NYMEX Natural Gas Future August 2023
| Trading Metrics calculated at close of trading on 28-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2023 |
28-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
2.881 |
2.807 |
-0.074 |
-2.6% |
2.720 |
| High |
2.895 |
2.878 |
-0.017 |
-0.6% |
2.852 |
| Low |
2.759 |
2.647 |
-0.112 |
-4.1% |
2.527 |
| Close |
2.789 |
2.668 |
-0.121 |
-4.3% |
2.843 |
| Range |
0.136 |
0.231 |
0.095 |
69.9% |
0.325 |
| ATR |
0.140 |
0.146 |
0.007 |
4.7% |
0.000 |
| Volume |
167,916 |
137,907 |
-30,009 |
-17.9% |
468,425 |
|
| Daily Pivots for day following 28-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.424 |
3.277 |
2.795 |
|
| R3 |
3.193 |
3.046 |
2.732 |
|
| R2 |
2.962 |
2.962 |
2.710 |
|
| R1 |
2.815 |
2.815 |
2.689 |
2.773 |
| PP |
2.731 |
2.731 |
2.731 |
2.710 |
| S1 |
2.584 |
2.584 |
2.647 |
2.542 |
| S2 |
2.500 |
2.500 |
2.626 |
|
| S3 |
2.269 |
2.353 |
2.604 |
|
| S4 |
2.038 |
2.122 |
2.541 |
|
|
| 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 |
2.611 |
0.325 |
12.2% |
0.164 |
6.1% |
18% |
False |
False |
139,007 |
| 10 |
2.936 |
2.368 |
0.568 |
21.3% |
0.167 |
6.2% |
53% |
False |
False |
126,159 |
| 20 |
2.936 |
2.244 |
0.692 |
25.9% |
0.139 |
5.2% |
61% |
False |
False |
94,729 |
| 40 |
2.936 |
2.244 |
0.692 |
25.9% |
0.133 |
5.0% |
61% |
False |
False |
64,888 |
| 60 |
2.936 |
2.244 |
0.692 |
25.9% |
0.129 |
4.8% |
61% |
False |
False |
50,215 |
| 80 |
3.379 |
2.244 |
1.135 |
42.5% |
0.135 |
5.1% |
37% |
False |
False |
40,824 |
| 100 |
3.536 |
2.244 |
1.292 |
48.4% |
0.140 |
5.2% |
33% |
False |
False |
34,908 |
| 120 |
3.991 |
2.244 |
1.747 |
65.5% |
0.147 |
5.5% |
24% |
False |
False |
30,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.860 |
|
2.618 |
3.483 |
|
1.618 |
3.252 |
|
1.000 |
3.109 |
|
0.618 |
3.021 |
|
HIGH |
2.878 |
|
0.618 |
2.790 |
|
0.500 |
2.763 |
|
0.382 |
2.735 |
|
LOW |
2.647 |
|
0.618 |
2.504 |
|
1.000 |
2.416 |
|
1.618 |
2.273 |
|
2.618 |
2.042 |
|
4.250 |
1.665 |
|
|
| Fisher Pivots for day following 28-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.763 |
2.792 |
| PP |
2.731 |
2.750 |
| S1 |
2.700 |
2.709 |
|