NYMEX Natural Gas Future August 2023
| Trading Metrics calculated at close of trading on 05-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2023 |
05-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
2.729 |
2.699 |
-0.030 |
-1.1% |
2.878 |
| High |
2.746 |
2.793 |
0.047 |
1.7% |
2.936 |
| Low |
2.670 |
2.648 |
-0.022 |
-0.8% |
2.616 |
| Close |
2.709 |
2.657 |
-0.052 |
-1.9% |
2.798 |
| Range |
0.076 |
0.145 |
0.069 |
90.8% |
0.320 |
| ATR |
0.147 |
0.147 |
0.000 |
-0.1% |
0.000 |
| Volume |
79,618 |
124,912 |
45,294 |
56.9% |
725,398 |
|
| Daily Pivots for day following 05-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.134 |
3.041 |
2.737 |
|
| R3 |
2.989 |
2.896 |
2.697 |
|
| R2 |
2.844 |
2.844 |
2.684 |
|
| R1 |
2.751 |
2.751 |
2.670 |
2.725 |
| PP |
2.699 |
2.699 |
2.699 |
2.687 |
| S1 |
2.606 |
2.606 |
2.644 |
2.580 |
| S2 |
2.554 |
2.554 |
2.630 |
|
| S3 |
2.409 |
2.461 |
2.617 |
|
| S4 |
2.264 |
2.316 |
2.577 |
|
|
| Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.743 |
3.591 |
2.974 |
|
| R3 |
3.423 |
3.271 |
2.886 |
|
| R2 |
3.103 |
3.103 |
2.857 |
|
| R1 |
2.951 |
2.951 |
2.827 |
2.867 |
| PP |
2.783 |
2.783 |
2.783 |
2.742 |
| S1 |
2.631 |
2.631 |
2.769 |
2.547 |
| S2 |
2.463 |
2.463 |
2.739 |
|
| S3 |
2.143 |
2.311 |
2.710 |
|
| S4 |
1.823 |
1.991 |
2.622 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.878 |
2.616 |
0.262 |
9.9% |
0.155 |
5.8% |
16% |
False |
False |
121,662 |
| 10 |
2.936 |
2.527 |
0.409 |
15.4% |
0.152 |
5.7% |
32% |
False |
False |
126,241 |
| 20 |
2.936 |
2.282 |
0.654 |
24.6% |
0.141 |
5.3% |
57% |
False |
False |
107,268 |
| 40 |
2.936 |
2.244 |
0.692 |
26.0% |
0.136 |
5.1% |
60% |
False |
False |
73,991 |
| 60 |
2.936 |
2.244 |
0.692 |
26.0% |
0.131 |
4.9% |
60% |
False |
False |
56,986 |
| 80 |
3.258 |
2.244 |
1.014 |
38.2% |
0.132 |
5.0% |
41% |
False |
False |
45,897 |
| 100 |
3.536 |
2.244 |
1.292 |
48.6% |
0.139 |
5.2% |
32% |
False |
False |
39,148 |
| 120 |
3.824 |
2.244 |
1.580 |
59.5% |
0.144 |
5.4% |
26% |
False |
False |
34,283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.409 |
|
2.618 |
3.173 |
|
1.618 |
3.028 |
|
1.000 |
2.938 |
|
0.618 |
2.883 |
|
HIGH |
2.793 |
|
0.618 |
2.738 |
|
0.500 |
2.721 |
|
0.382 |
2.703 |
|
LOW |
2.648 |
|
0.618 |
2.558 |
|
1.000 |
2.503 |
|
1.618 |
2.413 |
|
2.618 |
2.268 |
|
4.250 |
2.032 |
|
|
| Fisher Pivots for day following 05-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.721 |
2.731 |
| PP |
2.699 |
2.706 |
| S1 |
2.678 |
2.682 |
|