NYMEX Natural Gas Future November 2023
| Trading Metrics calculated at close of trading on 11-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2023 |
11-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
3.087 |
3.142 |
0.055 |
1.8% |
3.165 |
| High |
3.155 |
3.205 |
0.050 |
1.6% |
3.237 |
| Low |
3.087 |
3.117 |
0.030 |
1.0% |
3.023 |
| Close |
3.149 |
3.194 |
0.045 |
1.4% |
3.073 |
| Range |
0.068 |
0.088 |
0.020 |
29.4% |
0.214 |
| ATR |
0.114 |
0.112 |
-0.002 |
-1.6% |
0.000 |
| Volume |
23,121 |
26,853 |
3,732 |
16.1% |
69,378 |
|
| Daily Pivots for day following 11-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.436 |
3.403 |
3.242 |
|
| R3 |
3.348 |
3.315 |
3.218 |
|
| R2 |
3.260 |
3.260 |
3.210 |
|
| R1 |
3.227 |
3.227 |
3.202 |
3.244 |
| PP |
3.172 |
3.172 |
3.172 |
3.180 |
| S1 |
3.139 |
3.139 |
3.186 |
3.156 |
| S2 |
3.084 |
3.084 |
3.178 |
|
| S3 |
2.996 |
3.051 |
3.170 |
|
| S4 |
2.908 |
2.963 |
3.146 |
|
|
| Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.753 |
3.627 |
3.191 |
|
| R3 |
3.539 |
3.413 |
3.132 |
|
| R2 |
3.325 |
3.325 |
3.112 |
|
| R1 |
3.199 |
3.199 |
3.093 |
3.155 |
| PP |
3.111 |
3.111 |
3.111 |
3.089 |
| S1 |
2.985 |
2.985 |
3.053 |
2.941 |
| S2 |
2.897 |
2.897 |
3.034 |
|
| S3 |
2.683 |
2.771 |
3.014 |
|
| S4 |
2.469 |
2.557 |
2.955 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.237 |
3.023 |
0.214 |
6.7% |
0.099 |
3.1% |
80% |
False |
False |
21,130 |
| 10 |
3.247 |
3.023 |
0.224 |
7.0% |
0.109 |
3.4% |
76% |
False |
False |
18,367 |
| 20 |
3.272 |
2.900 |
0.372 |
11.6% |
0.113 |
3.5% |
79% |
False |
False |
18,415 |
| 40 |
3.327 |
2.825 |
0.502 |
15.7% |
0.113 |
3.5% |
74% |
False |
False |
15,638 |
| 60 |
3.327 |
2.825 |
0.502 |
15.7% |
0.109 |
3.4% |
74% |
False |
False |
13,587 |
| 80 |
3.464 |
2.825 |
0.639 |
20.0% |
0.112 |
3.5% |
58% |
False |
False |
11,743 |
| 100 |
3.918 |
2.825 |
1.093 |
34.2% |
0.120 |
3.8% |
34% |
False |
False |
10,834 |
| 120 |
4.068 |
2.825 |
1.243 |
38.9% |
0.123 |
3.9% |
30% |
False |
False |
9,880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.579 |
|
2.618 |
3.435 |
|
1.618 |
3.347 |
|
1.000 |
3.293 |
|
0.618 |
3.259 |
|
HIGH |
3.205 |
|
0.618 |
3.171 |
|
0.500 |
3.161 |
|
0.382 |
3.151 |
|
LOW |
3.117 |
|
0.618 |
3.063 |
|
1.000 |
3.029 |
|
1.618 |
2.975 |
|
2.618 |
2.887 |
|
4.250 |
2.743 |
|
|
| Fisher Pivots for day following 11-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.183 |
3.167 |
| PP |
3.172 |
3.141 |
| S1 |
3.161 |
3.114 |
|