NYMEX Natural Gas Future August 2023
| Trading Metrics calculated at close of trading on 21-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2023 |
21-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
2.629 |
2.744 |
0.115 |
4.4% |
2.548 |
| High |
2.789 |
2.786 |
-0.003 |
-0.1% |
2.789 |
| Low |
2.617 |
2.687 |
0.070 |
2.7% |
2.484 |
| Close |
2.757 |
2.713 |
-0.044 |
-1.6% |
2.713 |
| Range |
0.172 |
0.099 |
-0.073 |
-42.4% |
0.305 |
| ATR |
0.134 |
0.131 |
-0.002 |
-1.9% |
0.000 |
| Volume |
165,848 |
94,148 |
-71,700 |
-43.2% |
607,852 |
|
| Daily Pivots for day following 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.026 |
2.968 |
2.767 |
|
| R3 |
2.927 |
2.869 |
2.740 |
|
| R2 |
2.828 |
2.828 |
2.731 |
|
| R1 |
2.770 |
2.770 |
2.722 |
2.750 |
| PP |
2.729 |
2.729 |
2.729 |
2.718 |
| S1 |
2.671 |
2.671 |
2.704 |
2.651 |
| S2 |
2.630 |
2.630 |
2.695 |
|
| S3 |
2.531 |
2.572 |
2.686 |
|
| S4 |
2.432 |
2.473 |
2.659 |
|
|
| Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.577 |
3.450 |
2.881 |
|
| R3 |
3.272 |
3.145 |
2.797 |
|
| R2 |
2.967 |
2.967 |
2.769 |
|
| R1 |
2.840 |
2.840 |
2.741 |
2.904 |
| PP |
2.662 |
2.662 |
2.662 |
2.694 |
| S1 |
2.535 |
2.535 |
2.685 |
2.599 |
| S2 |
2.357 |
2.357 |
2.657 |
|
| S3 |
2.052 |
2.230 |
2.629 |
|
| S4 |
1.747 |
1.925 |
2.545 |
|
|
| 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 |
11.2% |
0.112 |
4.1% |
75% |
False |
False |
121,570 |
| 10 |
2.789 |
2.484 |
0.305 |
11.2% |
0.117 |
4.3% |
75% |
False |
False |
129,517 |
| 20 |
2.936 |
2.484 |
0.452 |
16.7% |
0.134 |
4.9% |
51% |
False |
False |
129,013 |
| 40 |
2.936 |
2.244 |
0.692 |
25.5% |
0.132 |
4.9% |
68% |
False |
False |
100,740 |
| 60 |
2.936 |
2.244 |
0.692 |
25.5% |
0.130 |
4.8% |
68% |
False |
False |
77,864 |
| 80 |
2.936 |
2.244 |
0.692 |
25.5% |
0.128 |
4.7% |
68% |
False |
False |
63,066 |
| 100 |
3.536 |
2.244 |
1.292 |
47.6% |
0.135 |
5.0% |
36% |
False |
False |
52,957 |
| 120 |
3.536 |
2.244 |
1.292 |
47.6% |
0.138 |
5.1% |
36% |
False |
False |
45,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.207 |
|
2.618 |
3.045 |
|
1.618 |
2.946 |
|
1.000 |
2.885 |
|
0.618 |
2.847 |
|
HIGH |
2.786 |
|
0.618 |
2.748 |
|
0.500 |
2.737 |
|
0.382 |
2.725 |
|
LOW |
2.687 |
|
0.618 |
2.626 |
|
1.000 |
2.588 |
|
1.618 |
2.527 |
|
2.618 |
2.428 |
|
4.250 |
2.266 |
|
|
| Fisher Pivots for day following 21-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.737 |
2.704 |
| PP |
2.729 |
2.695 |
| S1 |
2.721 |
2.687 |
|