NYMEX Natural Gas Future November 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 |
3.256 |
3.227 |
-0.029 |
-0.9% |
3.089 |
| High |
3.284 |
3.236 |
-0.048 |
-1.5% |
3.217 |
| Low |
3.194 |
3.104 |
-0.090 |
-2.8% |
3.021 |
| Close |
3.235 |
3.142 |
-0.093 |
-2.9% |
3.193 |
| Range |
0.090 |
0.132 |
0.042 |
46.7% |
0.196 |
| ATR |
0.097 |
0.100 |
0.002 |
2.5% |
0.000 |
| Volume |
25,536 |
27,516 |
1,980 |
7.8% |
110,524 |
|
| Daily Pivots for day following 27-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.557 |
3.481 |
3.215 |
|
| R3 |
3.425 |
3.349 |
3.178 |
|
| R2 |
3.293 |
3.293 |
3.166 |
|
| R1 |
3.217 |
3.217 |
3.154 |
3.189 |
| PP |
3.161 |
3.161 |
3.161 |
3.147 |
| S1 |
3.085 |
3.085 |
3.130 |
3.057 |
| S2 |
3.029 |
3.029 |
3.118 |
|
| S3 |
2.897 |
2.953 |
3.106 |
|
| S4 |
2.765 |
2.821 |
3.069 |
|
|
| Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.732 |
3.658 |
3.301 |
|
| R3 |
3.536 |
3.462 |
3.247 |
|
| R2 |
3.340 |
3.340 |
3.229 |
|
| R1 |
3.266 |
3.266 |
3.211 |
3.303 |
| PP |
3.144 |
3.144 |
3.144 |
3.162 |
| S1 |
3.070 |
3.070 |
3.175 |
3.107 |
| S2 |
2.948 |
2.948 |
3.157 |
|
| S3 |
2.752 |
2.874 |
3.139 |
|
| S4 |
2.556 |
2.678 |
3.085 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.284 |
3.104 |
0.180 |
5.7% |
0.088 |
2.8% |
21% |
False |
True |
27,008 |
| 10 |
3.284 |
3.021 |
0.263 |
8.4% |
0.087 |
2.8% |
46% |
False |
False |
25,481 |
| 20 |
3.284 |
3.021 |
0.263 |
8.4% |
0.094 |
3.0% |
46% |
False |
False |
23,153 |
| 40 |
3.284 |
2.825 |
0.459 |
14.6% |
0.102 |
3.2% |
69% |
False |
False |
19,757 |
| 60 |
3.327 |
2.825 |
0.502 |
16.0% |
0.104 |
3.3% |
63% |
False |
False |
17,181 |
| 80 |
3.327 |
2.825 |
0.502 |
16.0% |
0.106 |
3.4% |
63% |
False |
False |
14,865 |
| 100 |
3.750 |
2.825 |
0.925 |
29.4% |
0.113 |
3.6% |
34% |
False |
False |
13,004 |
| 120 |
3.918 |
2.825 |
1.093 |
34.8% |
0.118 |
3.8% |
29% |
False |
False |
11,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.797 |
|
2.618 |
3.582 |
|
1.618 |
3.450 |
|
1.000 |
3.368 |
|
0.618 |
3.318 |
|
HIGH |
3.236 |
|
0.618 |
3.186 |
|
0.500 |
3.170 |
|
0.382 |
3.154 |
|
LOW |
3.104 |
|
0.618 |
3.022 |
|
1.000 |
2.972 |
|
1.618 |
2.890 |
|
2.618 |
2.758 |
|
4.250 |
2.543 |
|
|
| Fisher Pivots for day following 27-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.170 |
3.194 |
| PP |
3.161 |
3.177 |
| S1 |
3.151 |
3.159 |
|