NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 27-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2023 |
27-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
3.866 |
3.845 |
-0.021 |
-0.5% |
3.739 |
| High |
3.895 |
3.855 |
-0.040 |
-1.0% |
3.816 |
| Low |
3.827 |
3.732 |
-0.095 |
-2.5% |
3.682 |
| Close |
3.848 |
3.765 |
-0.083 |
-2.2% |
3.804 |
| Range |
0.068 |
0.123 |
0.055 |
80.9% |
0.134 |
| ATR |
0.080 |
0.083 |
0.003 |
3.9% |
0.000 |
| Volume |
14,041 |
18,792 |
4,751 |
33.8% |
82,861 |
|
| Daily Pivots for day following 27-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.153 |
4.082 |
3.833 |
|
| R3 |
4.030 |
3.959 |
3.799 |
|
| R2 |
3.907 |
3.907 |
3.788 |
|
| R1 |
3.836 |
3.836 |
3.776 |
3.810 |
| PP |
3.784 |
3.784 |
3.784 |
3.771 |
| S1 |
3.713 |
3.713 |
3.754 |
3.687 |
| S2 |
3.661 |
3.661 |
3.742 |
|
| S3 |
3.538 |
3.590 |
3.731 |
|
| S4 |
3.415 |
3.467 |
3.697 |
|
|
| 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 |
3.895 |
3.732 |
0.163 |
4.3% |
0.072 |
1.9% |
20% |
False |
True |
15,672 |
| 10 |
3.895 |
3.682 |
0.213 |
5.7% |
0.071 |
1.9% |
39% |
False |
False |
16,410 |
| 20 |
3.895 |
3.682 |
0.213 |
5.7% |
0.078 |
2.1% |
39% |
False |
False |
15,381 |
| 40 |
3.906 |
3.570 |
0.336 |
8.9% |
0.085 |
2.2% |
58% |
False |
False |
16,386 |
| 60 |
4.021 |
3.570 |
0.451 |
12.0% |
0.090 |
2.4% |
43% |
False |
False |
15,808 |
| 80 |
4.021 |
3.570 |
0.451 |
12.0% |
0.093 |
2.5% |
43% |
False |
False |
14,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.378 |
|
2.618 |
4.177 |
|
1.618 |
4.054 |
|
1.000 |
3.978 |
|
0.618 |
3.931 |
|
HIGH |
3.855 |
|
0.618 |
3.808 |
|
0.500 |
3.794 |
|
0.382 |
3.779 |
|
LOW |
3.732 |
|
0.618 |
3.656 |
|
1.000 |
3.609 |
|
1.618 |
3.533 |
|
2.618 |
3.410 |
|
4.250 |
3.209 |
|
|
| Fisher Pivots for day following 27-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.794 |
3.814 |
| PP |
3.784 |
3.797 |
| S1 |
3.775 |
3.781 |
|