NYMEX Natural Gas Future October 2023
| Trading Metrics calculated at close of trading on 21-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2023 |
21-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
2.790 |
2.663 |
-0.127 |
-4.6% |
2.524 |
| High |
2.874 |
2.774 |
-0.100 |
-3.5% |
2.822 |
| Low |
2.658 |
2.625 |
-0.033 |
-1.2% |
2.423 |
| Close |
2.667 |
2.769 |
0.102 |
3.8% |
2.818 |
| Range |
0.216 |
0.149 |
-0.067 |
-31.0% |
0.399 |
| ATR |
0.127 |
0.128 |
0.002 |
1.3% |
0.000 |
| Volume |
41,986 |
26,430 |
-15,556 |
-37.1% |
174,678 |
|
| Daily Pivots for day following 21-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.170 |
3.118 |
2.851 |
|
| R3 |
3.021 |
2.969 |
2.810 |
|
| R2 |
2.872 |
2.872 |
2.796 |
|
| R1 |
2.820 |
2.820 |
2.783 |
2.846 |
| PP |
2.723 |
2.723 |
2.723 |
2.736 |
| S1 |
2.671 |
2.671 |
2.755 |
2.697 |
| S2 |
2.574 |
2.574 |
2.742 |
|
| S3 |
2.425 |
2.522 |
2.728 |
|
| S4 |
2.276 |
2.373 |
2.687 |
|
|
| 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 |
2.508 |
0.366 |
13.2% |
0.157 |
5.7% |
71% |
False |
False |
38,506 |
| 10 |
2.874 |
2.423 |
0.451 |
16.3% |
0.124 |
4.5% |
77% |
False |
False |
33,160 |
| 20 |
2.874 |
2.377 |
0.497 |
17.9% |
0.119 |
4.3% |
79% |
False |
False |
33,270 |
| 40 |
2.942 |
2.377 |
0.565 |
20.4% |
0.119 |
4.3% |
69% |
False |
False |
31,068 |
| 60 |
2.980 |
2.377 |
0.603 |
21.8% |
0.120 |
4.3% |
65% |
False |
False |
28,612 |
| 80 |
3.570 |
2.377 |
1.193 |
43.1% |
0.130 |
4.7% |
33% |
False |
False |
27,294 |
| 100 |
3.570 |
2.377 |
1.193 |
43.1% |
0.136 |
4.9% |
33% |
False |
False |
27,139 |
| 120 |
4.408 |
2.377 |
2.031 |
73.3% |
0.145 |
5.2% |
19% |
False |
False |
26,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.407 |
|
2.618 |
3.164 |
|
1.618 |
3.015 |
|
1.000 |
2.923 |
|
0.618 |
2.866 |
|
HIGH |
2.774 |
|
0.618 |
2.717 |
|
0.500 |
2.700 |
|
0.382 |
2.682 |
|
LOW |
2.625 |
|
0.618 |
2.533 |
|
1.000 |
2.476 |
|
1.618 |
2.384 |
|
2.618 |
2.235 |
|
4.250 |
1.992 |
|
|
| Fisher Pivots for day following 21-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.746 |
2.763 |
| PP |
2.723 |
2.756 |
| S1 |
2.700 |
2.750 |
|