NYMEX Natural Gas Future August 2023
| Trading Metrics calculated at close of trading on 26-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2023 |
26-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
2.707 |
2.878 |
0.171 |
6.3% |
2.720 |
| High |
2.852 |
2.936 |
0.084 |
2.9% |
2.852 |
| Low |
2.611 |
2.828 |
0.217 |
8.3% |
2.527 |
| Close |
2.843 |
2.892 |
0.049 |
1.7% |
2.843 |
| Range |
0.241 |
0.108 |
-0.133 |
-55.2% |
0.325 |
| ATR |
0.142 |
0.140 |
-0.002 |
-1.7% |
0.000 |
| Volume |
142,276 |
153,700 |
11,424 |
8.0% |
468,425 |
|
| Daily Pivots for day following 26-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.209 |
3.159 |
2.951 |
|
| R3 |
3.101 |
3.051 |
2.922 |
|
| R2 |
2.993 |
2.993 |
2.912 |
|
| R1 |
2.943 |
2.943 |
2.902 |
2.968 |
| PP |
2.885 |
2.885 |
2.885 |
2.898 |
| S1 |
2.835 |
2.835 |
2.882 |
2.860 |
| S2 |
2.777 |
2.777 |
2.872 |
|
| S3 |
2.669 |
2.727 |
2.862 |
|
| S4 |
2.561 |
2.619 |
2.833 |
|
|
| Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.716 |
3.604 |
3.022 |
|
| R3 |
3.391 |
3.279 |
2.932 |
|
| R2 |
3.066 |
3.066 |
2.903 |
|
| R1 |
2.954 |
2.954 |
2.873 |
3.010 |
| PP |
2.741 |
2.741 |
2.741 |
2.769 |
| S1 |
2.629 |
2.629 |
2.813 |
2.685 |
| S2 |
2.416 |
2.416 |
2.783 |
|
| S3 |
2.091 |
2.304 |
2.754 |
|
| S4 |
1.766 |
1.979 |
2.664 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.936 |
2.527 |
0.409 |
14.1% |
0.166 |
5.7% |
89% |
True |
False |
124,425 |
| 10 |
2.936 |
2.282 |
0.654 |
22.6% |
0.151 |
5.2% |
93% |
True |
False |
110,214 |
| 20 |
2.936 |
2.244 |
0.692 |
23.9% |
0.135 |
4.7% |
94% |
True |
False |
83,955 |
| 40 |
2.936 |
2.244 |
0.692 |
23.9% |
0.132 |
4.5% |
94% |
True |
False |
58,449 |
| 60 |
2.936 |
2.244 |
0.692 |
23.9% |
0.127 |
4.4% |
94% |
True |
False |
45,576 |
| 80 |
3.536 |
2.244 |
1.292 |
44.7% |
0.135 |
4.7% |
50% |
False |
False |
37,310 |
| 100 |
3.536 |
2.244 |
1.292 |
44.7% |
0.140 |
4.8% |
50% |
False |
False |
32,076 |
| 120 |
4.109 |
2.244 |
1.865 |
64.5% |
0.147 |
5.1% |
35% |
False |
False |
28,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.395 |
|
2.618 |
3.219 |
|
1.618 |
3.111 |
|
1.000 |
3.044 |
|
0.618 |
3.003 |
|
HIGH |
2.936 |
|
0.618 |
2.895 |
|
0.500 |
2.882 |
|
0.382 |
2.869 |
|
LOW |
2.828 |
|
0.618 |
2.761 |
|
1.000 |
2.720 |
|
1.618 |
2.653 |
|
2.618 |
2.545 |
|
4.250 |
2.369 |
|
|
| Fisher Pivots for day following 26-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.889 |
2.853 |
| PP |
2.885 |
2.813 |
| S1 |
2.882 |
2.774 |
|