NYMEX Natural Gas Future September 2023
| Trading Metrics calculated at close of trading on 30-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2023 |
30-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
2.642 |
2.664 |
0.022 |
0.8% |
2.855 |
| High |
2.734 |
2.801 |
0.067 |
2.5% |
2.911 |
| Low |
2.607 |
2.629 |
0.022 |
0.8% |
2.607 |
| Close |
2.691 |
2.774 |
0.083 |
3.1% |
2.774 |
| Range |
0.127 |
0.172 |
0.045 |
35.4% |
0.304 |
| ATR |
0.142 |
0.144 |
0.002 |
1.5% |
0.000 |
| Volume |
64,208 |
67,446 |
3,238 |
5.0% |
350,642 |
|
| Daily Pivots for day following 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.251 |
3.184 |
2.869 |
|
| R3 |
3.079 |
3.012 |
2.821 |
|
| R2 |
2.907 |
2.907 |
2.806 |
|
| R1 |
2.840 |
2.840 |
2.790 |
2.874 |
| PP |
2.735 |
2.735 |
2.735 |
2.751 |
| S1 |
2.668 |
2.668 |
2.758 |
2.702 |
| S2 |
2.563 |
2.563 |
2.742 |
|
| S3 |
2.391 |
2.496 |
2.727 |
|
| S4 |
2.219 |
2.324 |
2.679 |
|
|
| Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.676 |
3.529 |
2.941 |
|
| R3 |
3.372 |
3.225 |
2.858 |
|
| R2 |
3.068 |
3.068 |
2.830 |
|
| R1 |
2.921 |
2.921 |
2.802 |
2.843 |
| PP |
2.764 |
2.764 |
2.764 |
2.725 |
| S1 |
2.617 |
2.617 |
2.746 |
2.539 |
| S2 |
2.460 |
2.460 |
2.718 |
|
| S3 |
2.156 |
2.313 |
2.690 |
|
| S4 |
1.852 |
2.009 |
2.607 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.911 |
2.607 |
0.304 |
11.0% |
0.151 |
5.5% |
55% |
False |
False |
70,128 |
| 10 |
2.911 |
2.513 |
0.398 |
14.3% |
0.161 |
5.8% |
66% |
False |
False |
67,182 |
| 20 |
2.911 |
2.263 |
0.648 |
23.4% |
0.137 |
4.9% |
79% |
False |
False |
70,215 |
| 40 |
2.911 |
2.249 |
0.662 |
23.9% |
0.132 |
4.7% |
79% |
False |
False |
52,553 |
| 60 |
2.911 |
2.249 |
0.662 |
23.9% |
0.128 |
4.6% |
79% |
False |
False |
42,284 |
| 80 |
3.258 |
2.249 |
1.009 |
36.4% |
0.130 |
4.7% |
52% |
False |
False |
35,225 |
| 100 |
3.494 |
2.249 |
1.245 |
44.9% |
0.138 |
5.0% |
42% |
False |
False |
31,509 |
| 120 |
3.867 |
2.249 |
1.618 |
58.3% |
0.143 |
5.1% |
32% |
False |
False |
28,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.532 |
|
2.618 |
3.251 |
|
1.618 |
3.079 |
|
1.000 |
2.973 |
|
0.618 |
2.907 |
|
HIGH |
2.801 |
|
0.618 |
2.735 |
|
0.500 |
2.715 |
|
0.382 |
2.695 |
|
LOW |
2.629 |
|
0.618 |
2.523 |
|
1.000 |
2.457 |
|
1.618 |
2.351 |
|
2.618 |
2.179 |
|
4.250 |
1.898 |
|
|
| Fisher Pivots for day following 30-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.754 |
2.758 |
| PP |
2.735 |
2.742 |
| S1 |
2.715 |
2.726 |
|