NYMEX Natural Gas Future December 2023
| Trading Metrics calculated at close of trading on 31-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2023 |
31-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
3.555 |
3.592 |
0.037 |
1.0% |
3.583 |
| High |
3.625 |
3.620 |
-0.005 |
-0.1% |
3.695 |
| Low |
3.522 |
3.556 |
0.034 |
1.0% |
3.522 |
| Close |
3.589 |
3.563 |
-0.026 |
-0.7% |
3.589 |
| Range |
0.103 |
0.064 |
-0.039 |
-37.9% |
0.173 |
| ATR |
0.090 |
0.088 |
-0.002 |
-2.0% |
0.000 |
| Volume |
11,032 |
12,469 |
1,437 |
13.0% |
59,060 |
|
| Daily Pivots for day following 31-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.772 |
3.731 |
3.598 |
|
| R3 |
3.708 |
3.667 |
3.581 |
|
| R2 |
3.644 |
3.644 |
3.575 |
|
| R1 |
3.603 |
3.603 |
3.569 |
3.592 |
| PP |
3.580 |
3.580 |
3.580 |
3.574 |
| S1 |
3.539 |
3.539 |
3.557 |
3.528 |
| S2 |
3.516 |
3.516 |
3.551 |
|
| S3 |
3.452 |
3.475 |
3.545 |
|
| S4 |
3.388 |
3.411 |
3.528 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.121 |
4.028 |
3.684 |
|
| R3 |
3.948 |
3.855 |
3.637 |
|
| R2 |
3.775 |
3.775 |
3.621 |
|
| R1 |
3.682 |
3.682 |
3.605 |
3.729 |
| PP |
3.602 |
3.602 |
3.602 |
3.625 |
| S1 |
3.509 |
3.509 |
3.573 |
3.556 |
| S2 |
3.429 |
3.429 |
3.557 |
|
| S3 |
3.256 |
3.336 |
3.541 |
|
| S4 |
3.083 |
3.163 |
3.494 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.695 |
3.522 |
0.173 |
4.9% |
0.089 |
2.5% |
24% |
False |
False |
11,943 |
| 10 |
3.695 |
3.454 |
0.241 |
6.8% |
0.080 |
2.2% |
45% |
False |
False |
12,867 |
| 20 |
3.695 |
3.438 |
0.257 |
7.2% |
0.081 |
2.3% |
49% |
False |
False |
11,570 |
| 40 |
3.695 |
3.340 |
0.355 |
10.0% |
0.089 |
2.5% |
63% |
False |
False |
10,413 |
| 60 |
3.768 |
3.306 |
0.462 |
13.0% |
0.094 |
2.6% |
56% |
False |
False |
9,275 |
| 80 |
3.768 |
3.306 |
0.462 |
13.0% |
0.097 |
2.7% |
56% |
False |
False |
8,358 |
| 100 |
4.081 |
3.306 |
0.775 |
21.8% |
0.102 |
2.9% |
33% |
False |
False |
7,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.892 |
|
2.618 |
3.788 |
|
1.618 |
3.724 |
|
1.000 |
3.684 |
|
0.618 |
3.660 |
|
HIGH |
3.620 |
|
0.618 |
3.596 |
|
0.500 |
3.588 |
|
0.382 |
3.580 |
|
LOW |
3.556 |
|
0.618 |
3.516 |
|
1.000 |
3.492 |
|
1.618 |
3.452 |
|
2.618 |
3.388 |
|
4.250 |
3.284 |
|
|
| Fisher Pivots for day following 31-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.588 |
3.587 |
| PP |
3.580 |
3.579 |
| S1 |
3.571 |
3.571 |
|