NYMEX Natural Gas Future September 2023
| Trading Metrics calculated at close of trading on 21-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2023 |
21-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
2.701 |
2.552 |
-0.149 |
-5.5% |
2.391 |
| High |
2.775 |
2.673 |
-0.102 |
-3.7% |
2.721 |
| Low |
2.548 |
2.513 |
-0.035 |
-1.4% |
2.292 |
| Close |
2.557 |
2.666 |
0.109 |
4.3% |
2.715 |
| Range |
0.227 |
0.160 |
-0.067 |
-29.5% |
0.429 |
| ATR |
0.133 |
0.135 |
0.002 |
1.4% |
0.000 |
| Volume |
82,141 |
53,149 |
-28,992 |
-35.3% |
400,695 |
|
| Daily Pivots for day following 21-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.097 |
3.042 |
2.754 |
|
| R3 |
2.937 |
2.882 |
2.710 |
|
| R2 |
2.777 |
2.777 |
2.695 |
|
| R1 |
2.722 |
2.722 |
2.681 |
2.750 |
| PP |
2.617 |
2.617 |
2.617 |
2.631 |
| S1 |
2.562 |
2.562 |
2.651 |
2.590 |
| S2 |
2.457 |
2.457 |
2.637 |
|
| S3 |
2.297 |
2.402 |
2.622 |
|
| S4 |
2.137 |
2.242 |
2.578 |
|
|
| 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 |
2.376 |
0.399 |
15.0% |
0.168 |
6.3% |
73% |
False |
False |
72,099 |
| 10 |
2.775 |
2.292 |
0.483 |
18.1% |
0.131 |
4.9% |
77% |
False |
False |
80,718 |
| 20 |
2.775 |
2.249 |
0.526 |
19.7% |
0.125 |
4.7% |
79% |
False |
False |
60,554 |
| 40 |
2.864 |
2.249 |
0.615 |
23.1% |
0.125 |
4.7% |
68% |
False |
False |
45,033 |
| 60 |
2.864 |
2.249 |
0.615 |
23.1% |
0.123 |
4.6% |
68% |
False |
False |
36,238 |
| 80 |
3.494 |
2.249 |
1.245 |
46.7% |
0.132 |
5.0% |
33% |
False |
False |
30,703 |
| 100 |
3.494 |
2.249 |
1.245 |
46.7% |
0.137 |
5.1% |
33% |
False |
False |
27,788 |
| 120 |
4.308 |
2.249 |
2.059 |
77.2% |
0.145 |
5.5% |
20% |
False |
False |
24,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.353 |
|
2.618 |
3.092 |
|
1.618 |
2.932 |
|
1.000 |
2.833 |
|
0.618 |
2.772 |
|
HIGH |
2.673 |
|
0.618 |
2.612 |
|
0.500 |
2.593 |
|
0.382 |
2.574 |
|
LOW |
2.513 |
|
0.618 |
2.414 |
|
1.000 |
2.353 |
|
1.618 |
2.254 |
|
2.618 |
2.094 |
|
4.250 |
1.833 |
|
|
| Fisher Pivots for day following 21-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.642 |
2.659 |
| PP |
2.617 |
2.651 |
| S1 |
2.593 |
2.644 |
|