NYMEX Natural Gas Future August 2023
| Trading Metrics calculated at close of trading on 22-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2023 |
22-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
2.563 |
2.675 |
0.112 |
4.4% |
2.380 |
| High |
2.684 |
2.714 |
0.030 |
1.1% |
2.733 |
| Low |
2.527 |
2.612 |
0.085 |
3.4% |
2.282 |
| Close |
2.677 |
2.704 |
0.027 |
1.0% |
2.721 |
| Range |
0.157 |
0.102 |
-0.055 |
-35.0% |
0.451 |
| ATR |
0.137 |
0.135 |
-0.003 |
-1.8% |
0.000 |
| Volume |
96,971 |
93,240 |
-3,731 |
-3.8% |
480,019 |
|
| Daily Pivots for day following 22-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.983 |
2.945 |
2.760 |
|
| R3 |
2.881 |
2.843 |
2.732 |
|
| R2 |
2.779 |
2.779 |
2.723 |
|
| R1 |
2.741 |
2.741 |
2.713 |
2.760 |
| PP |
2.677 |
2.677 |
2.677 |
2.686 |
| S1 |
2.639 |
2.639 |
2.695 |
2.658 |
| S2 |
2.575 |
2.575 |
2.685 |
|
| S3 |
2.473 |
2.537 |
2.676 |
|
| S4 |
2.371 |
2.435 |
2.648 |
|
|
| Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.932 |
3.777 |
2.969 |
|
| R3 |
3.481 |
3.326 |
2.845 |
|
| R2 |
3.030 |
3.030 |
2.804 |
|
| R1 |
2.875 |
2.875 |
2.762 |
2.953 |
| PP |
2.579 |
2.579 |
2.579 |
2.617 |
| S1 |
2.424 |
2.424 |
2.680 |
2.502 |
| S2 |
2.128 |
2.128 |
2.638 |
|
| S3 |
1.677 |
1.973 |
2.597 |
|
| S4 |
1.226 |
1.522 |
2.473 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.783 |
2.394 |
0.389 |
14.4% |
0.173 |
6.4% |
80% |
False |
False |
115,737 |
| 10 |
2.783 |
2.282 |
0.501 |
18.5% |
0.135 |
5.0% |
84% |
False |
False |
95,553 |
| 20 |
2.783 |
2.244 |
0.539 |
19.9% |
0.130 |
4.8% |
85% |
False |
False |
72,467 |
| 40 |
2.885 |
2.244 |
0.641 |
23.7% |
0.128 |
4.7% |
72% |
False |
False |
52,289 |
| 60 |
2.885 |
2.244 |
0.641 |
23.7% |
0.126 |
4.6% |
72% |
False |
False |
41,084 |
| 80 |
3.536 |
2.244 |
1.292 |
47.8% |
0.135 |
5.0% |
36% |
False |
False |
33,943 |
| 100 |
3.536 |
2.244 |
1.292 |
47.8% |
0.139 |
5.2% |
36% |
False |
False |
29,315 |
| 120 |
4.282 |
2.244 |
2.038 |
75.4% |
0.147 |
5.4% |
23% |
False |
False |
25,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.148 |
|
2.618 |
2.981 |
|
1.618 |
2.879 |
|
1.000 |
2.816 |
|
0.618 |
2.777 |
|
HIGH |
2.714 |
|
0.618 |
2.675 |
|
0.500 |
2.663 |
|
0.382 |
2.651 |
|
LOW |
2.612 |
|
0.618 |
2.549 |
|
1.000 |
2.510 |
|
1.618 |
2.447 |
|
2.618 |
2.345 |
|
4.250 |
2.179 |
|
|
| Fisher Pivots for day following 22-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.690 |
2.688 |
| PP |
2.677 |
2.671 |
| S1 |
2.663 |
2.655 |
|