NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 17-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2023 |
17-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
3.738 |
3.739 |
0.001 |
0.0% |
3.778 |
| High |
3.758 |
3.765 |
0.007 |
0.2% |
3.860 |
| Low |
3.706 |
3.682 |
-0.024 |
-0.6% |
3.706 |
| Close |
3.739 |
3.685 |
-0.054 |
-1.4% |
3.739 |
| Range |
0.052 |
0.083 |
0.031 |
59.6% |
0.154 |
| ATR |
0.090 |
0.089 |
0.000 |
-0.5% |
0.000 |
| Volume |
16,105 |
12,317 |
-3,788 |
-23.5% |
85,994 |
|
| Daily Pivots for day following 17-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.960 |
3.905 |
3.731 |
|
| R3 |
3.877 |
3.822 |
3.708 |
|
| R2 |
3.794 |
3.794 |
3.700 |
|
| R1 |
3.739 |
3.739 |
3.693 |
3.725 |
| PP |
3.711 |
3.711 |
3.711 |
3.704 |
| S1 |
3.656 |
3.656 |
3.677 |
3.642 |
| S2 |
3.628 |
3.628 |
3.670 |
|
| S3 |
3.545 |
3.573 |
3.662 |
|
| S4 |
3.462 |
3.490 |
3.639 |
|
|
| Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.230 |
4.139 |
3.824 |
|
| R3 |
4.076 |
3.985 |
3.781 |
|
| R2 |
3.922 |
3.922 |
3.767 |
|
| R1 |
3.831 |
3.831 |
3.753 |
3.800 |
| PP |
3.768 |
3.768 |
3.768 |
3.753 |
| S1 |
3.677 |
3.677 |
3.725 |
3.646 |
| S2 |
3.614 |
3.614 |
3.711 |
|
| S3 |
3.460 |
3.523 |
3.697 |
|
| S4 |
3.306 |
3.369 |
3.654 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.860 |
3.682 |
0.178 |
4.8% |
0.076 |
2.1% |
2% |
False |
True |
16,901 |
| 10 |
3.878 |
3.682 |
0.196 |
5.3% |
0.076 |
2.1% |
2% |
False |
True |
14,466 |
| 20 |
3.906 |
3.682 |
0.224 |
6.1% |
0.089 |
2.4% |
1% |
False |
True |
15,624 |
| 40 |
4.021 |
3.570 |
0.451 |
12.2% |
0.093 |
2.5% |
25% |
False |
False |
15,915 |
| 60 |
4.021 |
3.570 |
0.451 |
12.2% |
0.093 |
2.5% |
25% |
False |
False |
14,769 |
| 80 |
4.021 |
3.570 |
0.451 |
12.2% |
0.096 |
2.6% |
25% |
False |
False |
13,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.118 |
|
2.618 |
3.982 |
|
1.618 |
3.899 |
|
1.000 |
3.848 |
|
0.618 |
3.816 |
|
HIGH |
3.765 |
|
0.618 |
3.733 |
|
0.500 |
3.724 |
|
0.382 |
3.714 |
|
LOW |
3.682 |
|
0.618 |
3.631 |
|
1.000 |
3.599 |
|
1.618 |
3.548 |
|
2.618 |
3.465 |
|
4.250 |
3.329 |
|
|
| Fisher Pivots for day following 17-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.724 |
3.733 |
| PP |
3.711 |
3.717 |
| S1 |
3.698 |
3.701 |
|