NYMEX Natural Gas Future August 2023
| Trading Metrics calculated at close of trading on 01-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2023 |
01-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
2.395 |
2.349 |
-0.046 |
-1.9% |
2.763 |
| High |
2.492 |
2.374 |
-0.118 |
-4.7% |
2.771 |
| Low |
2.340 |
2.244 |
-0.096 |
-4.1% |
2.466 |
| Close |
2.358 |
2.273 |
-0.085 |
-3.6% |
2.505 |
| Range |
0.152 |
0.130 |
-0.022 |
-14.5% |
0.305 |
| ATR |
0.135 |
0.134 |
0.000 |
-0.2% |
0.000 |
| Volume |
43,879 |
71,606 |
27,727 |
63.2% |
185,011 |
|
| Daily Pivots for day following 01-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.687 |
2.610 |
2.345 |
|
| R3 |
2.557 |
2.480 |
2.309 |
|
| R2 |
2.427 |
2.427 |
2.297 |
|
| R1 |
2.350 |
2.350 |
2.285 |
2.324 |
| PP |
2.297 |
2.297 |
2.297 |
2.284 |
| S1 |
2.220 |
2.220 |
2.261 |
2.194 |
| S2 |
2.167 |
2.167 |
2.249 |
|
| S3 |
2.037 |
2.090 |
2.237 |
|
| S4 |
1.907 |
1.960 |
2.202 |
|
|
| Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.496 |
3.305 |
2.673 |
|
| R3 |
3.191 |
3.000 |
2.589 |
|
| R2 |
2.886 |
2.886 |
2.561 |
|
| R1 |
2.695 |
2.695 |
2.533 |
2.638 |
| PP |
2.581 |
2.581 |
2.581 |
2.552 |
| S1 |
2.390 |
2.390 |
2.477 |
2.333 |
| S2 |
2.276 |
2.276 |
2.449 |
|
| S3 |
1.971 |
2.085 |
2.421 |
|
| S4 |
1.666 |
1.780 |
2.337 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.681 |
2.244 |
0.437 |
19.2% |
0.146 |
6.4% |
7% |
False |
True |
48,122 |
| 10 |
2.885 |
2.244 |
0.641 |
28.2% |
0.145 |
6.4% |
5% |
False |
True |
45,383 |
| 20 |
2.885 |
2.244 |
0.641 |
28.2% |
0.129 |
5.7% |
5% |
False |
True |
37,959 |
| 40 |
2.885 |
2.244 |
0.641 |
28.2% |
0.127 |
5.6% |
5% |
False |
True |
29,912 |
| 60 |
3.300 |
2.244 |
1.056 |
46.5% |
0.131 |
5.8% |
3% |
False |
True |
24,249 |
| 80 |
3.536 |
2.244 |
1.292 |
56.8% |
0.141 |
6.2% |
2% |
False |
True |
21,113 |
| 100 |
3.929 |
2.244 |
1.685 |
74.1% |
0.146 |
6.4% |
2% |
False |
True |
18,888 |
| 120 |
5.464 |
2.244 |
3.220 |
141.7% |
0.160 |
7.0% |
1% |
False |
True |
16,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.927 |
|
2.618 |
2.714 |
|
1.618 |
2.584 |
|
1.000 |
2.504 |
|
0.618 |
2.454 |
|
HIGH |
2.374 |
|
0.618 |
2.324 |
|
0.500 |
2.309 |
|
0.382 |
2.294 |
|
LOW |
2.244 |
|
0.618 |
2.164 |
|
1.000 |
2.114 |
|
1.618 |
2.034 |
|
2.618 |
1.904 |
|
4.250 |
1.692 |
|
|
| Fisher Pivots for day following 01-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.309 |
2.389 |
| PP |
2.297 |
2.350 |
| S1 |
2.285 |
2.312 |
|