NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 28-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2023 |
28-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
3.845 |
3.760 |
-0.085 |
-2.2% |
3.798 |
| High |
3.855 |
3.828 |
-0.027 |
-0.7% |
3.895 |
| Low |
3.732 |
3.731 |
-0.001 |
0.0% |
3.731 |
| Close |
3.765 |
3.788 |
0.023 |
0.6% |
3.788 |
| Range |
0.123 |
0.097 |
-0.026 |
-21.1% |
0.164 |
| ATR |
0.083 |
0.084 |
0.001 |
1.2% |
0.000 |
| Volume |
18,792 |
14,772 |
-4,020 |
-21.4% |
79,907 |
|
| Daily Pivots for day following 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.073 |
4.028 |
3.841 |
|
| R3 |
3.976 |
3.931 |
3.815 |
|
| R2 |
3.879 |
3.879 |
3.806 |
|
| R1 |
3.834 |
3.834 |
3.797 |
3.857 |
| PP |
3.782 |
3.782 |
3.782 |
3.794 |
| S1 |
3.737 |
3.737 |
3.779 |
3.760 |
| S2 |
3.685 |
3.685 |
3.770 |
|
| S3 |
3.588 |
3.640 |
3.761 |
|
| S4 |
3.491 |
3.543 |
3.735 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.297 |
4.206 |
3.878 |
|
| R3 |
4.133 |
4.042 |
3.833 |
|
| R2 |
3.969 |
3.969 |
3.818 |
|
| R1 |
3.878 |
3.878 |
3.803 |
3.842 |
| PP |
3.805 |
3.805 |
3.805 |
3.786 |
| S1 |
3.714 |
3.714 |
3.773 |
3.678 |
| S2 |
3.641 |
3.641 |
3.758 |
|
| S3 |
3.477 |
3.550 |
3.743 |
|
| S4 |
3.313 |
3.386 |
3.698 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.895 |
3.731 |
0.164 |
4.3% |
0.083 |
2.2% |
35% |
False |
True |
15,981 |
| 10 |
3.895 |
3.682 |
0.213 |
5.6% |
0.076 |
2.0% |
50% |
False |
False |
16,276 |
| 20 |
3.895 |
3.682 |
0.213 |
5.6% |
0.078 |
2.1% |
50% |
False |
False |
15,463 |
| 40 |
3.906 |
3.570 |
0.336 |
8.9% |
0.084 |
2.2% |
65% |
False |
False |
16,324 |
| 60 |
4.021 |
3.570 |
0.451 |
11.9% |
0.090 |
2.4% |
48% |
False |
False |
15,826 |
| 80 |
4.021 |
3.570 |
0.451 |
11.9% |
0.094 |
2.5% |
48% |
False |
False |
14,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.240 |
|
2.618 |
4.082 |
|
1.618 |
3.985 |
|
1.000 |
3.925 |
|
0.618 |
3.888 |
|
HIGH |
3.828 |
|
0.618 |
3.791 |
|
0.500 |
3.780 |
|
0.382 |
3.768 |
|
LOW |
3.731 |
|
0.618 |
3.671 |
|
1.000 |
3.634 |
|
1.618 |
3.574 |
|
2.618 |
3.477 |
|
4.250 |
3.319 |
|
|
| Fisher Pivots for day following 28-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.785 |
3.813 |
| PP |
3.782 |
3.805 |
| S1 |
3.780 |
3.796 |
|