NYMEX Natural Gas Future July 2023
| Trading Metrics calculated at close of trading on 27-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2023 |
27-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
2.758 |
2.777 |
0.019 |
0.7% |
2.629 |
| High |
2.816 |
2.809 |
-0.007 |
-0.2% |
2.740 |
| Low |
2.720 |
2.724 |
0.004 |
0.1% |
2.448 |
| Close |
2.791 |
2.763 |
-0.028 |
-1.0% |
2.729 |
| Range |
0.096 |
0.085 |
-0.011 |
-11.5% |
0.292 |
| ATR |
0.140 |
0.136 |
-0.004 |
-2.8% |
0.000 |
| Volume |
31,600 |
71,154 |
39,554 |
125.2% |
517,219 |
|
| Daily Pivots for day following 27-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.020 |
2.977 |
2.810 |
|
| R3 |
2.935 |
2.892 |
2.786 |
|
| R2 |
2.850 |
2.850 |
2.779 |
|
| R1 |
2.807 |
2.807 |
2.771 |
2.786 |
| PP |
2.765 |
2.765 |
2.765 |
2.755 |
| S1 |
2.722 |
2.722 |
2.755 |
2.701 |
| S2 |
2.680 |
2.680 |
2.747 |
|
| S3 |
2.595 |
2.637 |
2.740 |
|
| S4 |
2.510 |
2.552 |
2.716 |
|
|
| Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.515 |
3.414 |
2.890 |
|
| R3 |
3.223 |
3.122 |
2.809 |
|
| R2 |
2.931 |
2.931 |
2.783 |
|
| R1 |
2.830 |
2.830 |
2.756 |
2.881 |
| PP |
2.639 |
2.639 |
2.639 |
2.664 |
| S1 |
2.538 |
2.538 |
2.702 |
2.589 |
| S2 |
2.347 |
2.347 |
2.675 |
|
| S3 |
2.055 |
2.246 |
2.649 |
|
| S4 |
1.763 |
1.954 |
2.568 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.816 |
2.448 |
0.368 |
13.3% |
0.132 |
4.8% |
86% |
False |
False |
84,351 |
| 10 |
2.816 |
2.275 |
0.541 |
19.6% |
0.145 |
5.2% |
90% |
False |
False |
139,571 |
| 20 |
2.816 |
2.136 |
0.680 |
24.6% |
0.135 |
4.9% |
92% |
False |
False |
156,894 |
| 40 |
2.816 |
2.136 |
0.680 |
24.6% |
0.132 |
4.8% |
92% |
False |
False |
131,897 |
| 60 |
2.816 |
2.136 |
0.680 |
24.6% |
0.131 |
4.7% |
92% |
False |
False |
110,834 |
| 80 |
3.496 |
2.136 |
1.360 |
49.2% |
0.138 |
5.0% |
46% |
False |
False |
90,583 |
| 100 |
3.496 |
2.136 |
1.360 |
49.2% |
0.141 |
5.1% |
46% |
False |
False |
77,047 |
| 120 |
3.981 |
2.136 |
1.845 |
66.8% |
0.149 |
5.4% |
34% |
False |
False |
66,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.170 |
|
2.618 |
3.032 |
|
1.618 |
2.947 |
|
1.000 |
2.894 |
|
0.618 |
2.862 |
|
HIGH |
2.809 |
|
0.618 |
2.777 |
|
0.500 |
2.767 |
|
0.382 |
2.756 |
|
LOW |
2.724 |
|
0.618 |
2.671 |
|
1.000 |
2.639 |
|
1.618 |
2.586 |
|
2.618 |
2.501 |
|
4.250 |
2.363 |
|
|
| Fisher Pivots for day following 27-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.767 |
2.731 |
| PP |
2.765 |
2.700 |
| S1 |
2.764 |
2.668 |
|