NYMEX Natural Gas Future October 2023
| Trading Metrics calculated at close of trading on 12-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2023 |
12-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
2.723 |
2.784 |
0.061 |
2.2% |
2.792 |
| High |
2.800 |
2.791 |
-0.009 |
-0.3% |
2.856 |
| Low |
2.696 |
2.667 |
-0.029 |
-1.1% |
2.618 |
| Close |
2.778 |
2.683 |
-0.095 |
-3.4% |
2.660 |
| Range |
0.104 |
0.124 |
0.020 |
19.2% |
0.238 |
| ATR |
0.126 |
0.126 |
0.000 |
-0.1% |
0.000 |
| Volume |
37,473 |
48,935 |
11,462 |
30.6% |
136,800 |
|
| Daily Pivots for day following 12-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.086 |
3.008 |
2.751 |
|
| R3 |
2.962 |
2.884 |
2.717 |
|
| R2 |
2.838 |
2.838 |
2.706 |
|
| R1 |
2.760 |
2.760 |
2.694 |
2.737 |
| PP |
2.714 |
2.714 |
2.714 |
2.702 |
| S1 |
2.636 |
2.636 |
2.672 |
2.613 |
| S2 |
2.590 |
2.590 |
2.660 |
|
| S3 |
2.466 |
2.512 |
2.649 |
|
| S4 |
2.342 |
2.388 |
2.615 |
|
|
| 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 |
2.800 |
2.618 |
0.182 |
6.8% |
0.107 |
4.0% |
36% |
False |
False |
39,087 |
| 10 |
2.913 |
2.618 |
0.295 |
11.0% |
0.121 |
4.5% |
22% |
False |
False |
38,133 |
| 20 |
2.970 |
2.491 |
0.479 |
17.9% |
0.130 |
4.8% |
40% |
False |
False |
39,455 |
| 40 |
2.970 |
2.377 |
0.593 |
22.1% |
0.124 |
4.6% |
52% |
False |
False |
36,063 |
| 60 |
2.970 |
2.377 |
0.593 |
22.1% |
0.120 |
4.5% |
52% |
False |
False |
32,589 |
| 80 |
3.106 |
2.377 |
0.729 |
27.2% |
0.123 |
4.6% |
42% |
False |
False |
30,039 |
| 100 |
3.570 |
2.377 |
1.193 |
44.5% |
0.133 |
4.9% |
26% |
False |
False |
29,358 |
| 120 |
3.671 |
2.377 |
1.294 |
48.2% |
0.136 |
5.1% |
24% |
False |
False |
28,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.318 |
|
2.618 |
3.116 |
|
1.618 |
2.992 |
|
1.000 |
2.915 |
|
0.618 |
2.868 |
|
HIGH |
2.791 |
|
0.618 |
2.744 |
|
0.500 |
2.729 |
|
0.382 |
2.714 |
|
LOW |
2.667 |
|
0.618 |
2.590 |
|
1.000 |
2.543 |
|
1.618 |
2.466 |
|
2.618 |
2.342 |
|
4.250 |
2.140 |
|
|
| Fisher Pivots for day following 12-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.729 |
2.734 |
| PP |
2.714 |
2.717 |
| S1 |
2.698 |
2.700 |
|