NYMEX Natural Gas Future August 2023
| Trading Metrics calculated at close of trading on 27-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2023 |
27-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
2.720 |
2.627 |
-0.093 |
-3.4% |
2.548 |
| High |
2.739 |
2.650 |
-0.089 |
-3.2% |
2.789 |
| Low |
2.625 |
2.463 |
-0.162 |
-6.2% |
2.484 |
| Close |
2.665 |
2.492 |
-0.173 |
-6.5% |
2.713 |
| Range |
0.114 |
0.187 |
0.073 |
64.0% |
0.305 |
| ATR |
0.126 |
0.131 |
0.005 |
4.3% |
0.000 |
| Volume |
37,310 |
2,365 |
-34,945 |
-93.7% |
607,852 |
|
| Daily Pivots for day following 27-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.096 |
2.981 |
2.595 |
|
| R3 |
2.909 |
2.794 |
2.543 |
|
| R2 |
2.722 |
2.722 |
2.526 |
|
| R1 |
2.607 |
2.607 |
2.509 |
2.571 |
| PP |
2.535 |
2.535 |
2.535 |
2.517 |
| S1 |
2.420 |
2.420 |
2.475 |
2.384 |
| S2 |
2.348 |
2.348 |
2.458 |
|
| S3 |
2.161 |
2.233 |
2.441 |
|
| S4 |
1.974 |
2.046 |
2.389 |
|
|
| 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 |
2.786 |
2.463 |
0.323 |
13.0% |
0.120 |
4.8% |
9% |
False |
True |
44,707 |
| 10 |
2.789 |
2.463 |
0.326 |
13.1% |
0.117 |
4.7% |
9% |
False |
True |
87,183 |
| 20 |
2.828 |
2.463 |
0.365 |
14.6% |
0.123 |
4.9% |
8% |
False |
True |
105,392 |
| 40 |
2.936 |
2.244 |
0.692 |
27.8% |
0.131 |
5.3% |
36% |
False |
False |
100,061 |
| 60 |
2.936 |
2.244 |
0.692 |
27.8% |
0.130 |
5.2% |
36% |
False |
False |
78,389 |
| 80 |
2.936 |
2.244 |
0.692 |
27.8% |
0.127 |
5.1% |
36% |
False |
False |
64,009 |
| 100 |
3.379 |
2.244 |
1.135 |
45.5% |
0.133 |
5.3% |
22% |
False |
False |
53,737 |
| 120 |
3.536 |
2.244 |
1.292 |
51.8% |
0.137 |
5.5% |
19% |
False |
False |
46,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.445 |
|
2.618 |
3.140 |
|
1.618 |
2.953 |
|
1.000 |
2.837 |
|
0.618 |
2.766 |
|
HIGH |
2.650 |
|
0.618 |
2.579 |
|
0.500 |
2.557 |
|
0.382 |
2.534 |
|
LOW |
2.463 |
|
0.618 |
2.347 |
|
1.000 |
2.276 |
|
1.618 |
2.160 |
|
2.618 |
1.973 |
|
4.250 |
1.668 |
|
|
| Fisher Pivots for day following 27-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.557 |
2.609 |
| PP |
2.535 |
2.570 |
| S1 |
2.514 |
2.531 |
|