NYMEX Natural Gas Future August 2023
| Trading Metrics calculated at close of trading on 06-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2023 |
06-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
2.699 |
2.652 |
-0.047 |
-1.7% |
2.878 |
| High |
2.793 |
2.687 |
-0.106 |
-3.8% |
2.936 |
| Low |
2.648 |
2.586 |
-0.062 |
-2.3% |
2.616 |
| Close |
2.657 |
2.609 |
-0.048 |
-1.8% |
2.798 |
| Range |
0.145 |
0.101 |
-0.044 |
-30.3% |
0.320 |
| ATR |
0.147 |
0.144 |
-0.003 |
-2.2% |
0.000 |
| Volume |
124,912 |
109,301 |
-15,611 |
-12.5% |
725,398 |
|
| Daily Pivots for day following 06-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.930 |
2.871 |
2.665 |
|
| R3 |
2.829 |
2.770 |
2.637 |
|
| R2 |
2.728 |
2.728 |
2.628 |
|
| R1 |
2.669 |
2.669 |
2.618 |
2.648 |
| PP |
2.627 |
2.627 |
2.627 |
2.617 |
| S1 |
2.568 |
2.568 |
2.600 |
2.547 |
| S2 |
2.526 |
2.526 |
2.590 |
|
| S3 |
2.425 |
2.467 |
2.581 |
|
| S4 |
2.324 |
2.366 |
2.553 |
|
|
| Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.743 |
3.591 |
2.974 |
|
| R3 |
3.423 |
3.271 |
2.886 |
|
| R2 |
3.103 |
3.103 |
2.857 |
|
| R1 |
2.951 |
2.951 |
2.827 |
2.867 |
| PP |
2.783 |
2.783 |
2.783 |
2.742 |
| S1 |
2.631 |
2.631 |
2.769 |
2.547 |
| S2 |
2.463 |
2.463 |
2.739 |
|
| S3 |
2.143 |
2.311 |
2.710 |
|
| S4 |
1.823 |
1.991 |
2.622 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.828 |
2.586 |
0.242 |
9.3% |
0.129 |
5.0% |
10% |
False |
True |
115,941 |
| 10 |
2.936 |
2.586 |
0.350 |
13.4% |
0.146 |
5.6% |
7% |
False |
True |
127,474 |
| 20 |
2.936 |
2.282 |
0.654 |
25.1% |
0.140 |
5.4% |
50% |
False |
False |
110,029 |
| 40 |
2.936 |
2.244 |
0.692 |
26.5% |
0.136 |
5.2% |
53% |
False |
False |
75,964 |
| 60 |
2.936 |
2.244 |
0.692 |
26.5% |
0.130 |
5.0% |
53% |
False |
False |
58,503 |
| 80 |
3.258 |
2.244 |
1.014 |
38.9% |
0.133 |
5.1% |
36% |
False |
False |
47,070 |
| 100 |
3.536 |
2.244 |
1.292 |
49.5% |
0.139 |
5.3% |
28% |
False |
False |
40,145 |
| 120 |
3.824 |
2.244 |
1.580 |
60.6% |
0.142 |
5.5% |
23% |
False |
False |
35,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.116 |
|
2.618 |
2.951 |
|
1.618 |
2.850 |
|
1.000 |
2.788 |
|
0.618 |
2.749 |
|
HIGH |
2.687 |
|
0.618 |
2.648 |
|
0.500 |
2.637 |
|
0.382 |
2.625 |
|
LOW |
2.586 |
|
0.618 |
2.524 |
|
1.000 |
2.485 |
|
1.618 |
2.423 |
|
2.618 |
2.322 |
|
4.250 |
2.157 |
|
|
| Fisher Pivots for day following 06-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.637 |
2.690 |
| PP |
2.627 |
2.663 |
| S1 |
2.618 |
2.636 |
|