NYMEX Natural Gas Future September 2023
| Trading Metrics calculated at close of trading on 27-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2023 |
27-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
2.855 |
2.853 |
-0.002 |
-0.1% |
2.701 |
| High |
2.911 |
2.868 |
-0.043 |
-1.5% |
2.834 |
| Low |
2.809 |
2.728 |
-0.081 |
-2.9% |
2.513 |
| Close |
2.868 |
2.755 |
-0.113 |
-3.9% |
2.824 |
| Range |
0.102 |
0.140 |
0.038 |
37.3% |
0.321 |
| ATR |
0.137 |
0.137 |
0.000 |
0.2% |
0.000 |
| Volume |
70,921 |
79,871 |
8,950 |
12.6% |
255,346 |
|
| Daily Pivots for day following 27-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.204 |
3.119 |
2.832 |
|
| R3 |
3.064 |
2.979 |
2.794 |
|
| R2 |
2.924 |
2.924 |
2.781 |
|
| R1 |
2.839 |
2.839 |
2.768 |
2.812 |
| PP |
2.784 |
2.784 |
2.784 |
2.770 |
| S1 |
2.699 |
2.699 |
2.742 |
2.672 |
| S2 |
2.644 |
2.644 |
2.729 |
|
| S3 |
2.504 |
2.559 |
2.717 |
|
| S4 |
2.364 |
2.419 |
2.678 |
|
|
| 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 |
14.4% |
0.147 |
5.3% |
61% |
False |
False |
64,799 |
| 10 |
2.911 |
2.358 |
0.553 |
20.1% |
0.150 |
5.4% |
72% |
False |
False |
71,948 |
| 20 |
2.911 |
2.249 |
0.662 |
24.0% |
0.134 |
4.9% |
76% |
False |
False |
66,925 |
| 40 |
2.911 |
2.249 |
0.662 |
24.0% |
0.127 |
4.6% |
76% |
False |
False |
49,564 |
| 60 |
2.911 |
2.249 |
0.662 |
24.0% |
0.125 |
4.5% |
76% |
False |
False |
39,829 |
| 80 |
3.494 |
2.249 |
1.245 |
45.2% |
0.132 |
4.8% |
41% |
False |
False |
33,333 |
| 100 |
3.494 |
2.249 |
1.245 |
45.2% |
0.136 |
5.0% |
41% |
False |
False |
30,006 |
| 120 |
3.949 |
2.249 |
1.700 |
61.7% |
0.144 |
5.2% |
30% |
False |
False |
26,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.463 |
|
2.618 |
3.235 |
|
1.618 |
3.095 |
|
1.000 |
3.008 |
|
0.618 |
2.955 |
|
HIGH |
2.868 |
|
0.618 |
2.815 |
|
0.500 |
2.798 |
|
0.382 |
2.781 |
|
LOW |
2.728 |
|
0.618 |
2.641 |
|
1.000 |
2.588 |
|
1.618 |
2.501 |
|
2.618 |
2.361 |
|
4.250 |
2.133 |
|
|
| Fisher Pivots for day following 27-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.798 |
2.756 |
| PP |
2.784 |
2.756 |
| S1 |
2.769 |
2.755 |
|