NYMEX Natural Gas Future August 2023
| Trading Metrics calculated at close of trading on 24-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2023 |
24-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
2.744 |
2.721 |
-0.023 |
-0.8% |
2.548 |
| High |
2.786 |
2.767 |
-0.019 |
-0.7% |
2.789 |
| Low |
2.687 |
2.664 |
-0.023 |
-0.9% |
2.484 |
| Close |
2.713 |
2.685 |
-0.028 |
-1.0% |
2.713 |
| Range |
0.099 |
0.103 |
0.004 |
4.0% |
0.305 |
| ATR |
0.131 |
0.129 |
-0.002 |
-1.5% |
0.000 |
| Volume |
94,148 |
54,167 |
-39,981 |
-42.5% |
607,852 |
|
| Daily Pivots for day following 24-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.014 |
2.953 |
2.742 |
|
| R3 |
2.911 |
2.850 |
2.713 |
|
| R2 |
2.808 |
2.808 |
2.704 |
|
| R1 |
2.747 |
2.747 |
2.694 |
2.726 |
| PP |
2.705 |
2.705 |
2.705 |
2.695 |
| S1 |
2.644 |
2.644 |
2.676 |
2.623 |
| S2 |
2.602 |
2.602 |
2.666 |
|
| S3 |
2.499 |
2.541 |
2.657 |
|
| S4 |
2.396 |
2.438 |
2.628 |
|
|
| 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 |
2.529 |
0.260 |
9.7% |
0.113 |
4.2% |
60% |
False |
False |
110,221 |
| 10 |
2.789 |
2.484 |
0.305 |
11.4% |
0.115 |
4.3% |
66% |
False |
False |
122,484 |
| 20 |
2.936 |
2.484 |
0.452 |
16.8% |
0.127 |
4.7% |
44% |
False |
False |
124,607 |
| 40 |
2.936 |
2.244 |
0.692 |
25.8% |
0.132 |
4.9% |
64% |
False |
False |
101,308 |
| 60 |
2.936 |
2.244 |
0.692 |
25.8% |
0.130 |
4.8% |
64% |
False |
False |
78,245 |
| 80 |
2.936 |
2.244 |
0.692 |
25.8% |
0.128 |
4.8% |
64% |
False |
False |
63,600 |
| 100 |
3.536 |
2.244 |
1.292 |
48.1% |
0.134 |
5.0% |
34% |
False |
False |
53,367 |
| 120 |
3.536 |
2.244 |
1.292 |
48.1% |
0.138 |
5.2% |
34% |
False |
False |
46,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.205 |
|
2.618 |
3.037 |
|
1.618 |
2.934 |
|
1.000 |
2.870 |
|
0.618 |
2.831 |
|
HIGH |
2.767 |
|
0.618 |
2.728 |
|
0.500 |
2.716 |
|
0.382 |
2.703 |
|
LOW |
2.664 |
|
0.618 |
2.600 |
|
1.000 |
2.561 |
|
1.618 |
2.497 |
|
2.618 |
2.394 |
|
4.250 |
2.226 |
|
|
| Fisher Pivots for day following 24-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.716 |
2.703 |
| PP |
2.705 |
2.697 |
| S1 |
2.695 |
2.691 |
|