NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 15-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2023 |
15-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
3.697 |
3.710 |
0.013 |
0.4% |
3.680 |
| High |
3.739 |
3.828 |
0.089 |
2.4% |
3.768 |
| Low |
3.682 |
3.703 |
0.021 |
0.6% |
3.644 |
| Close |
3.722 |
3.822 |
0.100 |
2.7% |
3.655 |
| Range |
0.057 |
0.125 |
0.068 |
119.3% |
0.124 |
| ATR |
0.094 |
0.096 |
0.002 |
2.4% |
0.000 |
| Volume |
12,603 |
33,868 |
21,265 |
168.7% |
83,505 |
|
| Daily Pivots for day following 15-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.159 |
4.116 |
3.891 |
|
| R3 |
4.034 |
3.991 |
3.856 |
|
| R2 |
3.909 |
3.909 |
3.845 |
|
| R1 |
3.866 |
3.866 |
3.833 |
3.888 |
| PP |
3.784 |
3.784 |
3.784 |
3.795 |
| S1 |
3.741 |
3.741 |
3.811 |
3.763 |
| S2 |
3.659 |
3.659 |
3.799 |
|
| S3 |
3.534 |
3.616 |
3.788 |
|
| S4 |
3.409 |
3.491 |
3.753 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.061 |
3.982 |
3.723 |
|
| R3 |
3.937 |
3.858 |
3.689 |
|
| R2 |
3.813 |
3.813 |
3.678 |
|
| R1 |
3.734 |
3.734 |
3.666 |
3.712 |
| PP |
3.689 |
3.689 |
3.689 |
3.678 |
| S1 |
3.610 |
3.610 |
3.644 |
3.588 |
| S2 |
3.565 |
3.565 |
3.632 |
|
| S3 |
3.441 |
3.486 |
3.621 |
|
| S4 |
3.317 |
3.362 |
3.587 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.828 |
3.621 |
0.207 |
5.4% |
0.077 |
2.0% |
97% |
True |
False |
17,714 |
| 10 |
3.828 |
3.607 |
0.221 |
5.8% |
0.081 |
2.1% |
97% |
True |
False |
17,013 |
| 20 |
4.021 |
3.570 |
0.451 |
11.8% |
0.096 |
2.5% |
56% |
False |
False |
16,205 |
| 40 |
4.021 |
3.570 |
0.451 |
11.8% |
0.096 |
2.5% |
56% |
False |
False |
14,342 |
| 60 |
4.021 |
3.570 |
0.451 |
11.8% |
0.099 |
2.6% |
56% |
False |
False |
13,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.359 |
|
2.618 |
4.155 |
|
1.618 |
4.030 |
|
1.000 |
3.953 |
|
0.618 |
3.905 |
|
HIGH |
3.828 |
|
0.618 |
3.780 |
|
0.500 |
3.766 |
|
0.382 |
3.751 |
|
LOW |
3.703 |
|
0.618 |
3.626 |
|
1.000 |
3.578 |
|
1.618 |
3.501 |
|
2.618 |
3.376 |
|
4.250 |
3.172 |
|
|
| Fisher Pivots for day following 15-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.803 |
3.799 |
| PP |
3.784 |
3.775 |
| S1 |
3.766 |
3.752 |
|