NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 21-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2023 |
21-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
3.708 |
3.780 |
0.072 |
1.9% |
3.739 |
| High |
3.791 |
3.816 |
0.025 |
0.7% |
3.816 |
| Low |
3.703 |
3.773 |
0.070 |
1.9% |
3.682 |
| Close |
3.782 |
3.804 |
0.022 |
0.6% |
3.804 |
| Range |
0.088 |
0.043 |
-0.045 |
-51.1% |
0.134 |
| ATR |
0.086 |
0.083 |
-0.003 |
-3.6% |
0.000 |
| Volume |
20,142 |
13,225 |
-6,917 |
-34.3% |
82,861 |
|
| Daily Pivots for day following 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.927 |
3.908 |
3.828 |
|
| R3 |
3.884 |
3.865 |
3.816 |
|
| R2 |
3.841 |
3.841 |
3.812 |
|
| R1 |
3.822 |
3.822 |
3.808 |
3.832 |
| PP |
3.798 |
3.798 |
3.798 |
3.802 |
| S1 |
3.779 |
3.779 |
3.800 |
3.789 |
| S2 |
3.755 |
3.755 |
3.796 |
|
| S3 |
3.712 |
3.736 |
3.792 |
|
| S4 |
3.669 |
3.693 |
3.780 |
|
|
| Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.169 |
4.121 |
3.878 |
|
| R3 |
4.035 |
3.987 |
3.841 |
|
| R2 |
3.901 |
3.901 |
3.829 |
|
| R1 |
3.853 |
3.853 |
3.816 |
3.877 |
| PP |
3.767 |
3.767 |
3.767 |
3.780 |
| S1 |
3.719 |
3.719 |
3.792 |
3.743 |
| S2 |
3.633 |
3.633 |
3.779 |
|
| S3 |
3.499 |
3.585 |
3.767 |
|
| S4 |
3.365 |
3.451 |
3.730 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.816 |
3.682 |
0.134 |
3.5% |
0.069 |
1.8% |
91% |
True |
False |
16,572 |
| 10 |
3.860 |
3.682 |
0.178 |
4.7% |
0.068 |
1.8% |
69% |
False |
False |
16,885 |
| 20 |
3.902 |
3.682 |
0.220 |
5.8% |
0.081 |
2.1% |
55% |
False |
False |
15,642 |
| 40 |
3.906 |
3.570 |
0.336 |
8.8% |
0.087 |
2.3% |
70% |
False |
False |
16,134 |
| 60 |
4.021 |
3.570 |
0.451 |
11.9% |
0.091 |
2.4% |
52% |
False |
False |
15,440 |
| 80 |
4.021 |
3.570 |
0.451 |
11.9% |
0.095 |
2.5% |
52% |
False |
False |
14,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.999 |
|
2.618 |
3.929 |
|
1.618 |
3.886 |
|
1.000 |
3.859 |
|
0.618 |
3.843 |
|
HIGH |
3.816 |
|
0.618 |
3.800 |
|
0.500 |
3.795 |
|
0.382 |
3.789 |
|
LOW |
3.773 |
|
0.618 |
3.746 |
|
1.000 |
3.730 |
|
1.618 |
3.703 |
|
2.618 |
3.660 |
|
4.250 |
3.590 |
|
|
| Fisher Pivots for day following 21-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.801 |
3.789 |
| PP |
3.798 |
3.774 |
| S1 |
3.795 |
3.760 |
|