NYMEX Natural Gas Future September 2023
| Trading Metrics calculated at close of trading on 31-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2023 |
31-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
2.602 |
2.659 |
0.057 |
2.2% |
2.713 |
| High |
2.685 |
2.693 |
0.008 |
0.3% |
2.771 |
| Low |
2.564 |
2.605 |
0.041 |
1.6% |
2.551 |
| Close |
2.638 |
2.634 |
-0.004 |
-0.2% |
2.638 |
| Range |
0.121 |
0.088 |
-0.033 |
-27.3% |
0.220 |
| ATR |
0.121 |
0.119 |
-0.002 |
-2.0% |
0.000 |
| Volume |
136,505 |
97,877 |
-38,628 |
-28.3% |
697,773 |
|
| Daily Pivots for day following 31-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.908 |
2.859 |
2.682 |
|
| R3 |
2.820 |
2.771 |
2.658 |
|
| R2 |
2.732 |
2.732 |
2.650 |
|
| R1 |
2.683 |
2.683 |
2.642 |
2.664 |
| PP |
2.644 |
2.644 |
2.644 |
2.634 |
| S1 |
2.595 |
2.595 |
2.626 |
2.576 |
| S2 |
2.556 |
2.556 |
2.618 |
|
| S3 |
2.468 |
2.507 |
2.610 |
|
| S4 |
2.380 |
2.419 |
2.586 |
|
|
| 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 |
8.4% |
0.111 |
4.2% |
38% |
False |
False |
137,266 |
| 10 |
2.771 |
2.522 |
0.249 |
9.5% |
0.108 |
4.1% |
45% |
False |
False |
122,924 |
| 20 |
2.780 |
2.477 |
0.303 |
11.5% |
0.109 |
4.1% |
52% |
False |
False |
100,479 |
| 40 |
2.911 |
2.263 |
0.648 |
24.6% |
0.123 |
4.7% |
57% |
False |
False |
85,347 |
| 60 |
2.911 |
2.249 |
0.662 |
25.1% |
0.124 |
4.7% |
58% |
False |
False |
68,529 |
| 80 |
2.911 |
2.249 |
0.662 |
25.1% |
0.123 |
4.7% |
58% |
False |
False |
56,833 |
| 100 |
3.258 |
2.249 |
1.009 |
38.3% |
0.126 |
4.8% |
38% |
False |
False |
48,276 |
| 120 |
3.494 |
2.249 |
1.245 |
47.3% |
0.133 |
5.1% |
31% |
False |
False |
43,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.067 |
|
2.618 |
2.923 |
|
1.618 |
2.835 |
|
1.000 |
2.781 |
|
0.618 |
2.747 |
|
HIGH |
2.693 |
|
0.618 |
2.659 |
|
0.500 |
2.649 |
|
0.382 |
2.639 |
|
LOW |
2.605 |
|
0.618 |
2.551 |
|
1.000 |
2.517 |
|
1.618 |
2.463 |
|
2.618 |
2.375 |
|
4.250 |
2.231 |
|
|
| Fisher Pivots for day following 31-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.649 |
2.630 |
| PP |
2.644 |
2.626 |
| S1 |
2.639 |
2.622 |
|