NYMEX Natural Gas Future September 2023
| Trading Metrics calculated at close of trading on 24-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2023 |
24-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
2.718 |
2.713 |
-0.005 |
-0.2% |
2.541 |
| High |
2.759 |
2.762 |
0.003 |
0.1% |
2.759 |
| Low |
2.684 |
2.661 |
-0.023 |
-0.9% |
2.477 |
| Close |
2.707 |
2.688 |
-0.019 |
-0.7% |
2.707 |
| Range |
0.075 |
0.101 |
0.026 |
34.7% |
0.282 |
| ATR |
0.124 |
0.122 |
-0.002 |
-1.3% |
0.000 |
| Volume |
103,192 |
109,320 |
6,128 |
5.9% |
524,498 |
|
| Daily Pivots for day following 24-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.007 |
2.948 |
2.744 |
|
| R3 |
2.906 |
2.847 |
2.716 |
|
| R2 |
2.805 |
2.805 |
2.707 |
|
| R1 |
2.746 |
2.746 |
2.697 |
2.725 |
| PP |
2.704 |
2.704 |
2.704 |
2.693 |
| S1 |
2.645 |
2.645 |
2.679 |
2.624 |
| S2 |
2.603 |
2.603 |
2.669 |
|
| S3 |
2.502 |
2.544 |
2.660 |
|
| S4 |
2.401 |
2.443 |
2.632 |
|
|
| Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.494 |
3.382 |
2.862 |
|
| R3 |
3.212 |
3.100 |
2.785 |
|
| R2 |
2.930 |
2.930 |
2.759 |
|
| R1 |
2.818 |
2.818 |
2.733 |
2.874 |
| PP |
2.648 |
2.648 |
2.648 |
2.676 |
| S1 |
2.536 |
2.536 |
2.681 |
2.592 |
| S2 |
2.366 |
2.366 |
2.655 |
|
| S3 |
2.084 |
2.254 |
2.629 |
|
| S4 |
1.802 |
1.972 |
2.552 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.762 |
2.522 |
0.240 |
8.9% |
0.104 |
3.9% |
69% |
True |
False |
108,582 |
| 10 |
2.762 |
2.477 |
0.285 |
10.6% |
0.106 |
3.9% |
74% |
True |
False |
105,031 |
| 20 |
2.911 |
2.477 |
0.434 |
16.1% |
0.119 |
4.4% |
49% |
False |
False |
83,694 |
| 40 |
2.911 |
2.249 |
0.662 |
24.6% |
0.127 |
4.7% |
66% |
False |
False |
73,391 |
| 60 |
2.911 |
2.249 |
0.662 |
24.6% |
0.125 |
4.7% |
66% |
False |
False |
59,152 |
| 80 |
2.911 |
2.249 |
0.662 |
24.6% |
0.124 |
4.6% |
66% |
False |
False |
49,273 |
| 100 |
3.494 |
2.249 |
1.245 |
46.3% |
0.130 |
4.8% |
35% |
False |
False |
42,194 |
| 120 |
3.494 |
2.249 |
1.245 |
46.3% |
0.135 |
5.0% |
35% |
False |
False |
37,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.191 |
|
2.618 |
3.026 |
|
1.618 |
2.925 |
|
1.000 |
2.863 |
|
0.618 |
2.824 |
|
HIGH |
2.762 |
|
0.618 |
2.723 |
|
0.500 |
2.712 |
|
0.382 |
2.700 |
|
LOW |
2.661 |
|
0.618 |
2.599 |
|
1.000 |
2.560 |
|
1.618 |
2.498 |
|
2.618 |
2.397 |
|
4.250 |
2.232 |
|
|
| Fisher Pivots for day following 24-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.712 |
2.686 |
| PP |
2.704 |
2.683 |
| S1 |
2.696 |
2.681 |
|