NYMEX Natural Gas Future September 2023
| Trading Metrics calculated at close of trading on 23-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2023 |
23-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
2.666 |
2.694 |
0.028 |
1.1% |
2.701 |
| High |
2.705 |
2.834 |
0.129 |
4.8% |
2.834 |
| Low |
2.606 |
2.601 |
-0.005 |
-0.2% |
2.513 |
| Close |
2.694 |
2.824 |
0.130 |
4.8% |
2.824 |
| Range |
0.099 |
0.233 |
0.134 |
135.4% |
0.321 |
| ATR |
0.132 |
0.140 |
0.007 |
5.4% |
0.000 |
| Volume |
42,624 |
77,432 |
34,808 |
81.7% |
255,346 |
|
| Daily Pivots for day following 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.452 |
3.371 |
2.952 |
|
| R3 |
3.219 |
3.138 |
2.888 |
|
| R2 |
2.986 |
2.986 |
2.867 |
|
| R1 |
2.905 |
2.905 |
2.845 |
2.946 |
| PP |
2.753 |
2.753 |
2.753 |
2.773 |
| S1 |
2.672 |
2.672 |
2.803 |
2.713 |
| S2 |
2.520 |
2.520 |
2.781 |
|
| S3 |
2.287 |
2.439 |
2.760 |
|
| S4 |
2.054 |
2.206 |
2.696 |
|
|
| Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.687 |
3.576 |
3.001 |
|
| R3 |
3.366 |
3.255 |
2.912 |
|
| R2 |
3.045 |
3.045 |
2.883 |
|
| R1 |
2.934 |
2.934 |
2.853 |
2.990 |
| PP |
2.724 |
2.724 |
2.724 |
2.751 |
| S1 |
2.613 |
2.613 |
2.795 |
2.669 |
| S2 |
2.403 |
2.403 |
2.765 |
|
| S3 |
2.082 |
2.292 |
2.736 |
|
| S4 |
1.761 |
1.971 |
2.647 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.834 |
2.513 |
0.321 |
11.4% |
0.170 |
6.0% |
97% |
True |
False |
64,236 |
| 10 |
2.834 |
2.292 |
0.542 |
19.2% |
0.147 |
5.2% |
98% |
True |
False |
73,659 |
| 20 |
2.834 |
2.249 |
0.585 |
20.7% |
0.134 |
4.8% |
98% |
True |
False |
63,087 |
| 40 |
2.864 |
2.249 |
0.615 |
21.8% |
0.129 |
4.6% |
93% |
False |
False |
46,881 |
| 60 |
2.864 |
2.249 |
0.615 |
21.8% |
0.125 |
4.4% |
93% |
False |
False |
37,800 |
| 80 |
3.494 |
2.249 |
1.245 |
44.1% |
0.133 |
4.7% |
46% |
False |
False |
31,819 |
| 100 |
3.494 |
2.249 |
1.245 |
44.1% |
0.138 |
4.9% |
46% |
False |
False |
28,822 |
| 120 |
4.171 |
2.249 |
1.922 |
68.1% |
0.145 |
5.1% |
30% |
False |
False |
25,694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.824 |
|
2.618 |
3.444 |
|
1.618 |
3.211 |
|
1.000 |
3.067 |
|
0.618 |
2.978 |
|
HIGH |
2.834 |
|
0.618 |
2.745 |
|
0.500 |
2.718 |
|
0.382 |
2.690 |
|
LOW |
2.601 |
|
0.618 |
2.457 |
|
1.000 |
2.368 |
|
1.618 |
2.224 |
|
2.618 |
1.991 |
|
4.250 |
1.611 |
|
|
| Fisher Pivots for day following 23-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.789 |
2.774 |
| PP |
2.753 |
2.724 |
| S1 |
2.718 |
2.674 |
|