
3.933 |
3.963 |
| S1 |
3.812 |
3.812 |
3.981 |
3.873 |
| S2 |
3.614 |
3.614 |
3.952 |
|
| S3 |
3.295 |
3.493 |
3.922 |
|
| S4 |
2.976 |
3.174 |
3.835 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.054 |
3.735 |
0.319 |
8.0% |
0.118 |
2.9% |
86% |
False |
False |
29,558 |
| 10 |
4.054 |
3.655 |
0.399 |
10.0% |
0.096 |
2.4% |
89% |
False |
False |
24,029 |
| 20 |
4.054 |
3.655 |
0.399 |
10.0% |
0.086 |
2.1% |
89% |
False |
False |
20,153 |
| 40 |
4.054 |
3.655 |
0.399 |
10.0% |
0.089 |
2.2% |
89% |
False |
False |
18,427 |
| 60 |
4.054 |
3.570 |
0.484 |
12.1% |
0.091 |
2.3% |
91% |
False |
False |
17,299 |
| 80 |
4.054 |
3.570 |
0.484 |
12.1% |
0.092 |
2.3% |
91% |
False |
False |
16,128 |
| 100 |
4.054 |
3.570 |
0.484 |
12.1% |
0.096 |
2.4% |
91% |
False |
False |
15,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.433 |
|
2.618 |
4.278 |
|
1.618 |
4.183 |
|
1.000 |
4.124 |
|
0.618 |
4.088 |
|
HIGH |
4.029 |
|
0.618 |
3.993 |
|
0.500 |
3.982 |
|
0.382 |
3.970 |
|
LOW |
3.934 |
|
0.618 |
3.875 |
|
1.000 |
3.839 |
|
1.618 |
3.780 |
|
2.618 |
3.685 |
|
4.250 |
3.530 |
|
|
| Fisher Pivots for day following 11-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
4.001 |
3.994 |
| PP |
3.991 |
3.977 |
| S1 |
3.982 |
3.961 |
|