NYMEX Natural Gas Future October 2023
| Trading Metrics calculated at close of trading on 28-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2023 |
28-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
2.798 |
2.717 |
-0.081 |
-2.9% |
2.807 |
| High |
2.808 |
2.801 |
-0.007 |
-0.2% |
2.874 |
| Low |
2.673 |
2.682 |
0.009 |
0.3% |
2.673 |
| Close |
2.714 |
2.753 |
0.039 |
1.4% |
2.753 |
| Range |
0.135 |
0.119 |
-0.016 |
-11.9% |
0.201 |
| ATR |
0.114 |
0.115 |
0.000 |
0.3% |
0.000 |
| Volume |
57,756 |
44,859 |
-12,897 |
-22.3% |
237,345 |
|
| Daily Pivots for day following 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.102 |
3.047 |
2.818 |
|
| R3 |
2.983 |
2.928 |
2.786 |
|
| R2 |
2.864 |
2.864 |
2.775 |
|
| R1 |
2.809 |
2.809 |
2.764 |
2.837 |
| PP |
2.745 |
2.745 |
2.745 |
2.759 |
| S1 |
2.690 |
2.690 |
2.742 |
2.718 |
| S2 |
2.626 |
2.626 |
2.731 |
|
| S3 |
2.507 |
2.571 |
2.720 |
|
| S4 |
2.388 |
2.452 |
2.688 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.370 |
3.262 |
2.864 |
|
| R3 |
3.169 |
3.061 |
2.808 |
|
| R2 |
2.968 |
2.968 |
2.790 |
|
| R1 |
2.860 |
2.860 |
2.771 |
2.814 |
| PP |
2.767 |
2.767 |
2.767 |
2.743 |
| S1 |
2.659 |
2.659 |
2.735 |
2.613 |
| S2 |
2.566 |
2.566 |
2.716 |
|
| S3 |
2.365 |
2.458 |
2.698 |
|
| S4 |
2.164 |
2.257 |
2.642 |
|
|
| 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 |
7.3% |
0.110 |
4.0% |
40% |
False |
False |
47,469 |
| 10 |
2.874 |
2.581 |
0.293 |
10.6% |
0.103 |
3.8% |
59% |
False |
False |
45,276 |
| 20 |
2.876 |
2.581 |
0.295 |
10.7% |
0.106 |
3.9% |
58% |
False |
False |
42,396 |
| 40 |
2.970 |
2.377 |
0.593 |
21.5% |
0.116 |
4.2% |
63% |
False |
False |
40,026 |
| 60 |
2.970 |
2.377 |
0.593 |
21.5% |
0.117 |
4.3% |
63% |
False |
False |
36,737 |
| 80 |
2.970 |
2.377 |
0.593 |
21.5% |
0.117 |
4.3% |
63% |
False |
False |
33,615 |
| 100 |
3.342 |
2.377 |
0.965 |
35.1% |
0.123 |
4.5% |
39% |
False |
False |
31,235 |
| 120 |
3.570 |
2.377 |
1.193 |
43.3% |
0.130 |
4.7% |
32% |
False |
False |
30,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.307 |
|
2.618 |
3.113 |
|
1.618 |
2.994 |
|
1.000 |
2.920 |
|
0.618 |
2.875 |
|
HIGH |
2.801 |
|
0.618 |
2.756 |
|
0.500 |
2.742 |
|
0.382 |
2.727 |
|
LOW |
2.682 |
|
0.618 |
2.608 |
|
1.000 |
2.563 |
|
1.618 |
2.489 |
|
2.618 |
2.370 |
|
4.250 |
2.176 |
|
|
| Fisher Pivots for day following 28-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.749 |
2.772 |
| PP |
2.745 |
2.766 |
| S1 |
2.742 |
2.759 |
|