NYMEX Natural Gas Future September 2023
| Trading Metrics calculated at close of trading on 19-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2023 |
19-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
2.529 |
2.612 |
0.083 |
3.3% |
2.566 |
| High |
2.634 |
2.642 |
0.008 |
0.3% |
2.716 |
| Low |
2.522 |
2.570 |
0.048 |
1.9% |
2.487 |
| Close |
2.618 |
2.585 |
-0.033 |
-1.3% |
2.530 |
| Range |
0.112 |
0.072 |
-0.040 |
-35.7% |
0.229 |
| ATR |
0.128 |
0.124 |
-0.004 |
-3.1% |
0.000 |
| Volume |
101,524 |
81,164 |
-20,360 |
-20.1% |
489,409 |
|
| Daily Pivots for day following 19-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.815 |
2.772 |
2.625 |
|
| R3 |
2.743 |
2.700 |
2.605 |
|
| R2 |
2.671 |
2.671 |
2.598 |
|
| R1 |
2.628 |
2.628 |
2.592 |
2.614 |
| PP |
2.599 |
2.599 |
2.599 |
2.592 |
| S1 |
2.556 |
2.556 |
2.578 |
2.542 |
| S2 |
2.527 |
2.527 |
2.572 |
|
| S3 |
2.455 |
2.484 |
2.565 |
|
| S4 |
2.383 |
2.412 |
2.545 |
|
|
| Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.265 |
3.126 |
2.656 |
|
| R3 |
3.036 |
2.897 |
2.593 |
|
| R2 |
2.807 |
2.807 |
2.572 |
|
| R1 |
2.668 |
2.668 |
2.551 |
2.623 |
| PP |
2.578 |
2.578 |
2.578 |
2.555 |
| S1 |
2.439 |
2.439 |
2.509 |
2.394 |
| S2 |
2.349 |
2.349 |
2.488 |
|
| S3 |
2.120 |
2.210 |
2.467 |
|
| S4 |
1.891 |
1.981 |
2.404 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.642 |
2.477 |
0.165 |
6.4% |
0.097 |
3.7% |
65% |
True |
False |
101,893 |
| 10 |
2.716 |
2.477 |
0.239 |
9.2% |
0.107 |
4.1% |
45% |
False |
False |
86,290 |
| 20 |
2.911 |
2.477 |
0.434 |
16.8% |
0.127 |
4.9% |
25% |
False |
False |
74,343 |
| 40 |
2.911 |
2.249 |
0.662 |
25.6% |
0.126 |
4.9% |
51% |
False |
False |
66,969 |
| 60 |
2.911 |
2.249 |
0.662 |
25.6% |
0.125 |
4.8% |
51% |
False |
False |
54,249 |
| 80 |
2.911 |
2.249 |
0.662 |
25.6% |
0.123 |
4.8% |
51% |
False |
False |
45,204 |
| 100 |
3.494 |
2.249 |
1.245 |
48.2% |
0.131 |
5.1% |
27% |
False |
False |
39,032 |
| 120 |
3.494 |
2.249 |
1.245 |
48.2% |
0.135 |
5.2% |
27% |
False |
False |
35,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.948 |
|
2.618 |
2.830 |
|
1.618 |
2.758 |
|
1.000 |
2.714 |
|
0.618 |
2.686 |
|
HIGH |
2.642 |
|
0.618 |
2.614 |
|
0.500 |
2.606 |
|
0.382 |
2.598 |
|
LOW |
2.570 |
|
0.618 |
2.526 |
|
1.000 |
2.498 |
|
1.618 |
2.454 |
|
2.618 |
2.382 |
|
4.250 |
2.264 |
|
|
| Fisher Pivots for day following 19-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.606 |
2.577 |
| PP |
2.599 |
2.568 |
| S1 |
2.592 |
2.560 |
|