NYMEX Natural Gas Future October 2023
| Trading Metrics calculated at close of trading on 11-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2023 |
11-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
2.679 |
2.723 |
0.044 |
1.6% |
2.792 |
| High |
2.756 |
2.800 |
0.044 |
1.6% |
2.856 |
| Low |
2.679 |
2.696 |
0.017 |
0.6% |
2.618 |
| Close |
2.729 |
2.778 |
0.049 |
1.8% |
2.660 |
| Range |
0.077 |
0.104 |
0.027 |
35.1% |
0.238 |
| ATR |
0.128 |
0.126 |
-0.002 |
-1.3% |
0.000 |
| Volume |
37,020 |
37,473 |
453 |
1.2% |
136,800 |
|
| Daily Pivots for day following 11-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.070 |
3.028 |
2.835 |
|
| R3 |
2.966 |
2.924 |
2.807 |
|
| R2 |
2.862 |
2.862 |
2.797 |
|
| R1 |
2.820 |
2.820 |
2.788 |
2.841 |
| PP |
2.758 |
2.758 |
2.758 |
2.769 |
| S1 |
2.716 |
2.716 |
2.768 |
2.737 |
| S2 |
2.654 |
2.654 |
2.759 |
|
| S3 |
2.550 |
2.612 |
2.749 |
|
| S4 |
2.446 |
2.508 |
2.721 |
|
|
| Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.425 |
3.281 |
2.791 |
|
| R3 |
3.187 |
3.043 |
2.725 |
|
| R2 |
2.949 |
2.949 |
2.704 |
|
| R1 |
2.805 |
2.805 |
2.682 |
2.758 |
| PP |
2.711 |
2.711 |
2.711 |
2.688 |
| S1 |
2.567 |
2.567 |
2.638 |
2.520 |
| S2 |
2.473 |
2.473 |
2.616 |
|
| S3 |
2.235 |
2.329 |
2.595 |
|
| S4 |
1.997 |
2.091 |
2.529 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.856 |
2.618 |
0.238 |
8.6% |
0.110 |
4.0% |
67% |
False |
False |
36,600 |
| 10 |
2.933 |
2.618 |
0.315 |
11.3% |
0.122 |
4.4% |
51% |
False |
False |
39,022 |
| 20 |
2.970 |
2.423 |
0.547 |
19.7% |
0.129 |
4.6% |
65% |
False |
False |
38,218 |
| 40 |
2.970 |
2.377 |
0.593 |
21.3% |
0.126 |
4.5% |
68% |
False |
False |
35,806 |
| 60 |
2.970 |
2.377 |
0.593 |
21.3% |
0.121 |
4.3% |
68% |
False |
False |
32,132 |
| 80 |
3.149 |
2.377 |
0.772 |
27.8% |
0.123 |
4.4% |
52% |
False |
False |
29,683 |
| 100 |
3.570 |
2.377 |
1.193 |
42.9% |
0.132 |
4.8% |
34% |
False |
False |
29,113 |
| 120 |
3.671 |
2.377 |
1.294 |
46.6% |
0.136 |
4.9% |
31% |
False |
False |
28,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.242 |
|
2.618 |
3.072 |
|
1.618 |
2.968 |
|
1.000 |
2.904 |
|
0.618 |
2.864 |
|
HIGH |
2.800 |
|
0.618 |
2.760 |
|
0.500 |
2.748 |
|
0.382 |
2.736 |
|
LOW |
2.696 |
|
0.618 |
2.632 |
|
1.000 |
2.592 |
|
1.618 |
2.528 |
|
2.618 |
2.424 |
|
4.250 |
2.254 |
|
|
| Fisher Pivots for day following 11-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.768 |
2.755 |
| PP |
2.758 |
2.732 |
| S1 |
2.748 |
2.709 |
|