NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 21-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2023 |
21-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
3.831 |
3.778 |
-0.053 |
-1.4% |
3.696 |
| High |
3.906 |
3.832 |
-0.074 |
-1.9% |
3.880 |
| Low |
3.757 |
3.730 |
-0.027 |
-0.7% |
3.621 |
| Close |
3.765 |
3.830 |
0.065 |
1.7% |
3.873 |
| Range |
0.149 |
0.102 |
-0.047 |
-31.5% |
0.259 |
| ATR |
0.100 |
0.100 |
0.000 |
0.1% |
0.000 |
| Volume |
19,904 |
15,819 |
-4,085 |
-20.5% |
94,091 |
|
| Daily Pivots for day following 21-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.103 |
4.069 |
3.886 |
|
| R3 |
4.001 |
3.967 |
3.858 |
|
| R2 |
3.899 |
3.899 |
3.849 |
|
| R1 |
3.865 |
3.865 |
3.839 |
3.882 |
| PP |
3.797 |
3.797 |
3.797 |
3.806 |
| S1 |
3.763 |
3.763 |
3.821 |
3.780 |
| S2 |
3.695 |
3.695 |
3.811 |
|
| S3 |
3.593 |
3.661 |
3.802 |
|
| S4 |
3.491 |
3.559 |
3.774 |
|
|
| Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.568 |
4.480 |
4.015 |
|
| R3 |
4.309 |
4.221 |
3.944 |
|
| R2 |
4.050 |
4.050 |
3.920 |
|
| R1 |
3.962 |
3.962 |
3.897 |
4.006 |
| PP |
3.791 |
3.791 |
3.791 |
3.814 |
| S1 |
3.703 |
3.703 |
3.849 |
3.747 |
| S2 |
3.532 |
3.532 |
3.826 |
|
| S3 |
3.273 |
3.444 |
3.802 |
|
| S4 |
3.014 |
3.185 |
3.731 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.906 |
3.682 |
0.224 |
5.8% |
0.107 |
2.8% |
66% |
False |
False |
20,348 |
| 10 |
3.906 |
3.621 |
0.285 |
7.4% |
0.090 |
2.3% |
73% |
False |
False |
18,423 |
| 20 |
3.906 |
3.570 |
0.336 |
8.8% |
0.094 |
2.4% |
77% |
False |
False |
16,444 |
| 40 |
4.021 |
3.570 |
0.451 |
11.8% |
0.097 |
2.5% |
58% |
False |
False |
15,158 |
| 60 |
4.021 |
3.570 |
0.451 |
11.8% |
0.100 |
2.6% |
58% |
False |
False |
13,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.266 |
|
2.618 |
4.099 |
|
1.618 |
3.997 |
|
1.000 |
3.934 |
|
0.618 |
3.895 |
|
HIGH |
3.832 |
|
0.618 |
3.793 |
|
0.500 |
3.781 |
|
0.382 |
3.769 |
|
LOW |
3.730 |
|
0.618 |
3.667 |
|
1.000 |
3.628 |
|
1.618 |
3.565 |
|
2.618 |
3.463 |
|
4.250 |
3.297 |
|
|
| Fisher Pivots for day following 21-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.814 |
3.826 |
| PP |
3.797 |
3.822 |
| S1 |
3.781 |
3.818 |
|