NYMEX Natural Gas Future February 2024
| Trading Metrics calculated at close of trading on 15-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2023 |
15-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
3.934 |
3.962 |
0.028 |
0.7% |
3.679 |
| High |
3.964 |
3.993 |
0.029 |
0.7% |
3.957 |
| Low |
3.915 |
3.879 |
-0.036 |
-0.9% |
3.661 |
| Close |
3.946 |
3.915 |
-0.031 |
-0.8% |
3.915 |
| Range |
0.049 |
0.114 |
0.065 |
132.7% |
0.296 |
| ATR |
0.084 |
0.086 |
0.002 |
2.6% |
0.000 |
| Volume |
6,511 |
9,911 |
3,400 |
52.2% |
40,177 |
|
| Daily Pivots for day following 15-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.271 |
4.207 |
3.978 |
|
| R3 |
4.157 |
4.093 |
3.946 |
|
| R2 |
4.043 |
4.043 |
3.936 |
|
| R1 |
3.979 |
3.979 |
3.925 |
3.954 |
| PP |
3.929 |
3.929 |
3.929 |
3.917 |
| S1 |
3.865 |
3.865 |
3.905 |
3.840 |
| S2 |
3.815 |
3.815 |
3.894 |
|
| S3 |
3.701 |
3.751 |
3.884 |
|
| S4 |
3.587 |
3.637 |
3.852 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.732 |
4.620 |
4.078 |
|
| R3 |
4.436 |
4.324 |
3.996 |
|
| R2 |
4.140 |
4.140 |
3.969 |
|
| R1 |
4.028 |
4.028 |
3.942 |
4.084 |
| PP |
3.844 |
3.844 |
3.844 |
3.873 |
| S1 |
3.732 |
3.732 |
3.888 |
3.788 |
| S2 |
3.548 |
3.548 |
3.861 |
|
| S3 |
3.252 |
3.436 |
3.834 |
|
| S4 |
2.956 |
3.140 |
3.752 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.993 |
3.792 |
0.201 |
5.1% |
0.104 |
2.7% |
61% |
True |
False |
9,186 |
| 10 |
3.993 |
3.595 |
0.398 |
10.2% |
0.090 |
2.3% |
80% |
True |
False |
7,131 |
| 20 |
3.993 |
3.595 |
0.398 |
10.2% |
0.081 |
2.1% |
80% |
True |
False |
6,437 |
| 40 |
3.993 |
3.595 |
0.398 |
10.2% |
0.083 |
2.1% |
80% |
True |
False |
5,242 |
| 60 |
3.993 |
3.495 |
0.498 |
12.7% |
0.085 |
2.2% |
84% |
True |
False |
5,525 |
| 80 |
3.993 |
3.495 |
0.498 |
12.7% |
0.087 |
2.2% |
84% |
True |
False |
5,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.478 |
|
2.618 |
4.291 |
|
1.618 |
4.177 |
|
1.000 |
4.107 |
|
0.618 |
4.063 |
|
HIGH |
3.993 |
|
0.618 |
3.949 |
|
0.500 |
3.936 |
|
0.382 |
3.923 |
|
LOW |
3.879 |
|
0.618 |
3.809 |
|
1.000 |
3.765 |
|
1.618 |
3.695 |
|
2.618 |
3.581 |
|
4.250 |
3.395 |
|
|
| Fisher Pivots for day following 15-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.936 |
3.922 |
| PP |
3.929 |
3.919 |
| S1 |
3.922 |
3.917 |
|