NYMEX Natural Gas Future September 2023
| Trading Metrics calculated at close of trading on 21-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2023 |
21-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
2.611 |
2.718 |
0.107 |
4.1% |
2.541 |
| High |
2.759 |
2.759 |
0.000 |
0.0% |
2.759 |
| Low |
2.599 |
2.684 |
0.085 |
3.3% |
2.477 |
| Close |
2.731 |
2.707 |
-0.024 |
-0.9% |
2.707 |
| Range |
0.160 |
0.075 |
-0.085 |
-53.1% |
0.282 |
| ATR |
0.127 |
0.124 |
-0.004 |
-2.9% |
0.000 |
| Volume |
147,712 |
103,192 |
-44,520 |
-30.1% |
524,498 |
|
| Daily Pivots for day following 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.942 |
2.899 |
2.748 |
|
| R3 |
2.867 |
2.824 |
2.728 |
|
| R2 |
2.792 |
2.792 |
2.721 |
|
| R1 |
2.749 |
2.749 |
2.714 |
2.733 |
| PP |
2.717 |
2.717 |
2.717 |
2.709 |
| S1 |
2.674 |
2.674 |
2.700 |
2.658 |
| S2 |
2.642 |
2.642 |
2.693 |
|
| S3 |
2.567 |
2.599 |
2.686 |
|
| S4 |
2.492 |
2.524 |
2.666 |
|
|
| Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.494 |
3.382 |
2.862 |
|
| R3 |
3.212 |
3.100 |
2.785 |
|
| R2 |
2.930 |
2.930 |
2.759 |
|
| R1 |
2.818 |
2.818 |
2.733 |
2.874 |
| PP |
2.648 |
2.648 |
2.648 |
2.676 |
| S1 |
2.536 |
2.536 |
2.681 |
2.592 |
| S2 |
2.366 |
2.366 |
2.655 |
|
| S3 |
2.084 |
2.254 |
2.629 |
|
| S4 |
1.802 |
1.972 |
2.552 |
|
|
| 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 |
10.4% |
0.102 |
3.8% |
82% |
True |
False |
104,899 |
| 10 |
2.759 |
2.477 |
0.282 |
10.4% |
0.106 |
3.9% |
82% |
True |
False |
101,390 |
| 20 |
2.911 |
2.477 |
0.434 |
16.0% |
0.125 |
4.6% |
53% |
False |
False |
82,100 |
| 40 |
2.911 |
2.249 |
0.662 |
24.5% |
0.126 |
4.7% |
69% |
False |
False |
71,491 |
| 60 |
2.911 |
2.249 |
0.662 |
24.5% |
0.126 |
4.6% |
69% |
False |
False |
57,800 |
| 80 |
2.911 |
2.249 |
0.662 |
24.5% |
0.123 |
4.6% |
69% |
False |
False |
48,055 |
| 100 |
3.494 |
2.249 |
1.245 |
46.0% |
0.131 |
4.8% |
37% |
False |
False |
41,252 |
| 120 |
3.494 |
2.249 |
1.245 |
46.0% |
0.135 |
5.0% |
37% |
False |
False |
37,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.078 |
|
2.618 |
2.955 |
|
1.618 |
2.880 |
|
1.000 |
2.834 |
|
0.618 |
2.805 |
|
HIGH |
2.759 |
|
0.618 |
2.730 |
|
0.500 |
2.722 |
|
0.382 |
2.713 |
|
LOW |
2.684 |
|
0.618 |
2.638 |
|
1.000 |
2.609 |
|
1.618 |
2.563 |
|
2.618 |
2.488 |
|
4.250 |
2.365 |
|
|
| Fisher Pivots for day following 21-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.722 |
2.693 |
| PP |
2.717 |
2.679 |
| S1 |
2.712 |
2.665 |
|