NYMEX Natural Gas Future September 2023
| Trading Metrics calculated at close of trading on 03-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2023 |
03-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
2.664 |
2.710 |
0.046 |
1.7% |
2.855 |
| High |
2.801 |
2.728 |
-0.073 |
-2.6% |
2.911 |
| Low |
2.629 |
2.661 |
0.032 |
1.2% |
2.607 |
| Close |
2.774 |
2.702 |
-0.072 |
-2.6% |
2.774 |
| Range |
0.172 |
0.067 |
-0.105 |
-61.0% |
0.304 |
| ATR |
0.144 |
0.142 |
-0.002 |
-1.5% |
0.000 |
| Volume |
67,446 |
42,565 |
-24,881 |
-36.9% |
350,642 |
|
| Daily Pivots for day following 03-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.898 |
2.867 |
2.739 |
|
| R3 |
2.831 |
2.800 |
2.720 |
|
| R2 |
2.764 |
2.764 |
2.714 |
|
| R1 |
2.733 |
2.733 |
2.708 |
2.715 |
| PP |
2.697 |
2.697 |
2.697 |
2.688 |
| S1 |
2.666 |
2.666 |
2.696 |
2.648 |
| S2 |
2.630 |
2.630 |
2.690 |
|
| S3 |
2.563 |
2.599 |
2.684 |
|
| S4 |
2.496 |
2.532 |
2.665 |
|
|
| Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.676 |
3.529 |
2.941 |
|
| R3 |
3.372 |
3.225 |
2.858 |
|
| R2 |
3.068 |
3.068 |
2.830 |
|
| R1 |
2.921 |
2.921 |
2.802 |
2.843 |
| PP |
2.764 |
2.764 |
2.764 |
2.725 |
| S1 |
2.617 |
2.617 |
2.746 |
2.539 |
| S2 |
2.460 |
2.460 |
2.718 |
|
| S3 |
2.156 |
2.313 |
2.690 |
|
| S4 |
1.852 |
2.009 |
2.607 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.868 |
2.607 |
0.261 |
9.7% |
0.144 |
5.3% |
36% |
False |
False |
64,457 |
| 10 |
2.911 |
2.513 |
0.398 |
14.7% |
0.154 |
5.7% |
47% |
False |
False |
64,855 |
| 20 |
2.911 |
2.292 |
0.619 |
22.9% |
0.136 |
5.0% |
66% |
False |
False |
70,608 |
| 40 |
2.911 |
2.249 |
0.662 |
24.5% |
0.131 |
4.8% |
68% |
False |
False |
53,002 |
| 60 |
2.911 |
2.249 |
0.662 |
24.5% |
0.127 |
4.7% |
68% |
False |
False |
42,707 |
| 80 |
3.227 |
2.249 |
0.978 |
36.2% |
0.129 |
4.8% |
46% |
False |
False |
35,557 |
| 100 |
3.494 |
2.249 |
1.245 |
46.1% |
0.137 |
5.1% |
36% |
False |
False |
31,735 |
| 120 |
3.763 |
2.249 |
1.514 |
56.0% |
0.142 |
5.2% |
30% |
False |
False |
28,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.013 |
|
2.618 |
2.903 |
|
1.618 |
2.836 |
|
1.000 |
2.795 |
|
0.618 |
2.769 |
|
HIGH |
2.728 |
|
0.618 |
2.702 |
|
0.500 |
2.695 |
|
0.382 |
2.687 |
|
LOW |
2.661 |
|
0.618 |
2.620 |
|
1.000 |
2.594 |
|
1.618 |
2.553 |
|
2.618 |
2.486 |
|
4.250 |
2.376 |
|
|
| Fisher Pivots for day following 03-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.700 |
2.704 |
| PP |
2.697 |
2.703 |
| S1 |
2.695 |
2.703 |
|