NYMEX Natural Gas Future September 2023
| Trading Metrics calculated at close of trading on 20-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2022 |
20-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
4.901 |
4.917 |
0.016 |
0.3% |
4.670 |
| High |
4.918 |
5.033 |
0.115 |
2.3% |
4.821 |
| Low |
4.794 |
4.888 |
0.094 |
2.0% |
4.448 |
| Close |
4.825 |
5.028 |
0.203 |
4.2% |
4.799 |
| Range |
0.124 |
0.145 |
0.021 |
16.9% |
0.373 |
| ATR |
0.197 |
0.198 |
0.001 |
0.4% |
0.000 |
| Volume |
754 |
2,432 |
1,678 |
222.5% |
7,274 |
|
| Daily Pivots for day following 20-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.418 |
5.368 |
5.108 |
|
| R3 |
5.273 |
5.223 |
5.068 |
|
| R2 |
5.128 |
5.128 |
5.055 |
|
| R1 |
5.078 |
5.078 |
5.041 |
5.103 |
| PP |
4.983 |
4.983 |
4.983 |
4.996 |
| S1 |
4.933 |
4.933 |
5.015 |
4.958 |
| S2 |
4.838 |
4.838 |
5.001 |
|
| S3 |
4.693 |
4.788 |
4.988 |
|
| S4 |
4.548 |
4.643 |
4.948 |
|
|
| Weekly Pivots for week ending 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.808 |
5.677 |
5.004 |
|
| R3 |
5.435 |
5.304 |
4.902 |
|
| R2 |
5.062 |
5.062 |
4.867 |
|
| R1 |
4.931 |
4.931 |
4.833 |
4.997 |
| PP |
4.689 |
4.689 |
4.689 |
4.722 |
| S1 |
4.558 |
4.558 |
4.765 |
4.624 |
| S2 |
4.316 |
4.316 |
4.731 |
|
| S3 |
3.943 |
4.185 |
4.696 |
|
| S4 |
3.570 |
3.812 |
4.594 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.033 |
4.646 |
0.387 |
7.7% |
0.148 |
3.0% |
99% |
True |
False |
1,299 |
| 10 |
5.033 |
4.385 |
0.648 |
12.9% |
0.170 |
3.4% |
99% |
True |
False |
1,474 |
| 20 |
5.033 |
4.206 |
0.827 |
16.4% |
0.170 |
3.4% |
99% |
True |
False |
1,642 |
| 40 |
6.005 |
4.206 |
1.799 |
35.8% |
0.201 |
4.0% |
46% |
False |
False |
1,996 |
| 60 |
6.005 |
3.988 |
2.017 |
40.1% |
0.191 |
3.8% |
52% |
False |
False |
1,857 |
| 80 |
6.005 |
3.853 |
2.152 |
42.8% |
0.173 |
3.4% |
55% |
False |
False |
1,693 |
| 100 |
6.005 |
3.408 |
2.597 |
51.7% |
0.151 |
3.0% |
62% |
False |
False |
1,546 |
| 120 |
6.005 |
3.300 |
2.705 |
53.8% |
0.135 |
2.7% |
64% |
False |
False |
1,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.649 |
|
2.618 |
5.413 |
|
1.618 |
5.268 |
|
1.000 |
5.178 |
|
0.618 |
5.123 |
|
HIGH |
5.033 |
|
0.618 |
4.978 |
|
0.500 |
4.961 |
|
0.382 |
4.943 |
|
LOW |
4.888 |
|
0.618 |
4.798 |
|
1.000 |
4.743 |
|
1.618 |
4.653 |
|
2.618 |
4.508 |
|
4.250 |
4.272 |
|
|
| Fisher Pivots for day following 20-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
5.006 |
4.990 |
| PP |
4.983 |
4.952 |
| S1 |
4.961 |
4.914 |
|