NYMEX Natural Gas Future September 2023
| Trading Metrics calculated at close of trading on 07-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2023 |
07-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
2.556 |
2.579 |
0.023 |
0.9% |
2.659 |
| High |
2.619 |
2.754 |
0.135 |
5.2% |
2.693 |
| Low |
2.529 |
2.571 |
0.042 |
1.7% |
2.457 |
| Close |
2.577 |
2.725 |
0.148 |
5.7% |
2.577 |
| Range |
0.090 |
0.183 |
0.093 |
103.3% |
0.236 |
| ATR |
0.118 |
0.123 |
0.005 |
3.9% |
0.000 |
| Volume |
104,012 |
228,905 |
124,893 |
120.1% |
624,174 |
|
| Daily Pivots for day following 07-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.232 |
3.162 |
2.826 |
|
| R3 |
3.049 |
2.979 |
2.775 |
|
| R2 |
2.866 |
2.866 |
2.759 |
|
| R1 |
2.796 |
2.796 |
2.742 |
2.831 |
| PP |
2.683 |
2.683 |
2.683 |
2.701 |
| S1 |
2.613 |
2.613 |
2.708 |
2.648 |
| S2 |
2.500 |
2.500 |
2.691 |
|
| S3 |
2.317 |
2.430 |
2.675 |
|
| S4 |
2.134 |
2.247 |
2.624 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.284 |
3.166 |
2.707 |
|
| R3 |
3.048 |
2.930 |
2.642 |
|
| R2 |
2.812 |
2.812 |
2.620 |
|
| R1 |
2.694 |
2.694 |
2.599 |
2.635 |
| PP |
2.576 |
2.576 |
2.576 |
2.546 |
| S1 |
2.458 |
2.458 |
2.555 |
2.399 |
| S2 |
2.340 |
2.340 |
2.534 |
|
| S3 |
2.104 |
2.222 |
2.512 |
|
| S4 |
1.868 |
1.986 |
2.447 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.754 |
2.457 |
0.297 |
10.9% |
0.131 |
4.8% |
90% |
True |
False |
151,040 |
| 10 |
2.771 |
2.457 |
0.314 |
11.5% |
0.121 |
4.4% |
85% |
False |
False |
144,153 |
| 20 |
2.771 |
2.457 |
0.314 |
11.5% |
0.113 |
4.2% |
85% |
False |
False |
124,592 |
| 40 |
2.911 |
2.292 |
0.619 |
22.7% |
0.126 |
4.6% |
70% |
False |
False |
96,300 |
| 60 |
2.911 |
2.249 |
0.662 |
24.3% |
0.126 |
4.6% |
72% |
False |
False |
78,507 |
| 80 |
2.911 |
2.249 |
0.662 |
24.3% |
0.123 |
4.5% |
72% |
False |
False |
64,972 |
| 100 |
3.128 |
2.249 |
0.879 |
32.3% |
0.125 |
4.6% |
54% |
False |
False |
55,057 |
| 120 |
3.494 |
2.249 |
1.245 |
45.7% |
0.132 |
4.8% |
38% |
False |
False |
48,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.532 |
|
2.618 |
3.233 |
|
1.618 |
3.050 |
|
1.000 |
2.937 |
|
0.618 |
2.867 |
|
HIGH |
2.754 |
|
0.618 |
2.684 |
|
0.500 |
2.663 |
|
0.382 |
2.641 |
|
LOW |
2.571 |
|
0.618 |
2.458 |
|
1.000 |
2.388 |
|
1.618 |
2.275 |
|
2.618 |
2.092 |
|
4.250 |
1.793 |
|
|
| Fisher Pivots for day following 07-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.704 |
2.688 |
| PP |
2.683 |
2.651 |
| S1 |
2.663 |
2.614 |
|