NYMEX Natural Gas Future August 2023
| Trading Metrics calculated at close of trading on 20-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2023 |
20-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
2.620 |
2.629 |
0.009 |
0.3% |
2.570 |
| High |
2.657 |
2.789 |
0.132 |
5.0% |
2.750 |
| Low |
2.584 |
2.617 |
0.033 |
1.3% |
2.492 |
| Close |
2.603 |
2.757 |
0.154 |
5.9% |
2.539 |
| Range |
0.073 |
0.172 |
0.099 |
135.6% |
0.258 |
| ATR |
0.130 |
0.134 |
0.004 |
3.1% |
0.000 |
| Volume |
102,069 |
165,848 |
63,779 |
62.5% |
687,318 |
|
| Daily Pivots for day following 20-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.237 |
3.169 |
2.852 |
|
| R3 |
3.065 |
2.997 |
2.804 |
|
| R2 |
2.893 |
2.893 |
2.789 |
|
| R1 |
2.825 |
2.825 |
2.773 |
2.859 |
| PP |
2.721 |
2.721 |
2.721 |
2.738 |
| S1 |
2.653 |
2.653 |
2.741 |
2.687 |
| S2 |
2.549 |
2.549 |
2.725 |
|
| S3 |
2.377 |
2.481 |
2.710 |
|
| S4 |
2.205 |
2.309 |
2.662 |
|
|
| Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.368 |
3.211 |
2.681 |
|
| R3 |
3.110 |
2.953 |
2.610 |
|
| R2 |
2.852 |
2.852 |
2.586 |
|
| R1 |
2.695 |
2.695 |
2.563 |
2.645 |
| PP |
2.594 |
2.594 |
2.594 |
2.568 |
| S1 |
2.437 |
2.437 |
2.515 |
2.387 |
| S2 |
2.336 |
2.336 |
2.492 |
|
| S3 |
2.078 |
2.179 |
2.468 |
|
| S4 |
1.820 |
1.921 |
2.397 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.789 |
2.484 |
0.305 |
11.1% |
0.115 |
4.2% |
90% |
True |
False |
129,659 |
| 10 |
2.789 |
2.484 |
0.305 |
11.1% |
0.121 |
4.4% |
90% |
True |
False |
130,461 |
| 20 |
2.936 |
2.484 |
0.452 |
16.4% |
0.134 |
4.9% |
60% |
False |
False |
128,968 |
| 40 |
2.936 |
2.244 |
0.692 |
25.1% |
0.131 |
4.8% |
74% |
False |
False |
99,342 |
| 60 |
2.936 |
2.244 |
0.692 |
25.1% |
0.130 |
4.7% |
74% |
False |
False |
76,607 |
| 80 |
2.936 |
2.244 |
0.692 |
25.1% |
0.128 |
4.6% |
74% |
False |
False |
62,049 |
| 100 |
3.536 |
2.244 |
1.292 |
46.9% |
0.135 |
4.9% |
40% |
False |
False |
52,137 |
| 120 |
3.536 |
2.244 |
1.292 |
46.9% |
0.139 |
5.0% |
40% |
False |
False |
45,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.520 |
|
2.618 |
3.239 |
|
1.618 |
3.067 |
|
1.000 |
2.961 |
|
0.618 |
2.895 |
|
HIGH |
2.789 |
|
0.618 |
2.723 |
|
0.500 |
2.703 |
|
0.382 |
2.683 |
|
LOW |
2.617 |
|
0.618 |
2.511 |
|
1.000 |
2.445 |
|
1.618 |
2.339 |
|
2.618 |
2.167 |
|
4.250 |
1.886 |
|
|
| Fisher Pivots for day following 20-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.739 |
2.724 |
| PP |
2.721 |
2.692 |
| S1 |
2.703 |
2.659 |
|