NYMEX Natural Gas Future August 2023
| Trading Metrics calculated at close of trading on 27-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2023 |
27-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
2.878 |
2.881 |
0.003 |
0.1% |
2.720 |
| High |
2.936 |
2.895 |
-0.041 |
-1.4% |
2.852 |
| Low |
2.828 |
2.759 |
-0.069 |
-2.4% |
2.527 |
| Close |
2.892 |
2.789 |
-0.103 |
-3.6% |
2.843 |
| Range |
0.108 |
0.136 |
0.028 |
25.9% |
0.325 |
| ATR |
0.140 |
0.140 |
0.000 |
-0.2% |
0.000 |
| Volume |
153,700 |
167,916 |
14,216 |
9.2% |
468,425 |
|
| Daily Pivots for day following 27-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.222 |
3.142 |
2.864 |
|
| R3 |
3.086 |
3.006 |
2.826 |
|
| R2 |
2.950 |
2.950 |
2.814 |
|
| R1 |
2.870 |
2.870 |
2.801 |
2.842 |
| PP |
2.814 |
2.814 |
2.814 |
2.801 |
| S1 |
2.734 |
2.734 |
2.777 |
2.706 |
| S2 |
2.678 |
2.678 |
2.764 |
|
| S3 |
2.542 |
2.598 |
2.752 |
|
| S4 |
2.406 |
2.462 |
2.714 |
|
|
| 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 |
14.7% |
0.149 |
5.3% |
64% |
False |
False |
130,820 |
| 10 |
2.936 |
2.344 |
0.592 |
21.2% |
0.153 |
5.5% |
75% |
False |
False |
119,903 |
| 20 |
2.936 |
2.244 |
0.692 |
24.8% |
0.137 |
4.9% |
79% |
False |
False |
90,048 |
| 40 |
2.936 |
2.244 |
0.692 |
24.8% |
0.130 |
4.7% |
79% |
False |
False |
61,777 |
| 60 |
2.936 |
2.244 |
0.692 |
24.8% |
0.128 |
4.6% |
79% |
False |
False |
48,146 |
| 80 |
3.536 |
2.244 |
1.292 |
46.3% |
0.135 |
4.8% |
42% |
False |
False |
39,261 |
| 100 |
3.536 |
2.244 |
1.292 |
46.3% |
0.139 |
5.0% |
42% |
False |
False |
33,650 |
| 120 |
3.997 |
2.244 |
1.753 |
62.9% |
0.146 |
5.2% |
31% |
False |
False |
29,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.473 |
|
2.618 |
3.251 |
|
1.618 |
3.115 |
|
1.000 |
3.031 |
|
0.618 |
2.979 |
|
HIGH |
2.895 |
|
0.618 |
2.843 |
|
0.500 |
2.827 |
|
0.382 |
2.811 |
|
LOW |
2.759 |
|
0.618 |
2.675 |
|
1.000 |
2.623 |
|
1.618 |
2.539 |
|
2.618 |
2.403 |
|
4.250 |
2.181 |
|
|
| Fisher Pivots for day following 27-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.827 |
2.784 |
| PP |
2.814 |
2.779 |
| S1 |
2.802 |
2.774 |
|