NYMEX Natural Gas Future October 2023
| Trading Metrics calculated at close of trading on 06-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2023 |
06-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
2.773 |
2.721 |
-0.052 |
-1.9% |
2.934 |
| High |
2.856 |
2.769 |
-0.087 |
-3.0% |
2.970 |
| Low |
2.716 |
2.674 |
-0.042 |
-1.5% |
2.696 |
| Close |
2.730 |
2.690 |
-0.040 |
-1.5% |
2.847 |
| Range |
0.140 |
0.095 |
-0.045 |
-32.1% |
0.274 |
| ATR |
0.133 |
0.130 |
-0.003 |
-2.0% |
0.000 |
| Volume |
36,500 |
37,340 |
840 |
2.3% |
229,151 |
|
| Daily Pivots for day following 06-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.996 |
2.938 |
2.742 |
|
| R3 |
2.901 |
2.843 |
2.716 |
|
| R2 |
2.806 |
2.806 |
2.707 |
|
| R1 |
2.748 |
2.748 |
2.699 |
2.730 |
| PP |
2.711 |
2.711 |
2.711 |
2.702 |
| S1 |
2.653 |
2.653 |
2.681 |
2.635 |
| S2 |
2.616 |
2.616 |
2.673 |
|
| S3 |
2.521 |
2.558 |
2.664 |
|
| S4 |
2.426 |
2.463 |
2.638 |
|
|
| Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.660 |
3.527 |
2.998 |
|
| R3 |
3.386 |
3.253 |
2.922 |
|
| R2 |
3.112 |
3.112 |
2.897 |
|
| R1 |
2.979 |
2.979 |
2.872 |
2.909 |
| PP |
2.838 |
2.838 |
2.838 |
2.802 |
| S1 |
2.705 |
2.705 |
2.822 |
2.635 |
| S2 |
2.564 |
2.564 |
2.797 |
|
| S3 |
2.290 |
2.431 |
2.772 |
|
| S4 |
2.016 |
2.157 |
2.696 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.876 |
2.674 |
0.202 |
7.5% |
0.115 |
4.3% |
8% |
False |
True |
35,719 |
| 10 |
2.970 |
2.674 |
0.296 |
11.0% |
0.129 |
4.8% |
5% |
False |
True |
41,211 |
| 20 |
2.970 |
2.423 |
0.547 |
20.3% |
0.126 |
4.7% |
49% |
False |
False |
37,185 |
| 40 |
2.970 |
2.377 |
0.593 |
22.0% |
0.124 |
4.6% |
53% |
False |
False |
35,080 |
| 60 |
2.970 |
2.377 |
0.593 |
22.0% |
0.121 |
4.5% |
53% |
False |
False |
31,541 |
| 80 |
3.297 |
2.377 |
0.920 |
34.2% |
0.126 |
4.7% |
34% |
False |
False |
29,122 |
| 100 |
3.570 |
2.377 |
1.193 |
44.3% |
0.133 |
5.0% |
26% |
False |
False |
28,762 |
| 120 |
3.825 |
2.377 |
1.448 |
53.8% |
0.138 |
5.1% |
22% |
False |
False |
27,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.173 |
|
2.618 |
3.018 |
|
1.618 |
2.923 |
|
1.000 |
2.864 |
|
0.618 |
2.828 |
|
HIGH |
2.769 |
|
0.618 |
2.733 |
|
0.500 |
2.722 |
|
0.382 |
2.710 |
|
LOW |
2.674 |
|
0.618 |
2.615 |
|
1.000 |
2.579 |
|
1.618 |
2.520 |
|
2.618 |
2.425 |
|
4.250 |
2.270 |
|
|
| Fisher Pivots for day following 06-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.722 |
2.765 |
| PP |
2.711 |
2.740 |
| S1 |
2.701 |
2.715 |
|