NYMEX Natural Gas Future October 2023
| Trading Metrics calculated at close of trading on 20-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2023 |
20-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
2.708 |
2.709 |
0.001 |
0.0% |
2.679 |
| High |
2.741 |
2.849 |
0.108 |
3.9% |
2.800 |
| Low |
2.669 |
2.699 |
0.030 |
1.1% |
2.588 |
| Close |
2.684 |
2.823 |
0.139 |
5.2% |
2.631 |
| Range |
0.072 |
0.150 |
0.078 |
108.3% |
0.212 |
| ATR |
0.116 |
0.120 |
0.003 |
3.0% |
0.000 |
| Volume |
36,008 |
60,028 |
24,020 |
66.7% |
220,243 |
|
| Daily Pivots for day following 20-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.240 |
3.182 |
2.906 |
|
| R3 |
3.090 |
3.032 |
2.864 |
|
| R2 |
2.940 |
2.940 |
2.851 |
|
| R1 |
2.882 |
2.882 |
2.837 |
2.911 |
| PP |
2.790 |
2.790 |
2.790 |
2.805 |
| S1 |
2.732 |
2.732 |
2.809 |
2.761 |
| S2 |
2.640 |
2.640 |
2.796 |
|
| S3 |
2.490 |
2.582 |
2.782 |
|
| S4 |
2.340 |
2.432 |
2.741 |
|
|
| Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.309 |
3.182 |
2.748 |
|
| R3 |
3.097 |
2.970 |
2.689 |
|
| R2 |
2.885 |
2.885 |
2.670 |
|
| R1 |
2.758 |
2.758 |
2.650 |
2.716 |
| PP |
2.673 |
2.673 |
2.673 |
2.652 |
| S1 |
2.546 |
2.546 |
2.612 |
2.504 |
| S2 |
2.461 |
2.461 |
2.592 |
|
| S3 |
2.249 |
2.334 |
2.573 |
|
| S4 |
2.037 |
2.122 |
2.514 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.849 |
2.581 |
0.268 |
9.5% |
0.102 |
3.6% |
90% |
True |
False |
45,011 |
| 10 |
2.849 |
2.581 |
0.268 |
9.5% |
0.105 |
3.7% |
90% |
True |
False |
43,031 |
| 20 |
2.970 |
2.581 |
0.389 |
13.8% |
0.117 |
4.1% |
62% |
False |
False |
42,121 |
| 40 |
2.970 |
2.377 |
0.593 |
21.0% |
0.118 |
4.2% |
75% |
False |
False |
37,696 |
| 60 |
2.970 |
2.377 |
0.593 |
21.0% |
0.118 |
4.2% |
75% |
False |
False |
34,752 |
| 80 |
2.980 |
2.377 |
0.603 |
21.4% |
0.119 |
4.2% |
74% |
False |
False |
31,989 |
| 100 |
3.570 |
2.377 |
1.193 |
42.3% |
0.127 |
4.5% |
37% |
False |
False |
30,259 |
| 120 |
3.570 |
2.377 |
1.193 |
42.3% |
0.132 |
4.7% |
37% |
False |
False |
29,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.487 |
|
2.618 |
3.242 |
|
1.618 |
3.092 |
|
1.000 |
2.999 |
|
0.618 |
2.942 |
|
HIGH |
2.849 |
|
0.618 |
2.792 |
|
0.500 |
2.774 |
|
0.382 |
2.756 |
|
LOW |
2.699 |
|
0.618 |
2.606 |
|
1.000 |
2.549 |
|
1.618 |
2.456 |
|
2.618 |
2.306 |
|
4.250 |
2.062 |
|
|
| Fisher Pivots for day following 20-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.807 |
2.795 |
| PP |
2.790 |
2.766 |
| S1 |
2.774 |
2.738 |
|