NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 26-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2023 |
26-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
3.828 |
3.866 |
0.038 |
1.0% |
3.739 |
| High |
3.886 |
3.895 |
0.009 |
0.2% |
3.816 |
| Low |
3.821 |
3.827 |
0.006 |
0.2% |
3.682 |
| Close |
3.879 |
3.848 |
-0.031 |
-0.8% |
3.804 |
| Range |
0.065 |
0.068 |
0.003 |
4.6% |
0.134 |
| ATR |
0.081 |
0.080 |
-0.001 |
-1.1% |
0.000 |
| Volume |
17,481 |
14,041 |
-3,440 |
-19.7% |
82,861 |
|
| Daily Pivots for day following 26-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.061 |
4.022 |
3.885 |
|
| R3 |
3.993 |
3.954 |
3.867 |
|
| R2 |
3.925 |
3.925 |
3.860 |
|
| R1 |
3.886 |
3.886 |
3.854 |
3.872 |
| PP |
3.857 |
3.857 |
3.857 |
3.849 |
| S1 |
3.818 |
3.818 |
3.842 |
3.804 |
| S2 |
3.789 |
3.789 |
3.836 |
|
| S3 |
3.721 |
3.750 |
3.829 |
|
| S4 |
3.653 |
3.682 |
3.811 |
|
|
| Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.169 |
4.121 |
3.878 |
|
| R3 |
4.035 |
3.987 |
3.841 |
|
| R2 |
3.901 |
3.901 |
3.829 |
|
| R1 |
3.853 |
3.853 |
3.816 |
3.877 |
| PP |
3.767 |
3.767 |
3.767 |
3.780 |
| S1 |
3.719 |
3.719 |
3.792 |
3.743 |
| S2 |
3.633 |
3.633 |
3.779 |
|
| S3 |
3.499 |
3.585 |
3.767 |
|
| S4 |
3.365 |
3.451 |
3.730 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.895 |
3.703 |
0.192 |
5.0% |
0.065 |
1.7% |
76% |
True |
False |
15,942 |
| 10 |
3.895 |
3.682 |
0.213 |
5.5% |
0.065 |
1.7% |
78% |
True |
False |
16,673 |
| 20 |
3.895 |
3.682 |
0.213 |
5.5% |
0.077 |
2.0% |
78% |
True |
False |
15,244 |
| 40 |
3.906 |
3.570 |
0.336 |
8.7% |
0.085 |
2.2% |
83% |
False |
False |
16,417 |
| 60 |
4.021 |
3.570 |
0.451 |
11.7% |
0.089 |
2.3% |
62% |
False |
False |
15,644 |
| 80 |
4.021 |
3.570 |
0.451 |
11.7% |
0.093 |
2.4% |
62% |
False |
False |
14,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.184 |
|
2.618 |
4.073 |
|
1.618 |
4.005 |
|
1.000 |
3.963 |
|
0.618 |
3.937 |
|
HIGH |
3.895 |
|
0.618 |
3.869 |
|
0.500 |
3.861 |
|
0.382 |
3.853 |
|
LOW |
3.827 |
|
0.618 |
3.785 |
|
1.000 |
3.759 |
|
1.618 |
3.717 |
|
2.618 |
3.649 |
|
4.250 |
3.538 |
|
|
| Fisher Pivots for day following 26-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.861 |
3.846 |
| PP |
3.857 |
3.843 |
| S1 |
3.852 |
3.841 |
|