NYMEX Natural Gas Future September 2023
| Trading Metrics calculated at close of trading on 28-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2023 |
28-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
2.853 |
2.773 |
-0.080 |
-2.8% |
2.701 |
| High |
2.868 |
2.845 |
-0.023 |
-0.8% |
2.834 |
| Low |
2.728 |
2.630 |
-0.098 |
-3.6% |
2.513 |
| Close |
2.755 |
2.646 |
-0.109 |
-4.0% |
2.824 |
| Range |
0.140 |
0.215 |
0.075 |
53.6% |
0.321 |
| ATR |
0.137 |
0.143 |
0.006 |
4.1% |
0.000 |
| Volume |
79,871 |
68,196 |
-11,675 |
-14.6% |
255,346 |
|
| Daily Pivots for day following 28-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.352 |
3.214 |
2.764 |
|
| R3 |
3.137 |
2.999 |
2.705 |
|
| R2 |
2.922 |
2.922 |
2.685 |
|
| R1 |
2.784 |
2.784 |
2.666 |
2.746 |
| PP |
2.707 |
2.707 |
2.707 |
2.688 |
| S1 |
2.569 |
2.569 |
2.626 |
2.531 |
| S2 |
2.492 |
2.492 |
2.607 |
|
| S3 |
2.277 |
2.354 |
2.587 |
|
| S4 |
2.062 |
2.139 |
2.528 |
|
|
| 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 |
2.601 |
0.310 |
11.7% |
0.158 |
6.0% |
15% |
False |
False |
67,808 |
| 10 |
2.911 |
2.376 |
0.535 |
20.2% |
0.163 |
6.1% |
50% |
False |
False |
69,954 |
| 20 |
2.911 |
2.249 |
0.662 |
25.0% |
0.136 |
5.1% |
60% |
False |
False |
68,355 |
| 40 |
2.911 |
2.249 |
0.662 |
25.0% |
0.130 |
4.9% |
60% |
False |
False |
50,889 |
| 60 |
2.911 |
2.249 |
0.662 |
25.0% |
0.126 |
4.8% |
60% |
False |
False |
40,715 |
| 80 |
3.366 |
2.249 |
1.117 |
42.2% |
0.132 |
5.0% |
36% |
False |
False |
34,022 |
| 100 |
3.494 |
2.249 |
1.245 |
47.1% |
0.137 |
5.2% |
32% |
False |
False |
30,496 |
| 120 |
3.940 |
2.249 |
1.691 |
63.9% |
0.144 |
5.5% |
23% |
False |
False |
27,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.759 |
|
2.618 |
3.408 |
|
1.618 |
3.193 |
|
1.000 |
3.060 |
|
0.618 |
2.978 |
|
HIGH |
2.845 |
|
0.618 |
2.763 |
|
0.500 |
2.738 |
|
0.382 |
2.712 |
|
LOW |
2.630 |
|
0.618 |
2.497 |
|
1.000 |
2.415 |
|
1.618 |
2.282 |
|
2.618 |
2.067 |
|
4.250 |
1.716 |
|
|
| Fisher Pivots for day following 28-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.738 |
2.771 |
| PP |
2.707 |
2.729 |
| S1 |
2.677 |
2.688 |
|