NYMEX Natural Gas Future September 2023
| Trading Metrics calculated at close of trading on 27-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2023 |
27-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
2.734 |
2.684 |
-0.050 |
-1.8% |
2.541 |
| High |
2.759 |
2.691 |
-0.068 |
-2.5% |
2.759 |
| Low |
2.650 |
2.551 |
-0.099 |
-3.7% |
2.477 |
| Close |
2.693 |
2.595 |
-0.098 |
-3.6% |
2.707 |
| Range |
0.109 |
0.140 |
0.031 |
28.4% |
0.282 |
| ATR |
0.119 |
0.121 |
0.002 |
1.3% |
0.000 |
| Volume |
139,070 |
166,760 |
27,690 |
19.9% |
524,498 |
|
| Daily Pivots for day following 27-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.032 |
2.954 |
2.672 |
|
| R3 |
2.892 |
2.814 |
2.634 |
|
| R2 |
2.752 |
2.752 |
2.621 |
|
| R1 |
2.674 |
2.674 |
2.608 |
2.643 |
| PP |
2.612 |
2.612 |
2.612 |
2.597 |
| S1 |
2.534 |
2.534 |
2.582 |
2.503 |
| S2 |
2.472 |
2.472 |
2.569 |
|
| S3 |
2.332 |
2.394 |
2.557 |
|
| S4 |
2.192 |
2.254 |
2.518 |
|
|
| 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 |
2.771 |
2.551 |
0.220 |
8.5% |
0.105 |
4.0% |
20% |
False |
True |
132,892 |
| 10 |
2.771 |
2.477 |
0.294 |
11.3% |
0.107 |
4.1% |
40% |
False |
False |
120,144 |
| 20 |
2.801 |
2.477 |
0.324 |
12.5% |
0.113 |
4.4% |
36% |
False |
False |
95,342 |
| 40 |
2.911 |
2.249 |
0.662 |
25.5% |
0.124 |
4.8% |
52% |
False |
False |
81,849 |
| 60 |
2.911 |
2.249 |
0.662 |
25.5% |
0.125 |
4.8% |
52% |
False |
False |
65,707 |
| 80 |
2.911 |
2.249 |
0.662 |
25.5% |
0.123 |
4.7% |
52% |
False |
False |
54,372 |
| 100 |
3.366 |
2.249 |
1.117 |
43.0% |
0.129 |
5.0% |
31% |
False |
False |
46,286 |
| 120 |
3.494 |
2.249 |
1.245 |
48.0% |
0.133 |
5.1% |
28% |
False |
False |
41,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.286 |
|
2.618 |
3.058 |
|
1.618 |
2.918 |
|
1.000 |
2.831 |
|
0.618 |
2.778 |
|
HIGH |
2.691 |
|
0.618 |
2.638 |
|
0.500 |
2.621 |
|
0.382 |
2.604 |
|
LOW |
2.551 |
|
0.618 |
2.464 |
|
1.000 |
2.411 |
|
1.618 |
2.324 |
|
2.618 |
2.184 |
|
4.250 |
1.956 |
|
|
| Fisher Pivots for day following 27-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.621 |
2.661 |
| PP |
2.612 |
2.639 |
| S1 |
2.604 |
2.617 |
|