NYMEX Natural Gas Future September 2022

Trading Metrics calculated at close of trading on 05-Jul-2022

Day Change Summary
	Previous	Current
	01-Jul-2022	05-Jul-2022	Change	Change %	Previous Week
Open	5.599	5.679	0.080	1.4%	6.169
High	5.909	5.883	-0.026	-0.4%	6.812
Low	5.557	5.324	-0.233	-4.2%	5.327
Close	5.712	5.487	-0.225	-3.9%	5.712
Range	0.352	0.559	0.207	58.8%	1.485
ATR	0.630	0.625	-0.005	-0.8%	0.000
Volume	49,271	44,017	-5,254	-10.7%	223,332

Daily Pivots for day following 05-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	7.242	6.923	5.794
R3	6.683	6.364	5.641
R2	6.124	6.124	5.589
R1	5.805	5.805	5.538	5.685
PP	5.565	5.565	5.565	5.505
S1	5.246	5.246	5.436	5.126
S2	5.006	5.006	5.385
S3	4.447	4.687	5.333
S4	3.888	4.128	5.180

Weekly Pivots for week ending 01-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	10.405	9.544	6.529
R3	8.920	8.059	6.120
R2	7.435	7.435	5.984
R1	6.574	6.574	5.848	6.262
PP	5.950	5.950	5.950	5.795
S1	5.089	5.089	5.576	4.777
S2	4.465	4.465	5.440
S3	2.980	3.604	5.304
S4	1.495	2.119	4.895

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.812	5.324	1.488	27.1%	0.577	10.5%	11%	False	True	45,505
10	6.913	5.324	1.589	29.0%	0.513	9.4%	10%	False	True	42,571
20	9.598	5.324	4.274	77.9%	0.655	11.9%	4%	False	True	48,780
40	9.598	5.324	4.274	77.9%	0.635	11.6%	4%	False	True	34,143
60	9.598	5.324	4.274	77.9%	0.599	10.9%	4%	False	True	29,102
80	9.598	4.618	4.980	90.8%	0.512	9.3%	17%	False	False	24,743
100	9.598	4.003	5.595	102.0%	0.461	8.4%	27%	False	False	22,663
120	9.598	3.783	5.815	106.0%	0.423	7.7%	29%	False	False	20,563

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.122
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	8.259
2.618	7.346
1.618	6.787
1.000	6.442
0.618	6.228
HIGH	5.883
0.618	5.669
0.500	5.604
0.382	5.538
LOW	5.324
0.618	4.979
1.000	4.765
1.618	4.420
2.618	3.861
4.250	2.948

Fisher Pivots for day following 05-Jul-2022
Pivot	1 day	3 day
R1	5.604	5.950
PP	5.565	5.795
S1	5.526	5.641

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols