NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 24-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2023 |
24-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
3.862 |
3.791 |
-0.071 |
-1.8% |
4.019 |
| High |
3.862 |
3.852 |
-0.010 |
-0.3% |
4.090 |
| Low |
3.784 |
3.722 |
-0.062 |
-1.6% |
3.883 |
| Close |
3.790 |
3.813 |
0.023 |
0.6% |
3.898 |
| Range |
0.078 |
0.130 |
0.052 |
66.7% |
0.207 |
| ATR |
0.086 |
0.089 |
0.003 |
3.6% |
0.000 |
| Volume |
18,180 |
28,112 |
9,932 |
54.6% |
93,339 |
|
| Daily Pivots for day following 24-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.186 |
4.129 |
3.885 |
|
| R3 |
4.056 |
3.999 |
3.849 |
|
| R2 |
3.926 |
3.926 |
3.837 |
|
| R1 |
3.869 |
3.869 |
3.825 |
3.898 |
| PP |
3.796 |
3.796 |
3.796 |
3.810 |
| S1 |
3.739 |
3.739 |
3.801 |
3.768 |
| S2 |
3.666 |
3.666 |
3.789 |
|
| S3 |
3.536 |
3.609 |
3.777 |
|
| S4 |
3.406 |
3.479 |
3.742 |
|
|
| Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.578 |
4.445 |
4.012 |
|
| R3 |
4.371 |
4.238 |
3.955 |
|
| R2 |
4.164 |
4.164 |
3.936 |
|
| R1 |
4.031 |
4.031 |
3.917 |
3.994 |
| PP |
3.957 |
3.957 |
3.957 |
3.939 |
| S1 |
3.824 |
3.824 |
3.879 |
3.787 |
| S2 |
3.750 |
3.750 |
3.860 |
|
| S3 |
3.543 |
3.617 |
3.841 |
|
| S4 |
3.336 |
3.410 |
3.784 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.970 |
3.722 |
0.248 |
6.5% |
0.093 |
2.4% |
37% |
False |
True |
19,577 |
| 10 |
4.090 |
3.722 |
0.368 |
9.7% |
0.084 |
2.2% |
25% |
False |
True |
20,654 |
| 20 |
4.090 |
3.655 |
0.435 |
11.4% |
0.090 |
2.4% |
36% |
False |
False |
21,565 |
| 40 |
4.090 |
3.655 |
0.435 |
11.4% |
0.084 |
2.2% |
36% |
False |
False |
18,473 |
| 60 |
4.090 |
3.570 |
0.520 |
13.6% |
0.086 |
2.3% |
47% |
False |
False |
18,112 |
| 80 |
4.090 |
3.570 |
0.520 |
13.6% |
0.090 |
2.4% |
47% |
False |
False |
17,247 |
| 100 |
4.090 |
3.570 |
0.520 |
13.6% |
0.093 |
2.4% |
47% |
False |
False |
16,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.405 |
|
2.618 |
4.192 |
|
1.618 |
4.062 |
|
1.000 |
3.982 |
|
0.618 |
3.932 |
|
HIGH |
3.852 |
|
0.618 |
3.802 |
|
0.500 |
3.787 |
|
0.382 |
3.772 |
|
LOW |
3.722 |
|
0.618 |
3.642 |
|
1.000 |
3.592 |
|
1.618 |
3.512 |
|
2.618 |
3.382 |
|
4.250 |
3.170 |
|
|
| Fisher Pivots for day following 24-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.804 |
3.826 |
| PP |
3.796 |
3.822 |
| S1 |
3.787 |
3.817 |
|