NYMEX Natural Gas Future October 2023
| Trading Metrics calculated at close of trading on 27-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2023 |
27-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
2.934 |
2.918 |
-0.016 |
-0.5% |
2.790 |
| High |
2.970 |
2.933 |
-0.037 |
-1.2% |
2.912 |
| Low |
2.886 |
2.800 |
-0.086 |
-3.0% |
2.625 |
| Close |
2.936 |
2.825 |
-0.111 |
-3.8% |
2.907 |
| Range |
0.084 |
0.133 |
0.049 |
58.3% |
0.287 |
| ATR |
0.128 |
0.129 |
0.001 |
0.4% |
0.000 |
| Volume |
50,218 |
57,831 |
7,613 |
15.2% |
149,247 |
|
| Daily Pivots for day following 27-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.252 |
3.171 |
2.898 |
|
| R3 |
3.119 |
3.038 |
2.862 |
|
| R2 |
2.986 |
2.986 |
2.849 |
|
| R1 |
2.905 |
2.905 |
2.837 |
2.879 |
| PP |
2.853 |
2.853 |
2.853 |
2.840 |
| S1 |
2.772 |
2.772 |
2.813 |
2.746 |
| S2 |
2.720 |
2.720 |
2.801 |
|
| S3 |
2.587 |
2.639 |
2.788 |
|
| S4 |
2.454 |
2.506 |
2.752 |
|
|
| Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.676 |
3.578 |
3.065 |
|
| R3 |
3.389 |
3.291 |
2.986 |
|
| R2 |
3.102 |
3.102 |
2.960 |
|
| R1 |
3.004 |
3.004 |
2.933 |
3.053 |
| PP |
2.815 |
2.815 |
2.815 |
2.839 |
| S1 |
2.717 |
2.717 |
2.881 |
2.766 |
| S2 |
2.528 |
2.528 |
2.854 |
|
| S3 |
2.241 |
2.430 |
2.828 |
|
| S4 |
1.954 |
2.143 |
2.749 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.970 |
2.625 |
0.345 |
12.2% |
0.133 |
4.7% |
58% |
False |
False |
43,062 |
| 10 |
2.970 |
2.491 |
0.479 |
17.0% |
0.138 |
4.9% |
70% |
False |
False |
40,778 |
| 20 |
2.970 |
2.377 |
0.593 |
21.0% |
0.125 |
4.4% |
76% |
False |
False |
36,851 |
| 40 |
2.970 |
2.377 |
0.593 |
21.0% |
0.120 |
4.2% |
76% |
False |
False |
33,274 |
| 60 |
2.970 |
2.377 |
0.593 |
21.0% |
0.120 |
4.2% |
76% |
False |
False |
30,300 |
| 80 |
3.570 |
2.377 |
1.193 |
42.2% |
0.129 |
4.6% |
38% |
False |
False |
28,239 |
| 100 |
3.570 |
2.377 |
1.193 |
42.2% |
0.134 |
4.8% |
38% |
False |
False |
27,965 |
| 120 |
4.014 |
2.377 |
1.637 |
57.9% |
0.142 |
5.0% |
27% |
False |
False |
27,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.498 |
|
2.618 |
3.281 |
|
1.618 |
3.148 |
|
1.000 |
3.066 |
|
0.618 |
3.015 |
|
HIGH |
2.933 |
|
0.618 |
2.882 |
|
0.500 |
2.867 |
|
0.382 |
2.851 |
|
LOW |
2.800 |
|
0.618 |
2.718 |
|
1.000 |
2.667 |
|
1.618 |
2.585 |
|
2.618 |
2.452 |
|
4.250 |
2.235 |
|
|
| Fisher Pivots for day following 27-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.867 |
2.839 |
| PP |
2.853 |
2.834 |
| S1 |
2.839 |
2.830 |
|