NYMEX Natural Gas Future September 2023
| Trading Metrics calculated at close of trading on 26-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2023 |
26-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
2.694 |
2.855 |
0.161 |
6.0% |
2.701 |
| High |
2.834 |
2.911 |
0.077 |
2.7% |
2.834 |
| Low |
2.601 |
2.809 |
0.208 |
8.0% |
2.513 |
| Close |
2.824 |
2.868 |
0.044 |
1.6% |
2.824 |
| Range |
0.233 |
0.102 |
-0.131 |
-56.2% |
0.321 |
| ATR |
0.140 |
0.137 |
-0.003 |
-1.9% |
0.000 |
| Volume |
77,432 |
70,921 |
-6,511 |
-8.4% |
255,346 |
|
| Daily Pivots for day following 26-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.169 |
3.120 |
2.924 |
|
| R3 |
3.067 |
3.018 |
2.896 |
|
| R2 |
2.965 |
2.965 |
2.887 |
|
| R1 |
2.916 |
2.916 |
2.877 |
2.941 |
| PP |
2.863 |
2.863 |
2.863 |
2.875 |
| S1 |
2.814 |
2.814 |
2.859 |
2.839 |
| S2 |
2.761 |
2.761 |
2.849 |
|
| S3 |
2.659 |
2.712 |
2.840 |
|
| S4 |
2.557 |
2.610 |
2.812 |
|
|
| Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.687 |
3.576 |
3.001 |
|
| R3 |
3.366 |
3.255 |
2.912 |
|
| R2 |
3.045 |
3.045 |
2.883 |
|
| R1 |
2.934 |
2.934 |
2.853 |
2.990 |
| PP |
2.724 |
2.724 |
2.724 |
2.751 |
| S1 |
2.613 |
2.613 |
2.795 |
2.669 |
| S2 |
2.403 |
2.403 |
2.765 |
|
| S3 |
2.082 |
2.292 |
2.736 |
|
| S4 |
1.761 |
1.971 |
2.647 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.911 |
2.513 |
0.398 |
13.9% |
0.164 |
5.7% |
89% |
True |
False |
65,253 |
| 10 |
2.911 |
2.292 |
0.619 |
21.6% |
0.147 |
5.1% |
93% |
True |
False |
72,696 |
| 20 |
2.911 |
2.249 |
0.662 |
23.1% |
0.131 |
4.6% |
94% |
True |
False |
64,850 |
| 40 |
2.911 |
2.249 |
0.662 |
23.1% |
0.129 |
4.5% |
94% |
True |
False |
48,283 |
| 60 |
2.911 |
2.249 |
0.662 |
23.1% |
0.124 |
4.3% |
94% |
True |
False |
38,742 |
| 80 |
3.494 |
2.249 |
1.245 |
43.4% |
0.132 |
4.6% |
50% |
False |
False |
32,486 |
| 100 |
3.494 |
2.249 |
1.245 |
43.4% |
0.137 |
4.8% |
50% |
False |
False |
29,393 |
| 120 |
4.061 |
2.249 |
1.812 |
63.2% |
0.145 |
5.1% |
34% |
False |
False |
26,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.345 |
|
2.618 |
3.178 |
|
1.618 |
3.076 |
|
1.000 |
3.013 |
|
0.618 |
2.974 |
|
HIGH |
2.911 |
|
0.618 |
2.872 |
|
0.500 |
2.860 |
|
0.382 |
2.848 |
|
LOW |
2.809 |
|
0.618 |
2.746 |
|
1.000 |
2.707 |
|
1.618 |
2.644 |
|
2.618 |
2.542 |
|
4.250 |
2.376 |
|
|
| Fisher Pivots for day following 26-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.865 |
2.831 |
| PP |
2.863 |
2.793 |
| S1 |
2.860 |
2.756 |
|