NYMEX Natural Gas Future January 2024
| 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 |
3.812 |
3.805 |
-0.007 |
-0.2% |
3.854 |
| High |
3.824 |
3.878 |
0.054 |
1.4% |
3.902 |
| Low |
3.770 |
3.767 |
-0.003 |
-0.1% |
3.708 |
| Close |
3.820 |
3.783 |
-0.037 |
-1.0% |
3.849 |
| Range |
0.054 |
0.111 |
0.057 |
105.6% |
0.194 |
| ATR |
0.098 |
0.099 |
0.001 |
1.0% |
0.000 |
| Volume |
10,036 |
12,091 |
2,055 |
20.5% |
80,717 |
|
| Daily Pivots for day following 05-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.142 |
4.074 |
3.844 |
|
| R3 |
4.031 |
3.963 |
3.814 |
|
| R2 |
3.920 |
3.920 |
3.803 |
|
| R1 |
3.852 |
3.852 |
3.793 |
3.831 |
| PP |
3.809 |
3.809 |
3.809 |
3.799 |
| S1 |
3.741 |
3.741 |
3.773 |
3.720 |
| S2 |
3.698 |
3.698 |
3.763 |
|
| S3 |
3.587 |
3.630 |
3.752 |
|
| S4 |
3.476 |
3.519 |
3.722 |
|
|
| 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 |
3.878 |
3.708 |
0.170 |
4.5% |
0.098 |
2.6% |
44% |
True |
False |
13,092 |
| 10 |
3.902 |
3.708 |
0.194 |
5.1% |
0.094 |
2.5% |
39% |
False |
False |
15,050 |
| 20 |
3.906 |
3.621 |
0.285 |
7.5% |
0.091 |
2.4% |
57% |
False |
False |
16,640 |
| 40 |
4.021 |
3.570 |
0.451 |
11.9% |
0.097 |
2.6% |
47% |
False |
False |
15,928 |
| 60 |
4.021 |
3.570 |
0.451 |
11.9% |
0.099 |
2.6% |
47% |
False |
False |
14,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.350 |
|
2.618 |
4.169 |
|
1.618 |
4.058 |
|
1.000 |
3.989 |
|
0.618 |
3.947 |
|
HIGH |
3.878 |
|
0.618 |
3.836 |
|
0.500 |
3.823 |
|
0.382 |
3.809 |
|
LOW |
3.767 |
|
0.618 |
3.698 |
|
1.000 |
3.656 |
|
1.618 |
3.587 |
|
2.618 |
3.476 |
|
4.250 |
3.295 |
|
|
| Fisher Pivots for day following 05-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.823 |
3.808 |
| PP |
3.809 |
3.800 |
| S1 |
3.796 |
3.791 |
|