NYMEX Natural Gas Future December 2023
| Trading Metrics calculated at close of trading on 12-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2023 |
12-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
3.576 |
3.589 |
0.013 |
0.4% |
3.576 |
| High |
3.635 |
3.628 |
-0.007 |
-0.2% |
3.653 |
| Low |
3.560 |
3.513 |
-0.047 |
-1.3% |
3.474 |
| Close |
3.619 |
3.519 |
-0.100 |
-2.8% |
3.516 |
| Range |
0.075 |
0.115 |
0.040 |
53.3% |
0.179 |
| ATR |
0.098 |
0.099 |
0.001 |
1.2% |
0.000 |
| Volume |
9,997 |
14,770 |
4,773 |
47.7% |
38,971 |
|
| Daily Pivots for day following 12-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.898 |
3.824 |
3.582 |
|
| R3 |
3.783 |
3.709 |
3.551 |
|
| R2 |
3.668 |
3.668 |
3.540 |
|
| R1 |
3.594 |
3.594 |
3.530 |
3.574 |
| PP |
3.553 |
3.553 |
3.553 |
3.543 |
| S1 |
3.479 |
3.479 |
3.508 |
3.459 |
| S2 |
3.438 |
3.438 |
3.498 |
|
| S3 |
3.323 |
3.364 |
3.487 |
|
| S4 |
3.208 |
3.249 |
3.456 |
|
|
| Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.085 |
3.979 |
3.614 |
|
| R3 |
3.906 |
3.800 |
3.565 |
|
| R2 |
3.727 |
3.727 |
3.549 |
|
| R1 |
3.621 |
3.621 |
3.532 |
3.585 |
| PP |
3.548 |
3.548 |
3.548 |
3.529 |
| S1 |
3.442 |
3.442 |
3.500 |
3.406 |
| S2 |
3.369 |
3.369 |
3.483 |
|
| S3 |
3.190 |
3.263 |
3.467 |
|
| S4 |
3.011 |
3.084 |
3.418 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.635 |
3.474 |
0.161 |
4.6% |
0.085 |
2.4% |
28% |
False |
False |
10,499 |
| 10 |
3.653 |
3.462 |
0.191 |
5.4% |
0.095 |
2.7% |
30% |
False |
False |
9,417 |
| 20 |
3.669 |
3.410 |
0.259 |
7.4% |
0.100 |
2.8% |
42% |
False |
False |
10,262 |
| 40 |
3.768 |
3.306 |
0.462 |
13.1% |
0.101 |
2.9% |
46% |
False |
False |
8,731 |
| 60 |
3.768 |
3.306 |
0.462 |
13.1% |
0.100 |
2.8% |
46% |
False |
False |
7,765 |
| 80 |
3.837 |
3.306 |
0.531 |
15.1% |
0.103 |
2.9% |
40% |
False |
False |
7,109 |
| 100 |
4.267 |
3.306 |
0.961 |
27.3% |
0.111 |
3.2% |
22% |
False |
False |
6,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.117 |
|
2.618 |
3.929 |
|
1.618 |
3.814 |
|
1.000 |
3.743 |
|
0.618 |
3.699 |
|
HIGH |
3.628 |
|
0.618 |
3.584 |
|
0.500 |
3.571 |
|
0.382 |
3.557 |
|
LOW |
3.513 |
|
0.618 |
3.442 |
|
1.000 |
3.398 |
|
1.618 |
3.327 |
|
2.618 |
3.212 |
|
4.250 |
3.024 |
|
|
| Fisher Pivots for day following 12-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.571 |
3.574 |
| PP |
3.553 |
3.556 |
| S1 |
3.536 |
3.537 |
|