NYMEX Natural Gas Future September 2023
| Trading Metrics calculated at close of trading on 22-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2023 |
22-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
2.552 |
2.666 |
0.114 |
4.5% |
2.391 |
| High |
2.673 |
2.705 |
0.032 |
1.2% |
2.721 |
| Low |
2.513 |
2.606 |
0.093 |
3.7% |
2.292 |
| Close |
2.666 |
2.694 |
0.028 |
1.1% |
2.715 |
| Range |
0.160 |
0.099 |
-0.061 |
-38.1% |
0.429 |
| ATR |
0.135 |
0.132 |
-0.003 |
-1.9% |
0.000 |
| Volume |
53,149 |
42,624 |
-10,525 |
-19.8% |
400,695 |
|
| Daily Pivots for day following 22-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.965 |
2.929 |
2.748 |
|
| R3 |
2.866 |
2.830 |
2.721 |
|
| R2 |
2.767 |
2.767 |
2.712 |
|
| R1 |
2.731 |
2.731 |
2.703 |
2.749 |
| PP |
2.668 |
2.668 |
2.668 |
2.678 |
| S1 |
2.632 |
2.632 |
2.685 |
2.650 |
| S2 |
2.569 |
2.569 |
2.676 |
|
| S3 |
2.470 |
2.533 |
2.667 |
|
| S4 |
2.371 |
2.434 |
2.640 |
|
|
| Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.863 |
3.718 |
2.951 |
|
| R3 |
3.434 |
3.289 |
2.833 |
|
| R2 |
3.005 |
3.005 |
2.794 |
|
| R1 |
2.860 |
2.860 |
2.754 |
2.933 |
| PP |
2.576 |
2.576 |
2.576 |
2.612 |
| S1 |
2.431 |
2.431 |
2.676 |
2.504 |
| S2 |
2.147 |
2.147 |
2.636 |
|
| S3 |
1.718 |
2.002 |
2.597 |
|
| S4 |
1.289 |
1.573 |
2.479 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.775 |
2.398 |
0.377 |
14.0% |
0.170 |
6.3% |
79% |
False |
False |
71,070 |
| 10 |
2.775 |
2.292 |
0.483 |
17.9% |
0.133 |
4.9% |
83% |
False |
False |
76,461 |
| 20 |
2.775 |
2.249 |
0.526 |
19.5% |
0.127 |
4.7% |
85% |
False |
False |
60,881 |
| 40 |
2.864 |
2.249 |
0.615 |
22.8% |
0.126 |
4.7% |
72% |
False |
False |
45,651 |
| 60 |
2.864 |
2.249 |
0.615 |
22.8% |
0.123 |
4.6% |
72% |
False |
False |
36,707 |
| 80 |
3.494 |
2.249 |
1.245 |
46.2% |
0.132 |
4.9% |
36% |
False |
False |
31,040 |
| 100 |
3.494 |
2.249 |
1.245 |
46.2% |
0.137 |
5.1% |
36% |
False |
False |
28,129 |
| 120 |
4.228 |
2.249 |
1.979 |
73.5% |
0.145 |
5.4% |
22% |
False |
False |
25,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.126 |
|
2.618 |
2.964 |
|
1.618 |
2.865 |
|
1.000 |
2.804 |
|
0.618 |
2.766 |
|
HIGH |
2.705 |
|
0.618 |
2.667 |
|
0.500 |
2.656 |
|
0.382 |
2.644 |
|
LOW |
2.606 |
|
0.618 |
2.545 |
|
1.000 |
2.507 |
|
1.618 |
2.446 |
|
2.618 |
2.347 |
|
4.250 |
2.185 |
|
|
| Fisher Pivots for day following 22-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.681 |
2.677 |
| PP |
2.668 |
2.661 |
| S1 |
2.656 |
2.644 |
|