NYMEX Natural Gas Future December 2023
| Trading Metrics calculated at close of trading on 21-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2023 |
21-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
3.745 |
3.678 |
-0.067 |
-1.8% |
3.830 |
| High |
3.759 |
3.747 |
-0.012 |
-0.3% |
3.902 |
| Low |
3.659 |
3.660 |
0.001 |
0.0% |
3.659 |
| Close |
3.678 |
3.703 |
0.025 |
0.7% |
3.678 |
| Range |
0.100 |
0.087 |
-0.013 |
-13.0% |
0.243 |
| ATR |
0.096 |
0.095 |
-0.001 |
-0.6% |
0.000 |
| Volume |
12,858 |
13,134 |
276 |
2.1% |
75,613 |
|
| Daily Pivots for day following 21-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.964 |
3.921 |
3.751 |
|
| R3 |
3.877 |
3.834 |
3.727 |
|
| R2 |
3.790 |
3.790 |
3.719 |
|
| R1 |
3.747 |
3.747 |
3.711 |
3.769 |
| PP |
3.703 |
3.703 |
3.703 |
3.714 |
| S1 |
3.660 |
3.660 |
3.695 |
3.682 |
| S2 |
3.616 |
3.616 |
3.687 |
|
| S3 |
3.529 |
3.573 |
3.679 |
|
| S4 |
3.442 |
3.486 |
3.655 |
|
|
| Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.475 |
4.320 |
3.812 |
|
| R3 |
4.232 |
4.077 |
3.745 |
|
| R2 |
3.989 |
3.989 |
3.723 |
|
| R1 |
3.834 |
3.834 |
3.700 |
3.790 |
| PP |
3.746 |
3.746 |
3.746 |
3.725 |
| S1 |
3.591 |
3.591 |
3.656 |
3.547 |
| S2 |
3.503 |
3.503 |
3.633 |
|
| S3 |
3.260 |
3.348 |
3.611 |
|
| S4 |
3.017 |
3.105 |
3.544 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.902 |
3.659 |
0.243 |
6.6% |
0.088 |
2.4% |
18% |
False |
False |
14,250 |
| 10 |
3.902 |
3.579 |
0.323 |
8.7% |
0.105 |
2.8% |
38% |
False |
False |
19,798 |
| 20 |
3.902 |
3.428 |
0.474 |
12.8% |
0.097 |
2.6% |
58% |
False |
False |
16,440 |
| 40 |
3.902 |
3.428 |
0.474 |
12.8% |
0.091 |
2.4% |
58% |
False |
False |
13,662 |
| 60 |
3.902 |
3.306 |
0.596 |
16.1% |
0.094 |
2.5% |
67% |
False |
False |
12,071 |
| 80 |
3.902 |
3.306 |
0.596 |
16.1% |
0.096 |
2.6% |
67% |
False |
False |
10,646 |
| 100 |
3.902 |
3.306 |
0.596 |
16.1% |
0.098 |
2.6% |
67% |
False |
False |
9,655 |
| 120 |
4.267 |
3.306 |
0.961 |
26.0% |
0.104 |
2.8% |
41% |
False |
False |
8,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.117 |
|
2.618 |
3.975 |
|
1.618 |
3.888 |
|
1.000 |
3.834 |
|
0.618 |
3.801 |
|
HIGH |
3.747 |
|
0.618 |
3.714 |
|
0.500 |
3.704 |
|
0.382 |
3.693 |
|
LOW |
3.660 |
|
0.618 |
3.606 |
|
1.000 |
3.573 |
|
1.618 |
3.519 |
|
2.618 |
3.432 |
|
4.250 |
3.290 |
|
|
| Fisher Pivots for day following 21-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.704 |
3.717 |
| PP |
3.703 |
3.712 |
| S1 |
3.703 |
3.708 |
|