NYMEX Natural Gas Future October 2023
| Trading Metrics calculated at close of trading on 27-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2023 |
27-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
2.846 |
2.798 |
-0.048 |
-1.7% |
2.648 |
| High |
2.871 |
2.808 |
-0.063 |
-2.2% |
2.853 |
| Low |
2.768 |
2.673 |
-0.095 |
-3.4% |
2.581 |
| Close |
2.809 |
2.714 |
-0.095 |
-3.4% |
2.809 |
| Range |
0.103 |
0.135 |
0.032 |
31.1% |
0.272 |
| ATR |
0.113 |
0.114 |
0.002 |
1.5% |
0.000 |
| Volume |
41,321 |
57,756 |
16,435 |
39.8% |
215,423 |
|
| Daily Pivots for day following 27-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.137 |
3.060 |
2.788 |
|
| R3 |
3.002 |
2.925 |
2.751 |
|
| R2 |
2.867 |
2.867 |
2.739 |
|
| R1 |
2.790 |
2.790 |
2.726 |
2.761 |
| PP |
2.732 |
2.732 |
2.732 |
2.717 |
| S1 |
2.655 |
2.655 |
2.702 |
2.626 |
| S2 |
2.597 |
2.597 |
2.689 |
|
| S3 |
2.462 |
2.520 |
2.677 |
|
| S4 |
2.327 |
2.385 |
2.640 |
|
|
| Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.564 |
3.458 |
2.959 |
|
| R3 |
3.292 |
3.186 |
2.884 |
|
| R2 |
3.020 |
3.020 |
2.859 |
|
| R1 |
2.914 |
2.914 |
2.834 |
2.967 |
| PP |
2.748 |
2.748 |
2.748 |
2.774 |
| S1 |
2.642 |
2.642 |
2.784 |
2.695 |
| S2 |
2.476 |
2.476 |
2.759 |
|
| S3 |
2.204 |
2.370 |
2.734 |
|
| S4 |
1.932 |
2.098 |
2.659 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.874 |
2.673 |
0.201 |
7.4% |
0.100 |
3.7% |
20% |
False |
True |
46,502 |
| 10 |
2.874 |
2.581 |
0.293 |
10.8% |
0.101 |
3.7% |
45% |
False |
False |
45,756 |
| 20 |
2.876 |
2.581 |
0.295 |
10.9% |
0.106 |
3.9% |
45% |
False |
False |
42,070 |
| 40 |
2.970 |
2.377 |
0.593 |
21.8% |
0.116 |
4.3% |
57% |
False |
False |
39,788 |
| 60 |
2.970 |
2.377 |
0.593 |
21.8% |
0.117 |
4.3% |
57% |
False |
False |
36,626 |
| 80 |
2.970 |
2.377 |
0.593 |
21.8% |
0.117 |
4.3% |
57% |
False |
False |
33,454 |
| 100 |
3.405 |
2.377 |
1.028 |
37.9% |
0.125 |
4.6% |
33% |
False |
False |
31,091 |
| 120 |
3.570 |
2.377 |
1.193 |
44.0% |
0.130 |
4.8% |
28% |
False |
False |
30,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.382 |
|
2.618 |
3.161 |
|
1.618 |
3.026 |
|
1.000 |
2.943 |
|
0.618 |
2.891 |
|
HIGH |
2.808 |
|
0.618 |
2.756 |
|
0.500 |
2.741 |
|
0.382 |
2.725 |
|
LOW |
2.673 |
|
0.618 |
2.590 |
|
1.000 |
2.538 |
|
1.618 |
2.455 |
|
2.618 |
2.320 |
|
4.250 |
2.099 |
|
|
| Fisher Pivots for day following 27-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.741 |
2.774 |
| PP |
2.732 |
2.754 |
| S1 |
2.723 |
2.734 |
|