NYMEX Natural Gas Future August 2023
| Trading Metrics calculated at close of trading on 21-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2023 |
21-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
2.720 |
2.563 |
-0.157 |
-5.8% |
2.380 |
| High |
2.783 |
2.684 |
-0.099 |
-3.6% |
2.733 |
| Low |
2.562 |
2.527 |
-0.035 |
-1.4% |
2.282 |
| Close |
2.570 |
2.677 |
0.107 |
4.2% |
2.721 |
| Range |
0.221 |
0.157 |
-0.064 |
-29.0% |
0.451 |
| ATR |
0.136 |
0.137 |
0.002 |
1.1% |
0.000 |
| Volume |
135,938 |
96,971 |
-38,967 |
-28.7% |
480,019 |
|
| Daily Pivots for day following 21-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.100 |
3.046 |
2.763 |
|
| R3 |
2.943 |
2.889 |
2.720 |
|
| R2 |
2.786 |
2.786 |
2.706 |
|
| R1 |
2.732 |
2.732 |
2.691 |
2.759 |
| PP |
2.629 |
2.629 |
2.629 |
2.643 |
| S1 |
2.575 |
2.575 |
2.663 |
2.602 |
| S2 |
2.472 |
2.472 |
2.648 |
|
| S3 |
2.315 |
2.418 |
2.634 |
|
| S4 |
2.158 |
2.261 |
2.591 |
|
|
| 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 |
2.368 |
0.415 |
15.5% |
0.170 |
6.3% |
74% |
False |
False |
113,311 |
| 10 |
2.783 |
2.282 |
0.501 |
18.7% |
0.134 |
5.0% |
79% |
False |
False |
92,585 |
| 20 |
2.783 |
2.244 |
0.539 |
20.1% |
0.128 |
4.8% |
80% |
False |
False |
69,717 |
| 40 |
2.885 |
2.244 |
0.641 |
23.9% |
0.128 |
4.8% |
68% |
False |
False |
50,427 |
| 60 |
2.885 |
2.244 |
0.641 |
23.9% |
0.126 |
4.7% |
68% |
False |
False |
39,742 |
| 80 |
3.536 |
2.244 |
1.292 |
48.3% |
0.135 |
5.0% |
34% |
False |
False |
32,930 |
| 100 |
3.536 |
2.244 |
1.292 |
48.3% |
0.140 |
5.2% |
34% |
False |
False |
28,448 |
| 120 |
4.408 |
2.244 |
2.164 |
80.8% |
0.148 |
5.5% |
20% |
False |
False |
25,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.351 |
|
2.618 |
3.095 |
|
1.618 |
2.938 |
|
1.000 |
2.841 |
|
0.618 |
2.781 |
|
HIGH |
2.684 |
|
0.618 |
2.624 |
|
0.500 |
2.606 |
|
0.382 |
2.587 |
|
LOW |
2.527 |
|
0.618 |
2.430 |
|
1.000 |
2.370 |
|
1.618 |
2.273 |
|
2.618 |
2.116 |
|
4.250 |
1.860 |
|
|
| Fisher Pivots for day following 21-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.653 |
2.670 |
| PP |
2.629 |
2.662 |
| S1 |
2.606 |
2.655 |
|