NYMEX Natural Gas Future September 2023
| Trading Metrics calculated at close of trading on 06-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2023 |
06-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
2.694 |
2.637 |
-0.057 |
-2.1% |
2.855 |
| High |
2.780 |
2.678 |
-0.102 |
-3.7% |
2.911 |
| Low |
2.630 |
2.579 |
-0.051 |
-1.9% |
2.607 |
| Close |
2.643 |
2.599 |
-0.044 |
-1.7% |
2.774 |
| Range |
0.150 |
0.099 |
-0.051 |
-34.0% |
0.304 |
| ATR |
0.142 |
0.139 |
-0.003 |
-2.2% |
0.000 |
| Volume |
57,566 |
53,430 |
-4,136 |
-7.2% |
350,642 |
|
| Daily Pivots for day following 06-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.916 |
2.856 |
2.653 |
|
| R3 |
2.817 |
2.757 |
2.626 |
|
| R2 |
2.718 |
2.718 |
2.617 |
|
| R1 |
2.658 |
2.658 |
2.608 |
2.639 |
| PP |
2.619 |
2.619 |
2.619 |
2.609 |
| S1 |
2.559 |
2.559 |
2.590 |
2.540 |
| S2 |
2.520 |
2.520 |
2.581 |
|
| S3 |
2.421 |
2.460 |
2.572 |
|
| S4 |
2.322 |
2.361 |
2.545 |
|
|
| 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 |
2.801 |
2.579 |
0.222 |
8.5% |
0.123 |
4.7% |
9% |
False |
True |
57,043 |
| 10 |
2.911 |
2.579 |
0.332 |
12.8% |
0.140 |
5.4% |
6% |
False |
True |
62,425 |
| 20 |
2.911 |
2.292 |
0.619 |
23.8% |
0.136 |
5.2% |
50% |
False |
False |
71,572 |
| 40 |
2.911 |
2.249 |
0.662 |
25.5% |
0.132 |
5.1% |
53% |
False |
False |
54,168 |
| 60 |
2.911 |
2.249 |
0.662 |
25.5% |
0.127 |
4.9% |
53% |
False |
False |
43,842 |
| 80 |
3.215 |
2.249 |
0.966 |
37.2% |
0.129 |
5.0% |
36% |
False |
False |
36,529 |
| 100 |
3.494 |
2.249 |
1.245 |
47.9% |
0.136 |
5.2% |
28% |
False |
False |
32,411 |
| 120 |
3.761 |
2.249 |
1.512 |
58.2% |
0.140 |
5.4% |
23% |
False |
False |
29,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.099 |
|
2.618 |
2.937 |
|
1.618 |
2.838 |
|
1.000 |
2.777 |
|
0.618 |
2.739 |
|
HIGH |
2.678 |
|
0.618 |
2.640 |
|
0.500 |
2.629 |
|
0.382 |
2.617 |
|
LOW |
2.579 |
|
0.618 |
2.518 |
|
1.000 |
2.480 |
|
1.618 |
2.419 |
|
2.618 |
2.320 |
|
4.250 |
2.158 |
|
|
| Fisher Pivots for day following 06-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.629 |
2.680 |
| PP |
2.619 |
2.653 |
| S1 |
2.609 |
2.626 |
|