NYMEX Natural Gas Future August 2023
| Trading Metrics calculated at close of trading on 20-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2023 |
20-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
2.627 |
2.720 |
0.093 |
3.5% |
2.380 |
| High |
2.733 |
2.783 |
0.050 |
1.8% |
2.733 |
| Low |
2.594 |
2.562 |
-0.032 |
-1.2% |
2.282 |
| Close |
2.721 |
2.570 |
-0.151 |
-5.5% |
2.721 |
| Range |
0.139 |
0.221 |
0.082 |
59.0% |
0.451 |
| ATR |
0.129 |
0.136 |
0.007 |
5.1% |
0.000 |
| Volume |
109,346 |
135,938 |
26,592 |
24.3% |
480,019 |
|
| Daily Pivots for day following 20-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.301 |
3.157 |
2.692 |
|
| R3 |
3.080 |
2.936 |
2.631 |
|
| R2 |
2.859 |
2.859 |
2.611 |
|
| R1 |
2.715 |
2.715 |
2.590 |
2.677 |
| PP |
2.638 |
2.638 |
2.638 |
2.619 |
| S1 |
2.494 |
2.494 |
2.550 |
2.456 |
| S2 |
2.417 |
2.417 |
2.529 |
|
| S3 |
2.196 |
2.273 |
2.509 |
|
| S4 |
1.975 |
2.052 |
2.448 |
|
|
| Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.932 |
3.777 |
2.969 |
|
| R3 |
3.481 |
3.326 |
2.845 |
|
| R2 |
3.030 |
3.030 |
2.804 |
|
| R1 |
2.875 |
2.875 |
2.762 |
2.953 |
| PP |
2.579 |
2.579 |
2.579 |
2.617 |
| S1 |
2.424 |
2.424 |
2.680 |
2.502 |
| S2 |
2.128 |
2.128 |
2.638 |
|
| S3 |
1.677 |
1.973 |
2.597 |
|
| S4 |
1.226 |
1.522 |
2.473 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.783 |
2.344 |
0.439 |
17.1% |
0.156 |
6.1% |
51% |
True |
False |
108,987 |
| 10 |
2.783 |
2.282 |
0.501 |
19.5% |
0.129 |
5.0% |
57% |
True |
False |
88,296 |
| 20 |
2.783 |
2.244 |
0.539 |
21.0% |
0.130 |
5.0% |
60% |
True |
False |
66,594 |
| 40 |
2.885 |
2.244 |
0.641 |
24.9% |
0.127 |
4.9% |
51% |
False |
False |
48,505 |
| 60 |
2.919 |
2.244 |
0.675 |
26.3% |
0.125 |
4.9% |
48% |
False |
False |
38,268 |
| 80 |
3.536 |
2.244 |
1.292 |
50.3% |
0.135 |
5.2% |
25% |
False |
False |
31,831 |
| 100 |
3.536 |
2.244 |
1.292 |
50.3% |
0.140 |
5.4% |
25% |
False |
False |
27,609 |
| 120 |
4.524 |
2.244 |
2.280 |
88.7% |
0.148 |
5.8% |
14% |
False |
False |
24,418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.722 |
|
2.618 |
3.362 |
|
1.618 |
3.141 |
|
1.000 |
3.004 |
|
0.618 |
2.920 |
|
HIGH |
2.783 |
|
0.618 |
2.699 |
|
0.500 |
2.673 |
|
0.382 |
2.646 |
|
LOW |
2.562 |
|
0.618 |
2.425 |
|
1.000 |
2.341 |
|
1.618 |
2.204 |
|
2.618 |
1.983 |
|
4.250 |
1.623 |
|
|
| Fisher Pivots for day following 20-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.673 |
2.589 |
| PP |
2.638 |
2.582 |
| S1 |
2.604 |
2.576 |
|