NYMEX Natural Gas Future August 2023
| Trading Metrics calculated at close of trading on 11-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2023 |
11-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
2.570 |
2.667 |
0.097 |
3.8% |
2.729 |
| High |
2.692 |
2.748 |
0.056 |
2.1% |
2.793 |
| Low |
2.570 |
2.630 |
0.060 |
2.3% |
2.536 |
| Close |
2.669 |
2.731 |
0.062 |
2.3% |
2.582 |
| Range |
0.122 |
0.118 |
-0.004 |
-3.3% |
0.257 |
| ATR |
0.142 |
0.140 |
-0.002 |
-1.2% |
0.000 |
| Volume |
124,495 |
130,580 |
6,085 |
4.9% |
417,424 |
|
| Daily Pivots for day following 11-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.057 |
3.012 |
2.796 |
|
| R3 |
2.939 |
2.894 |
2.763 |
|
| R2 |
2.821 |
2.821 |
2.753 |
|
| R1 |
2.776 |
2.776 |
2.742 |
2.799 |
| PP |
2.703 |
2.703 |
2.703 |
2.714 |
| S1 |
2.658 |
2.658 |
2.720 |
2.681 |
| S2 |
2.585 |
2.585 |
2.709 |
|
| S3 |
2.467 |
2.540 |
2.699 |
|
| S4 |
2.349 |
2.422 |
2.666 |
|
|
| Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.408 |
3.252 |
2.723 |
|
| R3 |
3.151 |
2.995 |
2.653 |
|
| R2 |
2.894 |
2.894 |
2.629 |
|
| R1 |
2.738 |
2.738 |
2.606 |
2.688 |
| PP |
2.637 |
2.637 |
2.637 |
2.612 |
| S1 |
2.481 |
2.481 |
2.558 |
2.431 |
| S2 |
2.380 |
2.380 |
2.535 |
|
| S3 |
2.123 |
2.224 |
2.511 |
|
| S4 |
1.866 |
1.967 |
2.441 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.793 |
2.536 |
0.257 |
9.4% |
0.125 |
4.6% |
76% |
False |
False |
118,576 |
| 10 |
2.895 |
2.536 |
0.359 |
13.1% |
0.139 |
5.1% |
54% |
False |
False |
124,419 |
| 20 |
2.936 |
2.282 |
0.654 |
23.9% |
0.145 |
5.3% |
69% |
False |
False |
117,317 |
| 40 |
2.936 |
2.244 |
0.692 |
25.3% |
0.138 |
5.1% |
70% |
False |
False |
82,630 |
| 60 |
2.936 |
2.244 |
0.692 |
25.3% |
0.131 |
4.8% |
70% |
False |
False |
63,332 |
| 80 |
3.096 |
2.244 |
0.852 |
31.2% |
0.130 |
4.8% |
57% |
False |
False |
51,101 |
| 100 |
3.536 |
2.244 |
1.292 |
47.3% |
0.139 |
5.1% |
38% |
False |
False |
43,459 |
| 120 |
3.649 |
2.244 |
1.405 |
51.4% |
0.141 |
5.2% |
35% |
False |
False |
37,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.250 |
|
2.618 |
3.057 |
|
1.618 |
2.939 |
|
1.000 |
2.866 |
|
0.618 |
2.821 |
|
HIGH |
2.748 |
|
0.618 |
2.703 |
|
0.500 |
2.689 |
|
0.382 |
2.675 |
|
LOW |
2.630 |
|
0.618 |
2.557 |
|
1.000 |
2.512 |
|
1.618 |
2.439 |
|
2.618 |
2.321 |
|
4.250 |
2.129 |
|
|
| Fisher Pivots for day following 11-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.717 |
2.701 |
| PP |
2.703 |
2.672 |
| S1 |
2.689 |
2.642 |
|