NYMEX Natural Gas Future September 2023
| Trading Metrics calculated at close of trading on 20-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2023 |
20-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
2.612 |
2.611 |
-0.001 |
0.0% |
2.566 |
| High |
2.642 |
2.759 |
0.117 |
4.4% |
2.716 |
| Low |
2.570 |
2.599 |
0.029 |
1.1% |
2.487 |
| Close |
2.585 |
2.731 |
0.146 |
5.6% |
2.530 |
| Range |
0.072 |
0.160 |
0.088 |
122.2% |
0.229 |
| ATR |
0.124 |
0.127 |
0.004 |
2.9% |
0.000 |
| Volume |
81,164 |
147,712 |
66,548 |
82.0% |
489,409 |
|
| Daily Pivots for day following 20-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.176 |
3.114 |
2.819 |
|
| R3 |
3.016 |
2.954 |
2.775 |
|
| R2 |
2.856 |
2.856 |
2.760 |
|
| R1 |
2.794 |
2.794 |
2.746 |
2.825 |
| PP |
2.696 |
2.696 |
2.696 |
2.712 |
| S1 |
2.634 |
2.634 |
2.716 |
2.665 |
| S2 |
2.536 |
2.536 |
2.702 |
|
| S3 |
2.376 |
2.474 |
2.687 |
|
| S4 |
2.216 |
2.314 |
2.643 |
|
|
| 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 |
2.759 |
2.477 |
0.282 |
10.3% |
0.108 |
4.0% |
90% |
True |
False |
107,397 |
| 10 |
2.759 |
2.477 |
0.282 |
10.3% |
0.113 |
4.1% |
90% |
True |
False |
95,718 |
| 20 |
2.911 |
2.477 |
0.434 |
15.9% |
0.127 |
4.6% |
59% |
False |
False |
79,072 |
| 40 |
2.911 |
2.249 |
0.662 |
24.2% |
0.126 |
4.6% |
73% |
False |
False |
69,813 |
| 60 |
2.911 |
2.249 |
0.662 |
24.2% |
0.126 |
4.6% |
73% |
False |
False |
56,379 |
| 80 |
2.911 |
2.249 |
0.662 |
24.2% |
0.124 |
4.5% |
73% |
False |
False |
46,946 |
| 100 |
3.494 |
2.249 |
1.245 |
45.6% |
0.131 |
4.8% |
39% |
False |
False |
40,377 |
| 120 |
3.494 |
2.249 |
1.245 |
45.6% |
0.135 |
5.0% |
39% |
False |
False |
36,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.439 |
|
2.618 |
3.178 |
|
1.618 |
3.018 |
|
1.000 |
2.919 |
|
0.618 |
2.858 |
|
HIGH |
2.759 |
|
0.618 |
2.698 |
|
0.500 |
2.679 |
|
0.382 |
2.660 |
|
LOW |
2.599 |
|
0.618 |
2.500 |
|
1.000 |
2.439 |
|
1.618 |
2.340 |
|
2.618 |
2.180 |
|
4.250 |
1.919 |
|
|
| Fisher Pivots for day following 20-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.714 |
2.701 |
| PP |
2.696 |
2.671 |
| S1 |
2.679 |
2.641 |
|