NYMEX Natural Gas Future December 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 |
3.669 |
3.642 |
-0.027 |
-0.7% |
3.495 |
| High |
3.695 |
3.651 |
-0.044 |
-1.2% |
3.613 |
| Low |
3.618 |
3.524 |
-0.094 |
-2.6% |
3.438 |
| Close |
3.645 |
3.560 |
-0.085 |
-2.3% |
3.595 |
| Range |
0.077 |
0.127 |
0.050 |
64.9% |
0.175 |
| ATR |
0.086 |
0.089 |
0.003 |
3.4% |
0.000 |
| Volume |
10,045 |
12,527 |
2,482 |
24.7% |
64,819 |
|
| Daily Pivots for day following 27-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.959 |
3.887 |
3.630 |
|
| R3 |
3.832 |
3.760 |
3.595 |
|
| R2 |
3.705 |
3.705 |
3.583 |
|
| R1 |
3.633 |
3.633 |
3.572 |
3.606 |
| PP |
3.578 |
3.578 |
3.578 |
3.565 |
| S1 |
3.506 |
3.506 |
3.548 |
3.479 |
| S2 |
3.451 |
3.451 |
3.537 |
|
| S3 |
3.324 |
3.379 |
3.525 |
|
| S4 |
3.197 |
3.252 |
3.490 |
|
|
| Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.074 |
4.009 |
3.691 |
|
| R3 |
3.899 |
3.834 |
3.643 |
|
| R2 |
3.724 |
3.724 |
3.627 |
|
| R1 |
3.659 |
3.659 |
3.611 |
3.692 |
| PP |
3.549 |
3.549 |
3.549 |
3.565 |
| S1 |
3.484 |
3.484 |
3.579 |
3.517 |
| S2 |
3.374 |
3.374 |
3.563 |
|
| S3 |
3.199 |
3.309 |
3.547 |
|
| S4 |
3.024 |
3.134 |
3.499 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.695 |
3.524 |
0.171 |
4.8% |
0.080 |
2.2% |
21% |
False |
True |
11,770 |
| 10 |
3.695 |
3.438 |
0.257 |
7.2% |
0.078 |
2.2% |
47% |
False |
False |
12,515 |
| 20 |
3.695 |
3.438 |
0.257 |
7.2% |
0.084 |
2.4% |
47% |
False |
False |
11,154 |
| 40 |
3.695 |
3.306 |
0.389 |
10.9% |
0.090 |
2.5% |
65% |
False |
False |
10,258 |
| 60 |
3.768 |
3.306 |
0.462 |
13.0% |
0.095 |
2.7% |
55% |
False |
False |
9,108 |
| 80 |
3.768 |
3.306 |
0.462 |
13.0% |
0.097 |
2.7% |
55% |
False |
False |
8,254 |
| 100 |
4.111 |
3.306 |
0.805 |
22.6% |
0.104 |
2.9% |
32% |
False |
False |
7,478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.191 |
|
2.618 |
3.983 |
|
1.618 |
3.856 |
|
1.000 |
3.778 |
|
0.618 |
3.729 |
|
HIGH |
3.651 |
|
0.618 |
3.602 |
|
0.500 |
3.588 |
|
0.382 |
3.573 |
|
LOW |
3.524 |
|
0.618 |
3.446 |
|
1.000 |
3.397 |
|
1.618 |
3.319 |
|
2.618 |
3.192 |
|
4.250 |
2.984 |
|
|
| Fisher Pivots for day following 27-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.588 |
3.610 |
| PP |
3.578 |
3.593 |
| S1 |
3.569 |
3.577 |
|