NYMEX Natural Gas Future September 2023
| Trading Metrics calculated at close of trading on 01-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2023 |
01-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
2.404 |
2.351 |
-0.053 |
-2.2% |
2.727 |
| High |
2.483 |
2.374 |
-0.109 |
-4.4% |
2.744 |
| Low |
2.341 |
2.249 |
-0.092 |
-3.9% |
2.462 |
| Close |
2.358 |
2.277 |
-0.081 |
-3.4% |
2.503 |
| Range |
0.142 |
0.125 |
-0.017 |
-12.0% |
0.282 |
| ATR |
0.131 |
0.131 |
0.000 |
-0.3% |
0.000 |
| Volume |
37,211 |
57,240 |
20,029 |
53.8% |
177,379 |
|
| Daily Pivots for day following 01-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.675 |
2.601 |
2.346 |
|
| R3 |
2.550 |
2.476 |
2.311 |
|
| R2 |
2.425 |
2.425 |
2.300 |
|
| R1 |
2.351 |
2.351 |
2.288 |
2.326 |
| PP |
2.300 |
2.300 |
2.300 |
2.287 |
| S1 |
2.226 |
2.226 |
2.266 |
2.201 |
| S2 |
2.175 |
2.175 |
2.254 |
|
| S3 |
2.050 |
2.101 |
2.243 |
|
| S4 |
1.925 |
1.976 |
2.208 |
|
|
| Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.416 |
3.241 |
2.658 |
|
| R3 |
3.134 |
2.959 |
2.581 |
|
| R2 |
2.852 |
2.852 |
2.555 |
|
| R1 |
2.677 |
2.677 |
2.529 |
2.624 |
| PP |
2.570 |
2.570 |
2.570 |
2.543 |
| S1 |
2.395 |
2.395 |
2.477 |
2.342 |
| S2 |
2.288 |
2.288 |
2.451 |
|
| S3 |
2.006 |
2.113 |
2.425 |
|
| S4 |
1.724 |
1.831 |
2.348 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.671 |
2.249 |
0.422 |
18.5% |
0.140 |
6.2% |
7% |
False |
True |
41,617 |
| 10 |
2.864 |
2.249 |
0.615 |
27.0% |
0.140 |
6.1% |
5% |
False |
True |
40,235 |
| 20 |
2.864 |
2.249 |
0.615 |
27.0% |
0.126 |
5.5% |
5% |
False |
True |
34,892 |
| 40 |
2.864 |
2.249 |
0.615 |
27.0% |
0.124 |
5.4% |
5% |
False |
True |
28,319 |
| 60 |
3.258 |
2.249 |
1.009 |
44.3% |
0.128 |
5.6% |
3% |
False |
True |
23,562 |
| 80 |
3.494 |
2.249 |
1.245 |
54.7% |
0.138 |
6.1% |
2% |
False |
True |
21,833 |
| 100 |
3.867 |
2.249 |
1.618 |
71.1% |
0.144 |
6.3% |
2% |
False |
True |
19,807 |
| 120 |
5.393 |
2.249 |
3.144 |
138.1% |
0.157 |
6.9% |
1% |
False |
True |
17,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.905 |
|
2.618 |
2.701 |
|
1.618 |
2.576 |
|
1.000 |
2.499 |
|
0.618 |
2.451 |
|
HIGH |
2.374 |
|
0.618 |
2.326 |
|
0.500 |
2.312 |
|
0.382 |
2.297 |
|
LOW |
2.249 |
|
0.618 |
2.172 |
|
1.000 |
2.124 |
|
1.618 |
2.047 |
|
2.618 |
1.922 |
|
4.250 |
1.718 |
|
|
| Fisher Pivots for day following 01-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.312 |
2.390 |
| PP |
2.300 |
2.352 |
| S1 |
2.289 |
2.315 |
|