NYMEX Natural Gas Future September 2023
| Trading Metrics calculated at close of trading on 28-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2023 |
28-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
2.684 |
2.602 |
-0.082 |
-3.1% |
2.713 |
| High |
2.691 |
2.685 |
-0.006 |
-0.2% |
2.771 |
| Low |
2.551 |
2.564 |
0.013 |
0.5% |
2.551 |
| Close |
2.595 |
2.638 |
0.043 |
1.7% |
2.638 |
| Range |
0.140 |
0.121 |
-0.019 |
-13.6% |
0.220 |
| ATR |
0.121 |
0.121 |
0.000 |
0.0% |
0.000 |
| Volume |
166,760 |
136,505 |
-30,255 |
-18.1% |
697,773 |
|
| Daily Pivots for day following 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.992 |
2.936 |
2.705 |
|
| R3 |
2.871 |
2.815 |
2.671 |
|
| R2 |
2.750 |
2.750 |
2.660 |
|
| R1 |
2.694 |
2.694 |
2.649 |
2.722 |
| PP |
2.629 |
2.629 |
2.629 |
2.643 |
| S1 |
2.573 |
2.573 |
2.627 |
2.601 |
| S2 |
2.508 |
2.508 |
2.616 |
|
| S3 |
2.387 |
2.452 |
2.605 |
|
| S4 |
2.266 |
2.331 |
2.571 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.313 |
3.196 |
2.759 |
|
| R3 |
3.093 |
2.976 |
2.699 |
|
| R2 |
2.873 |
2.873 |
2.678 |
|
| R1 |
2.756 |
2.756 |
2.658 |
2.705 |
| PP |
2.653 |
2.653 |
2.653 |
2.628 |
| S1 |
2.536 |
2.536 |
2.618 |
2.485 |
| S2 |
2.433 |
2.433 |
2.598 |
|
| S3 |
2.213 |
2.316 |
2.578 |
|
| S4 |
1.993 |
2.096 |
2.517 |
|
|
| 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 |
8.3% |
0.114 |
4.3% |
40% |
False |
False |
139,554 |
| 10 |
2.771 |
2.477 |
0.294 |
11.1% |
0.108 |
4.1% |
55% |
False |
False |
122,227 |
| 20 |
2.801 |
2.477 |
0.324 |
12.3% |
0.113 |
4.3% |
50% |
False |
False |
98,957 |
| 40 |
2.911 |
2.249 |
0.662 |
25.1% |
0.124 |
4.7% |
59% |
False |
False |
84,331 |
| 60 |
2.911 |
2.249 |
0.662 |
25.1% |
0.125 |
4.7% |
59% |
False |
False |
67,381 |
| 80 |
2.911 |
2.249 |
0.662 |
25.1% |
0.123 |
4.7% |
59% |
False |
False |
55,853 |
| 100 |
3.263 |
2.249 |
1.014 |
38.4% |
0.127 |
4.8% |
38% |
False |
False |
47,480 |
| 120 |
3.494 |
2.249 |
1.245 |
47.2% |
0.133 |
5.0% |
31% |
False |
False |
42,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.199 |
|
2.618 |
3.002 |
|
1.618 |
2.881 |
|
1.000 |
2.806 |
|
0.618 |
2.760 |
|
HIGH |
2.685 |
|
0.618 |
2.639 |
|
0.500 |
2.625 |
|
0.382 |
2.610 |
|
LOW |
2.564 |
|
0.618 |
2.489 |
|
1.000 |
2.443 |
|
1.618 |
2.368 |
|
2.618 |
2.247 |
|
4.250 |
2.050 |
|
|
| Fisher Pivots for day following 28-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.634 |
2.655 |
| PP |
2.629 |
2.649 |
| S1 |
2.625 |
2.644 |
|