NYMEX Natural Gas Future August 2023
| Trading Metrics calculated at close of trading on 12-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2023 |
12-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
2.667 |
2.739 |
0.072 |
2.7% |
2.729 |
| High |
2.748 |
2.750 |
0.002 |
0.1% |
2.793 |
| Low |
2.630 |
2.618 |
-0.012 |
-0.5% |
2.536 |
| Close |
2.731 |
2.632 |
-0.099 |
-3.6% |
2.582 |
| Range |
0.118 |
0.132 |
0.014 |
11.9% |
0.257 |
| ATR |
0.140 |
0.140 |
-0.001 |
-0.4% |
0.000 |
| Volume |
130,580 |
149,633 |
19,053 |
14.6% |
417,424 |
|
| Daily Pivots for day following 12-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.063 |
2.979 |
2.705 |
|
| R3 |
2.931 |
2.847 |
2.668 |
|
| R2 |
2.799 |
2.799 |
2.656 |
|
| R1 |
2.715 |
2.715 |
2.644 |
2.691 |
| PP |
2.667 |
2.667 |
2.667 |
2.655 |
| S1 |
2.583 |
2.583 |
2.620 |
2.559 |
| S2 |
2.535 |
2.535 |
2.608 |
|
| S3 |
2.403 |
2.451 |
2.596 |
|
| S4 |
2.271 |
2.319 |
2.559 |
|
|
| 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 |
2.750 |
2.536 |
0.214 |
8.1% |
0.122 |
4.7% |
45% |
True |
False |
123,520 |
| 10 |
2.878 |
2.536 |
0.342 |
13.0% |
0.139 |
5.3% |
28% |
False |
False |
122,591 |
| 20 |
2.936 |
2.344 |
0.592 |
22.5% |
0.146 |
5.5% |
49% |
False |
False |
121,247 |
| 40 |
2.936 |
2.244 |
0.692 |
26.3% |
0.137 |
5.2% |
56% |
False |
False |
85,241 |
| 60 |
2.936 |
2.244 |
0.692 |
26.3% |
0.130 |
4.9% |
56% |
False |
False |
65,424 |
| 80 |
3.066 |
2.244 |
0.822 |
31.2% |
0.131 |
5.0% |
47% |
False |
False |
52,845 |
| 100 |
3.536 |
2.244 |
1.292 |
49.1% |
0.139 |
5.3% |
30% |
False |
False |
44,860 |
| 120 |
3.649 |
2.244 |
1.405 |
53.4% |
0.141 |
5.4% |
28% |
False |
False |
39,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.311 |
|
2.618 |
3.096 |
|
1.618 |
2.964 |
|
1.000 |
2.882 |
|
0.618 |
2.832 |
|
HIGH |
2.750 |
|
0.618 |
2.700 |
|
0.500 |
2.684 |
|
0.382 |
2.668 |
|
LOW |
2.618 |
|
0.618 |
2.536 |
|
1.000 |
2.486 |
|
1.618 |
2.404 |
|
2.618 |
2.272 |
|
4.250 |
2.057 |
|
|
| Fisher Pivots for day following 12-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.684 |
2.660 |
| PP |
2.667 |
2.651 |
| S1 |
2.649 |
2.641 |
|