NYMEX Natural Gas Future September 2023
| Trading Metrics calculated at close of trading on 12-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2023 |
12-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
2.639 |
2.697 |
0.058 |
2.2% |
2.710 |
| High |
2.716 |
2.712 |
-0.004 |
-0.1% |
2.780 |
| Low |
2.606 |
2.586 |
-0.020 |
-0.8% |
2.526 |
| Close |
2.692 |
2.597 |
-0.095 |
-3.5% |
2.570 |
| Range |
0.110 |
0.126 |
0.016 |
14.5% |
0.254 |
| ATR |
0.135 |
0.134 |
-0.001 |
-0.5% |
0.000 |
| Volume |
81,336 |
99,288 |
17,952 |
22.1% |
200,029 |
|
| Daily Pivots for day following 12-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.010 |
2.929 |
2.666 |
|
| R3 |
2.884 |
2.803 |
2.632 |
|
| R2 |
2.758 |
2.758 |
2.620 |
|
| R1 |
2.677 |
2.677 |
2.609 |
2.655 |
| PP |
2.632 |
2.632 |
2.632 |
2.620 |
| S1 |
2.551 |
2.551 |
2.585 |
2.529 |
| S2 |
2.506 |
2.506 |
2.574 |
|
| S3 |
2.380 |
2.425 |
2.562 |
|
| S4 |
2.254 |
2.299 |
2.528 |
|
|
| Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.387 |
3.233 |
2.710 |
|
| R3 |
3.133 |
2.979 |
2.640 |
|
| R2 |
2.879 |
2.879 |
2.617 |
|
| R1 |
2.725 |
2.725 |
2.593 |
2.675 |
| PP |
2.625 |
2.625 |
2.625 |
2.601 |
| S1 |
2.471 |
2.471 |
2.547 |
2.421 |
| S2 |
2.371 |
2.371 |
2.523 |
|
| S3 |
2.117 |
2.217 |
2.500 |
|
| S4 |
1.863 |
1.963 |
2.430 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.716 |
2.526 |
0.190 |
7.3% |
0.117 |
4.5% |
37% |
False |
False |
70,686 |
| 10 |
2.845 |
2.526 |
0.319 |
12.3% |
0.131 |
5.1% |
22% |
False |
False |
65,341 |
| 20 |
2.911 |
2.358 |
0.553 |
21.3% |
0.141 |
5.4% |
43% |
False |
False |
68,644 |
| 40 |
2.911 |
2.249 |
0.662 |
25.5% |
0.132 |
5.1% |
53% |
False |
False |
58,326 |
| 60 |
2.911 |
2.249 |
0.662 |
25.5% |
0.127 |
4.9% |
53% |
False |
False |
47,451 |
| 80 |
3.033 |
2.249 |
0.784 |
30.2% |
0.127 |
4.9% |
44% |
False |
False |
39,597 |
| 100 |
3.494 |
2.249 |
1.245 |
47.9% |
0.136 |
5.2% |
28% |
False |
False |
34,734 |
| 120 |
3.599 |
2.249 |
1.350 |
52.0% |
0.138 |
5.3% |
26% |
False |
False |
31,351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.248 |
|
2.618 |
3.042 |
|
1.618 |
2.916 |
|
1.000 |
2.838 |
|
0.618 |
2.790 |
|
HIGH |
2.712 |
|
0.618 |
2.664 |
|
0.500 |
2.649 |
|
0.382 |
2.634 |
|
LOW |
2.586 |
|
0.618 |
2.508 |
|
1.000 |
2.460 |
|
1.618 |
2.382 |
|
2.618 |
2.256 |
|
4.250 |
2.051 |
|
|
| Fisher Pivots for day following 12-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.649 |
2.639 |
| PP |
2.632 |
2.625 |
| S1 |
2.614 |
2.611 |
|