NYMEX Natural Gas Future October 2023
| Trading Metrics calculated at close of trading on 20-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2023 |
20-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
2.734 |
2.790 |
0.056 |
2.0% |
2.524 |
| High |
2.822 |
2.874 |
0.052 |
1.8% |
2.822 |
| Low |
2.696 |
2.658 |
-0.038 |
-1.4% |
2.423 |
| Close |
2.818 |
2.667 |
-0.151 |
-5.4% |
2.818 |
| Range |
0.126 |
0.216 |
0.090 |
71.4% |
0.399 |
| ATR |
0.120 |
0.127 |
0.007 |
5.7% |
0.000 |
| Volume |
41,508 |
41,986 |
478 |
1.2% |
174,678 |
|
| Daily Pivots for day following 20-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.381 |
3.240 |
2.786 |
|
| R3 |
3.165 |
3.024 |
2.726 |
|
| R2 |
2.949 |
2.949 |
2.707 |
|
| R1 |
2.808 |
2.808 |
2.687 |
2.771 |
| PP |
2.733 |
2.733 |
2.733 |
2.714 |
| S1 |
2.592 |
2.592 |
2.647 |
2.555 |
| S2 |
2.517 |
2.517 |
2.627 |
|
| S3 |
2.301 |
2.376 |
2.608 |
|
| S4 |
2.085 |
2.160 |
2.548 |
|
|
| Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.885 |
3.750 |
3.037 |
|
| R3 |
3.486 |
3.351 |
2.928 |
|
| R2 |
3.087 |
3.087 |
2.891 |
|
| R1 |
2.952 |
2.952 |
2.855 |
3.020 |
| PP |
2.688 |
2.688 |
2.688 |
2.721 |
| S1 |
2.553 |
2.553 |
2.781 |
2.621 |
| S2 |
2.289 |
2.289 |
2.745 |
|
| S3 |
1.890 |
2.154 |
2.708 |
|
| S4 |
1.491 |
1.755 |
2.599 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.874 |
2.491 |
0.383 |
14.4% |
0.144 |
5.4% |
46% |
True |
False |
38,494 |
| 10 |
2.874 |
2.423 |
0.451 |
16.9% |
0.120 |
4.5% |
54% |
True |
False |
33,578 |
| 20 |
2.874 |
2.377 |
0.497 |
18.6% |
0.120 |
4.5% |
58% |
True |
False |
33,698 |
| 40 |
2.942 |
2.377 |
0.565 |
21.2% |
0.118 |
4.4% |
51% |
False |
False |
30,893 |
| 60 |
2.980 |
2.377 |
0.603 |
22.6% |
0.120 |
4.5% |
48% |
False |
False |
28,392 |
| 80 |
3.570 |
2.377 |
1.193 |
44.7% |
0.130 |
4.9% |
24% |
False |
False |
27,450 |
| 100 |
3.570 |
2.377 |
1.193 |
44.7% |
0.136 |
5.1% |
24% |
False |
False |
27,153 |
| 120 |
4.500 |
2.377 |
2.123 |
79.6% |
0.145 |
5.4% |
14% |
False |
False |
25,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.792 |
|
2.618 |
3.439 |
|
1.618 |
3.223 |
|
1.000 |
3.090 |
|
0.618 |
3.007 |
|
HIGH |
2.874 |
|
0.618 |
2.791 |
|
0.500 |
2.766 |
|
0.382 |
2.741 |
|
LOW |
2.658 |
|
0.618 |
2.525 |
|
1.000 |
2.442 |
|
1.618 |
2.309 |
|
2.618 |
2.093 |
|
4.250 |
1.740 |
|
|
| Fisher Pivots for day following 20-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.766 |
2.702 |
| PP |
2.733 |
2.690 |
| S1 |
2.700 |
2.679 |
|