NYMEX Natural Gas Future December 2023
| Trading Metrics calculated at close of trading on 27-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2023 |
27-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
3.627 |
3.608 |
-0.019 |
-0.5% |
3.598 |
| High |
3.645 |
3.625 |
-0.020 |
-0.5% |
3.669 |
| Low |
3.593 |
3.518 |
-0.075 |
-2.1% |
3.467 |
| Close |
3.624 |
3.548 |
-0.076 |
-2.1% |
3.600 |
| Range |
0.052 |
0.107 |
0.055 |
105.8% |
0.202 |
| ATR |
0.102 |
0.102 |
0.000 |
0.4% |
0.000 |
| Volume |
11,442 |
10,763 |
-679 |
-5.9% |
47,507 |
|
| Daily Pivots for day following 27-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.885 |
3.823 |
3.607 |
|
| R3 |
3.778 |
3.716 |
3.577 |
|
| R2 |
3.671 |
3.671 |
3.568 |
|
| R1 |
3.609 |
3.609 |
3.558 |
3.587 |
| PP |
3.564 |
3.564 |
3.564 |
3.552 |
| S1 |
3.502 |
3.502 |
3.538 |
3.480 |
| S2 |
3.457 |
3.457 |
3.528 |
|
| S3 |
3.350 |
3.395 |
3.519 |
|
| S4 |
3.243 |
3.288 |
3.489 |
|
|
| Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.185 |
4.094 |
3.711 |
|
| R3 |
3.983 |
3.892 |
3.656 |
|
| R2 |
3.781 |
3.781 |
3.637 |
|
| R1 |
3.690 |
3.690 |
3.619 |
3.736 |
| PP |
3.579 |
3.579 |
3.579 |
3.601 |
| S1 |
3.488 |
3.488 |
3.581 |
3.534 |
| S2 |
3.377 |
3.377 |
3.563 |
|
| S3 |
3.175 |
3.286 |
3.544 |
|
| S4 |
2.973 |
3.084 |
3.489 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.645 |
3.467 |
0.178 |
5.0% |
0.095 |
2.7% |
46% |
False |
False |
11,771 |
| 10 |
3.669 |
3.410 |
0.259 |
7.3% |
0.104 |
2.9% |
53% |
False |
False |
11,108 |
| 20 |
3.669 |
3.306 |
0.363 |
10.2% |
0.098 |
2.8% |
67% |
False |
False |
9,332 |
| 40 |
3.768 |
3.306 |
0.462 |
13.0% |
0.099 |
2.8% |
52% |
False |
False |
7,968 |
| 60 |
3.768 |
3.306 |
0.462 |
13.0% |
0.102 |
2.9% |
52% |
False |
False |
7,203 |
| 80 |
4.267 |
3.306 |
0.961 |
27.1% |
0.109 |
3.1% |
25% |
False |
False |
6,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.080 |
|
2.618 |
3.905 |
|
1.618 |
3.798 |
|
1.000 |
3.732 |
|
0.618 |
3.691 |
|
HIGH |
3.625 |
|
0.618 |
3.584 |
|
0.500 |
3.572 |
|
0.382 |
3.559 |
|
LOW |
3.518 |
|
0.618 |
3.452 |
|
1.000 |
3.411 |
|
1.618 |
3.345 |
|
2.618 |
3.238 |
|
4.250 |
3.063 |
|
|
| Fisher Pivots for day following 27-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.572 |
3.581 |
| PP |
3.564 |
3.570 |
| S1 |
3.556 |
3.559 |
|