NYMEX Natural Gas Future October 2023
| Trading Metrics calculated at close of trading on 13-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2023 |
13-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
2.784 |
2.704 |
-0.080 |
-2.9% |
2.792 |
| High |
2.791 |
2.715 |
-0.076 |
-2.7% |
2.856 |
| Low |
2.667 |
2.621 |
-0.046 |
-1.7% |
2.618 |
| Close |
2.683 |
2.628 |
-0.055 |
-2.0% |
2.660 |
| Range |
0.124 |
0.094 |
-0.030 |
-24.2% |
0.238 |
| ATR |
0.126 |
0.124 |
-0.002 |
-1.8% |
0.000 |
| Volume |
48,935 |
47,158 |
-1,777 |
-3.6% |
136,800 |
|
| Daily Pivots for day following 13-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.937 |
2.876 |
2.680 |
|
| R3 |
2.843 |
2.782 |
2.654 |
|
| R2 |
2.749 |
2.749 |
2.645 |
|
| R1 |
2.688 |
2.688 |
2.637 |
2.672 |
| PP |
2.655 |
2.655 |
2.655 |
2.646 |
| S1 |
2.594 |
2.594 |
2.619 |
2.578 |
| S2 |
2.561 |
2.561 |
2.611 |
|
| S3 |
2.467 |
2.500 |
2.602 |
|
| S4 |
2.373 |
2.406 |
2.576 |
|
|
| 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 |
6.9% |
0.107 |
4.1% |
5% |
False |
False |
41,051 |
| 10 |
2.876 |
2.618 |
0.258 |
9.8% |
0.111 |
4.2% |
4% |
False |
False |
38,385 |
| 20 |
2.970 |
2.508 |
0.462 |
17.6% |
0.130 |
5.0% |
26% |
False |
False |
40,495 |
| 40 |
2.970 |
2.377 |
0.593 |
22.6% |
0.123 |
4.7% |
42% |
False |
False |
36,500 |
| 60 |
2.970 |
2.377 |
0.593 |
22.6% |
0.120 |
4.6% |
42% |
False |
False |
32,775 |
| 80 |
3.046 |
2.377 |
0.669 |
25.5% |
0.122 |
4.6% |
38% |
False |
False |
30,389 |
| 100 |
3.570 |
2.377 |
1.193 |
45.4% |
0.132 |
5.0% |
21% |
False |
False |
29,579 |
| 120 |
3.671 |
2.377 |
1.294 |
49.2% |
0.136 |
5.2% |
19% |
False |
False |
28,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.115 |
|
2.618 |
2.961 |
|
1.618 |
2.867 |
|
1.000 |
2.809 |
|
0.618 |
2.773 |
|
HIGH |
2.715 |
|
0.618 |
2.679 |
|
0.500 |
2.668 |
|
0.382 |
2.657 |
|
LOW |
2.621 |
|
0.618 |
2.563 |
|
1.000 |
2.527 |
|
1.618 |
2.469 |
|
2.618 |
2.375 |
|
4.250 |
2.222 |
|
|
| Fisher Pivots for day following 13-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.668 |
2.711 |
| PP |
2.655 |
2.683 |
| S1 |
2.641 |
2.656 |
|