NYMEX Natural Gas Future September 2023
| Trading Metrics calculated at close of trading on 20-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2023 |
20-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
2.621 |
2.701 |
0.080 |
3.1% |
2.391 |
| High |
2.721 |
2.775 |
0.054 |
2.0% |
2.721 |
| Low |
2.588 |
2.548 |
-0.040 |
-1.5% |
2.292 |
| Close |
2.715 |
2.557 |
-0.158 |
-5.8% |
2.715 |
| Range |
0.133 |
0.227 |
0.094 |
70.7% |
0.429 |
| ATR |
0.126 |
0.133 |
0.007 |
5.7% |
0.000 |
| Volume |
65,834 |
82,141 |
16,307 |
24.8% |
400,695 |
|
| Daily Pivots for day following 20-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.308 |
3.159 |
2.682 |
|
| R3 |
3.081 |
2.932 |
2.619 |
|
| R2 |
2.854 |
2.854 |
2.599 |
|
| R1 |
2.705 |
2.705 |
2.578 |
2.666 |
| PP |
2.627 |
2.627 |
2.627 |
2.607 |
| S1 |
2.478 |
2.478 |
2.536 |
2.439 |
| S2 |
2.400 |
2.400 |
2.515 |
|
| S3 |
2.173 |
2.251 |
2.495 |
|
| S4 |
1.946 |
2.024 |
2.432 |
|
|
| Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.863 |
3.718 |
2.951 |
|
| R3 |
3.434 |
3.289 |
2.833 |
|
| R2 |
3.005 |
3.005 |
2.794 |
|
| R1 |
2.860 |
2.860 |
2.754 |
2.933 |
| PP |
2.576 |
2.576 |
2.576 |
2.612 |
| S1 |
2.431 |
2.431 |
2.676 |
2.504 |
| S2 |
2.147 |
2.147 |
2.636 |
|
| S3 |
1.718 |
2.002 |
2.597 |
|
| S4 |
1.289 |
1.573 |
2.479 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.775 |
2.358 |
0.417 |
16.3% |
0.153 |
6.0% |
48% |
True |
False |
79,097 |
| 10 |
2.775 |
2.292 |
0.483 |
18.9% |
0.127 |
5.0% |
55% |
True |
False |
80,610 |
| 20 |
2.775 |
2.249 |
0.526 |
20.6% |
0.126 |
4.9% |
59% |
True |
False |
59,594 |
| 40 |
2.864 |
2.249 |
0.615 |
24.1% |
0.124 |
4.9% |
50% |
False |
False |
44,202 |
| 60 |
2.880 |
2.249 |
0.631 |
24.7% |
0.122 |
4.8% |
49% |
False |
False |
35,491 |
| 80 |
3.494 |
2.249 |
1.245 |
48.7% |
0.132 |
5.1% |
25% |
False |
False |
30,204 |
| 100 |
3.494 |
2.249 |
1.245 |
48.7% |
0.137 |
5.4% |
25% |
False |
False |
27,397 |
| 120 |
4.439 |
2.249 |
2.190 |
85.6% |
0.146 |
5.7% |
14% |
False |
False |
24,351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.740 |
|
2.618 |
3.369 |
|
1.618 |
3.142 |
|
1.000 |
3.002 |
|
0.618 |
2.915 |
|
HIGH |
2.775 |
|
0.618 |
2.688 |
|
0.500 |
2.662 |
|
0.382 |
2.635 |
|
LOW |
2.548 |
|
0.618 |
2.408 |
|
1.000 |
2.321 |
|
1.618 |
2.181 |
|
2.618 |
1.954 |
|
4.250 |
1.583 |
|
|
| Fisher Pivots for day following 20-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.662 |
2.587 |
| PP |
2.627 |
2.577 |
| S1 |
2.592 |
2.567 |
|