NYMEX Natural Gas Future October 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 |
2.792 |
2.773 |
-0.019 |
-0.7% |
2.934 |
| High |
2.802 |
2.856 |
0.054 |
1.9% |
2.970 |
| Low |
2.741 |
2.716 |
-0.025 |
-0.9% |
2.696 |
| Close |
2.784 |
2.730 |
-0.054 |
-1.9% |
2.847 |
| Range |
0.061 |
0.140 |
0.079 |
129.5% |
0.274 |
| ATR |
0.132 |
0.133 |
0.001 |
0.4% |
0.000 |
| Volume |
28,289 |
36,500 |
8,211 |
29.0% |
229,151 |
|
| Daily Pivots for day following 05-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.187 |
3.099 |
2.807 |
|
| R3 |
3.047 |
2.959 |
2.769 |
|
| R2 |
2.907 |
2.907 |
2.756 |
|
| R1 |
2.819 |
2.819 |
2.743 |
2.793 |
| PP |
2.767 |
2.767 |
2.767 |
2.755 |
| S1 |
2.679 |
2.679 |
2.717 |
2.653 |
| S2 |
2.627 |
2.627 |
2.704 |
|
| S3 |
2.487 |
2.539 |
2.692 |
|
| S4 |
2.347 |
2.399 |
2.653 |
|
|
| Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.660 |
3.527 |
2.998 |
|
| R3 |
3.386 |
3.253 |
2.922 |
|
| R2 |
3.112 |
3.112 |
2.897 |
|
| R1 |
2.979 |
2.979 |
2.872 |
2.909 |
| PP |
2.838 |
2.838 |
2.838 |
2.802 |
| S1 |
2.705 |
2.705 |
2.822 |
2.635 |
| S2 |
2.564 |
2.564 |
2.797 |
|
| S3 |
2.290 |
2.431 |
2.772 |
|
| S4 |
2.016 |
2.157 |
2.696 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.913 |
2.696 |
0.217 |
7.9% |
0.135 |
4.9% |
16% |
False |
False |
37,178 |
| 10 |
2.970 |
2.625 |
0.345 |
12.6% |
0.134 |
4.9% |
30% |
False |
False |
40,120 |
| 20 |
2.970 |
2.423 |
0.547 |
20.0% |
0.127 |
4.6% |
56% |
False |
False |
36,849 |
| 40 |
2.970 |
2.377 |
0.593 |
21.7% |
0.124 |
4.5% |
60% |
False |
False |
34,785 |
| 60 |
2.970 |
2.377 |
0.593 |
21.7% |
0.122 |
4.5% |
60% |
False |
False |
31,380 |
| 80 |
3.297 |
2.377 |
0.920 |
33.7% |
0.126 |
4.6% |
38% |
False |
False |
28,892 |
| 100 |
3.570 |
2.377 |
1.193 |
43.7% |
0.133 |
4.9% |
30% |
False |
False |
28,599 |
| 120 |
3.825 |
2.377 |
1.448 |
53.0% |
0.139 |
5.1% |
24% |
False |
False |
27,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.451 |
|
2.618 |
3.223 |
|
1.618 |
3.083 |
|
1.000 |
2.996 |
|
0.618 |
2.943 |
|
HIGH |
2.856 |
|
0.618 |
2.803 |
|
0.500 |
2.786 |
|
0.382 |
2.769 |
|
LOW |
2.716 |
|
0.618 |
2.629 |
|
1.000 |
2.576 |
|
1.618 |
2.489 |
|
2.618 |
2.349 |
|
4.250 |
2.121 |
|
|
| Fisher Pivots for day following 05-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.786 |
2.796 |
| PP |
2.767 |
2.774 |
| S1 |
2.749 |
2.752 |
|