NYMEX Natural Gas Future October 2023
| Trading Metrics calculated at close of trading on 31-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2023 |
31-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
2.717 |
2.768 |
0.051 |
1.9% |
2.807 |
| High |
2.801 |
2.804 |
0.003 |
0.1% |
2.874 |
| Low |
2.682 |
2.720 |
0.038 |
1.4% |
2.673 |
| Close |
2.753 |
2.741 |
-0.012 |
-0.4% |
2.753 |
| Range |
0.119 |
0.084 |
-0.035 |
-29.4% |
0.201 |
| ATR |
0.115 |
0.113 |
-0.002 |
-1.9% |
0.000 |
| Volume |
44,859 |
40,533 |
-4,326 |
-9.6% |
237,345 |
|
| Daily Pivots for day following 31-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.007 |
2.958 |
2.787 |
|
| R3 |
2.923 |
2.874 |
2.764 |
|
| R2 |
2.839 |
2.839 |
2.756 |
|
| R1 |
2.790 |
2.790 |
2.749 |
2.773 |
| PP |
2.755 |
2.755 |
2.755 |
2.746 |
| S1 |
2.706 |
2.706 |
2.733 |
2.689 |
| S2 |
2.671 |
2.671 |
2.726 |
|
| S3 |
2.587 |
2.622 |
2.718 |
|
| S4 |
2.503 |
2.538 |
2.695 |
|
|
| 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% |
0.107 |
3.9% |
34% |
False |
False |
48,470 |
| 10 |
2.874 |
2.626 |
0.248 |
9.0% |
0.103 |
3.8% |
46% |
False |
False |
45,693 |
| 20 |
2.874 |
2.581 |
0.293 |
10.7% |
0.102 |
3.7% |
55% |
False |
False |
42,517 |
| 40 |
2.970 |
2.390 |
0.580 |
21.2% |
0.115 |
4.2% |
61% |
False |
False |
39,688 |
| 60 |
2.970 |
2.377 |
0.593 |
21.6% |
0.117 |
4.3% |
61% |
False |
False |
37,022 |
| 80 |
2.970 |
2.377 |
0.593 |
21.6% |
0.118 |
4.3% |
61% |
False |
False |
33,885 |
| 100 |
3.342 |
2.377 |
0.965 |
35.2% |
0.122 |
4.5% |
38% |
False |
False |
31,343 |
| 120 |
3.570 |
2.377 |
1.193 |
43.5% |
0.130 |
4.7% |
31% |
False |
False |
30,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.161 |
|
2.618 |
3.024 |
|
1.618 |
2.940 |
|
1.000 |
2.888 |
|
0.618 |
2.856 |
|
HIGH |
2.804 |
|
0.618 |
2.772 |
|
0.500 |
2.762 |
|
0.382 |
2.752 |
|
LOW |
2.720 |
|
0.618 |
2.668 |
|
1.000 |
2.636 |
|
1.618 |
2.584 |
|
2.618 |
2.500 |
|
4.250 |
2.363 |
|
|
| Fisher Pivots for day following 31-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.762 |
2.741 |
| PP |
2.755 |
2.741 |
| S1 |
2.748 |
2.741 |
|