NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 03-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2023 |
03-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
3.764 |
3.812 |
0.048 |
1.3% |
3.854 |
| High |
3.863 |
3.824 |
-0.039 |
-1.0% |
3.902 |
| Low |
3.738 |
3.770 |
0.032 |
0.9% |
3.708 |
| Close |
3.849 |
3.820 |
-0.029 |
-0.8% |
3.849 |
| Range |
0.125 |
0.054 |
-0.071 |
-56.8% |
0.194 |
| ATR |
0.099 |
0.098 |
-0.001 |
-1.5% |
0.000 |
| Volume |
14,146 |
10,036 |
-4,110 |
-29.1% |
80,717 |
|
| Daily Pivots for day following 03-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.967 |
3.947 |
3.850 |
|
| R3 |
3.913 |
3.893 |
3.835 |
|
| R2 |
3.859 |
3.859 |
3.830 |
|
| R1 |
3.839 |
3.839 |
3.825 |
3.849 |
| PP |
3.805 |
3.805 |
3.805 |
3.810 |
| S1 |
3.785 |
3.785 |
3.815 |
3.795 |
| S2 |
3.751 |
3.751 |
3.810 |
|
| S3 |
3.697 |
3.731 |
3.805 |
|
| S4 |
3.643 |
3.677 |
3.790 |
|
|
| Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.402 |
4.319 |
3.956 |
|
| R3 |
4.208 |
4.125 |
3.902 |
|
| R2 |
4.014 |
4.014 |
3.885 |
|
| R1 |
3.931 |
3.931 |
3.867 |
3.876 |
| PP |
3.820 |
3.820 |
3.820 |
3.792 |
| S1 |
3.737 |
3.737 |
3.831 |
3.682 |
| S2 |
3.626 |
3.626 |
3.813 |
|
| S3 |
3.432 |
3.543 |
3.796 |
|
| S4 |
3.238 |
3.349 |
3.742 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.863 |
3.708 |
0.155 |
4.1% |
0.096 |
2.5% |
72% |
False |
False |
14,314 |
| 10 |
3.906 |
3.708 |
0.198 |
5.2% |
0.098 |
2.6% |
57% |
False |
False |
15,831 |
| 20 |
3.906 |
3.621 |
0.285 |
7.5% |
0.090 |
2.4% |
70% |
False |
False |
16,795 |
| 40 |
4.021 |
3.570 |
0.451 |
11.8% |
0.096 |
2.5% |
55% |
False |
False |
15,886 |
| 60 |
4.021 |
3.570 |
0.451 |
11.8% |
0.099 |
2.6% |
55% |
False |
False |
14,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.054 |
|
2.618 |
3.965 |
|
1.618 |
3.911 |
|
1.000 |
3.878 |
|
0.618 |
3.857 |
|
HIGH |
3.824 |
|
0.618 |
3.803 |
|
0.500 |
3.797 |
|
0.382 |
3.791 |
|
LOW |
3.770 |
|
0.618 |
3.737 |
|
1.000 |
3.716 |
|
1.618 |
3.683 |
|
2.618 |
3.629 |
|
4.250 |
3.541 |
|
|
| Fisher Pivots for day following 03-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.812 |
3.809 |
| PP |
3.805 |
3.797 |
| S1 |
3.797 |
3.786 |
|