NYMEX Natural Gas Future September 2023

Trading Metrics calculated at close of trading on 12-Jul-2023

Day Change Summary
	Previous	Current
	11-Jul-2023	12-Jul-2023	Change	Change %	Previous Week
Open	2.639	2.697	0.058	2.2%	2.710
High	2.716	2.712	-0.004	-0.1%	2.780
Low	2.606	2.586	-0.020	-0.8%	2.526
Close	2.692	2.597	-0.095	-3.5%	2.570
Range	0.110	0.126	0.016	14.5%	0.254
ATR	0.135	0.134	-0.001	-0.5%	0.000
Volume	81,336	99,288	17,952	22.1%	200,029

Daily Pivots for day following 12-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.010	2.929	2.666
R3	2.884	2.803	2.632
R2	2.758	2.758	2.620
R1	2.677	2.677	2.609	2.655
PP	2.632	2.632	2.632	2.620
S1	2.551	2.551	2.585	2.529
S2	2.506	2.506	2.574
S3	2.380	2.425	2.562
S4	2.254	2.299	2.528

Weekly Pivots for week ending 07-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.387	3.233	2.710
R3	3.133	2.979	2.640
R2	2.879	2.879	2.617
R1	2.725	2.725	2.593	2.675
PP	2.625	2.625	2.625	2.601
S1	2.471	2.471	2.547	2.421
S2	2.371	2.371	2.523
S3	2.117	2.217	2.500
S4	1.863	1.963	2.430

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.716	2.526	0.190	7.3%	0.117	4.5%	37%	False	False	70,686
10	2.845	2.526	0.319	12.3%	0.131	5.1%	22%	False	False	65,341
20	2.911	2.358	0.553	21.3%	0.141	5.4%	43%	False	False	68,644
40	2.911	2.249	0.662	25.5%	0.132	5.1%	53%	False	False	58,326
60	2.911	2.249	0.662	25.5%	0.127	4.9%	53%	False	False	47,451
80	3.033	2.249	0.784	30.2%	0.127	4.9%	44%	False	False	39,597
100	3.494	2.249	1.245	47.9%	0.136	5.2%	28%	False	False	34,734
120	3.599	2.249	1.350	52.0%	0.138	5.3%	26%	False	False	31,351

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.036
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.248
2.618	3.042
1.618	2.916
1.000	2.838
0.618	2.790
HIGH	2.712
0.618	2.664
0.500	2.649
0.382	2.634
LOW	2.586
0.618	2.508
1.000	2.460
1.618	2.382
2.618	2.256
4.250	2.051

Fisher Pivots for day following 12-Jul-2023
Pivot	1 day	3 day
R1	2.649	2.639
PP	2.632	2.625
S1	2.614	2.611

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols