NYMEX Natural Gas Future September 2023
| Trading Metrics calculated at close of trading on 21-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2022 |
21-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
5.399 |
4.847 |
-0.552 |
-10.2% |
5.954 |
| High |
5.433 |
4.893 |
-0.540 |
-9.9% |
5.998 |
| Low |
4.955 |
4.800 |
-0.155 |
-3.1% |
4.955 |
| Close |
4.983 |
4.846 |
-0.137 |
-2.7% |
4.983 |
| Range |
0.478 |
0.093 |
-0.385 |
-80.5% |
1.043 |
| ATR |
0.251 |
0.246 |
-0.005 |
-1.9% |
0.000 |
| Volume |
1,978 |
2,605 |
627 |
31.7% |
13,803 |
|
| Daily Pivots for day following 21-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.125 |
5.079 |
4.897 |
|
| R3 |
5.032 |
4.986 |
4.872 |
|
| R2 |
4.939 |
4.939 |
4.863 |
|
| R1 |
4.893 |
4.893 |
4.855 |
4.870 |
| PP |
4.846 |
4.846 |
4.846 |
4.835 |
| S1 |
4.800 |
4.800 |
4.837 |
4.777 |
| S2 |
4.753 |
4.753 |
4.829 |
|
| S3 |
4.660 |
4.707 |
4.820 |
|
| S4 |
4.567 |
4.614 |
4.795 |
|
|
| Weekly Pivots for week ending 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.441 |
7.755 |
5.557 |
|
| R3 |
7.398 |
6.712 |
5.270 |
|
| R2 |
6.355 |
6.355 |
5.174 |
|
| R1 |
5.669 |
5.669 |
5.079 |
5.491 |
| PP |
5.312 |
5.312 |
5.312 |
5.223 |
| S1 |
4.626 |
4.626 |
4.887 |
4.448 |
| S2 |
4.269 |
4.269 |
4.792 |
|
| S3 |
3.226 |
3.583 |
4.696 |
|
| S4 |
2.183 |
2.540 |
4.409 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.995 |
4.800 |
1.195 |
24.7% |
0.332 |
6.9% |
4% |
False |
True |
2,813 |
| 10 |
6.005 |
4.800 |
1.205 |
24.9% |
0.295 |
6.1% |
4% |
False |
True |
2,545 |
| 20 |
6.005 |
4.761 |
1.244 |
25.7% |
0.231 |
4.8% |
7% |
False |
False |
2,351 |
| 40 |
6.005 |
3.988 |
2.017 |
41.6% |
0.202 |
4.2% |
43% |
False |
False |
1,964 |
| 60 |
6.005 |
3.853 |
2.152 |
44.4% |
0.174 |
3.6% |
46% |
False |
False |
1,710 |
| 80 |
6.005 |
3.408 |
2.597 |
53.6% |
0.147 |
3.0% |
55% |
False |
False |
1,521 |
| 100 |
6.005 |
3.300 |
2.705 |
55.8% |
0.128 |
2.6% |
57% |
False |
False |
1,377 |
| 120 |
6.005 |
3.090 |
2.915 |
60.2% |
0.115 |
2.4% |
60% |
False |
False |
1,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.288 |
|
2.618 |
5.136 |
|
1.618 |
5.043 |
|
1.000 |
4.986 |
|
0.618 |
4.950 |
|
HIGH |
4.893 |
|
0.618 |
4.857 |
|
0.500 |
4.847 |
|
0.382 |
4.836 |
|
LOW |
4.800 |
|
0.618 |
4.743 |
|
1.000 |
4.707 |
|
1.618 |
4.650 |
|
2.618 |
4.557 |
|
4.250 |
4.405 |
|
|
| Fisher Pivots for day following 21-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
4.847 |
5.275 |
| PP |
4.846 |
5.132 |
| S1 |
4.846 |
4.989 |
|