NYMEX Natural Gas Future September 2023
| Trading Metrics calculated at close of trading on 05-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2023 |
05-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
2.710 |
2.694 |
-0.016 |
-0.6% |
2.855 |
| High |
2.728 |
2.780 |
0.052 |
1.9% |
2.911 |
| Low |
2.661 |
2.630 |
-0.031 |
-1.2% |
2.607 |
| Close |
2.702 |
2.643 |
-0.059 |
-2.2% |
2.774 |
| Range |
0.067 |
0.150 |
0.083 |
123.9% |
0.304 |
| ATR |
0.142 |
0.142 |
0.001 |
0.4% |
0.000 |
| Volume |
42,565 |
57,566 |
15,001 |
35.2% |
350,642 |
|
| Daily Pivots for day following 05-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.134 |
3.039 |
2.726 |
|
| R3 |
2.984 |
2.889 |
2.684 |
|
| R2 |
2.834 |
2.834 |
2.671 |
|
| R1 |
2.739 |
2.739 |
2.657 |
2.712 |
| PP |
2.684 |
2.684 |
2.684 |
2.671 |
| S1 |
2.589 |
2.589 |
2.629 |
2.562 |
| S2 |
2.534 |
2.534 |
2.616 |
|
| S3 |
2.384 |
2.439 |
2.602 |
|
| S4 |
2.234 |
2.289 |
2.561 |
|
|
| 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 |
2.845 |
2.607 |
0.238 |
9.0% |
0.146 |
5.5% |
15% |
False |
False |
59,996 |
| 10 |
2.911 |
2.513 |
0.398 |
15.1% |
0.147 |
5.5% |
33% |
False |
False |
62,397 |
| 20 |
2.911 |
2.292 |
0.619 |
23.4% |
0.137 |
5.2% |
57% |
False |
False |
71,503 |
| 40 |
2.911 |
2.249 |
0.662 |
25.0% |
0.132 |
5.0% |
60% |
False |
False |
53,596 |
| 60 |
2.911 |
2.249 |
0.662 |
25.0% |
0.127 |
4.8% |
60% |
False |
False |
43,380 |
| 80 |
3.215 |
2.249 |
0.966 |
36.5% |
0.129 |
4.9% |
41% |
False |
False |
36,058 |
| 100 |
3.494 |
2.249 |
1.245 |
47.1% |
0.136 |
5.1% |
32% |
False |
False |
32,079 |
| 120 |
3.761 |
2.249 |
1.512 |
57.2% |
0.141 |
5.3% |
26% |
False |
False |
28,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.418 |
|
2.618 |
3.173 |
|
1.618 |
3.023 |
|
1.000 |
2.930 |
|
0.618 |
2.873 |
|
HIGH |
2.780 |
|
0.618 |
2.723 |
|
0.500 |
2.705 |
|
0.382 |
2.687 |
|
LOW |
2.630 |
|
0.618 |
2.537 |
|
1.000 |
2.480 |
|
1.618 |
2.387 |
|
2.618 |
2.237 |
|
4.250 |
1.993 |
|
|
| Fisher Pivots for day following 05-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.705 |
2.715 |
| PP |
2.684 |
2.691 |
| S1 |
2.664 |
2.667 |
|