NYMEX Natural Gas Future December 2023
| Trading Metrics calculated at close of trading on 20-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2023 |
20-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
3.572 |
3.598 |
0.026 |
0.7% |
3.428 |
| High |
3.641 |
3.669 |
0.028 |
0.8% |
3.641 |
| Low |
3.535 |
3.491 |
-0.044 |
-1.2% |
3.355 |
| Close |
3.632 |
3.508 |
-0.124 |
-3.4% |
3.632 |
| Range |
0.106 |
0.178 |
0.072 |
67.9% |
0.286 |
| ATR |
0.100 |
0.105 |
0.006 |
5.6% |
0.000 |
| Volume |
13,362 |
10,857 |
-2,505 |
-18.7% |
48,385 |
|
| Daily Pivots for day following 20-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.090 |
3.977 |
3.606 |
|
| R3 |
3.912 |
3.799 |
3.557 |
|
| R2 |
3.734 |
3.734 |
3.541 |
|
| R1 |
3.621 |
3.621 |
3.524 |
3.589 |
| PP |
3.556 |
3.556 |
3.556 |
3.540 |
| S1 |
3.443 |
3.443 |
3.492 |
3.411 |
| S2 |
3.378 |
3.378 |
3.475 |
|
| S3 |
3.200 |
3.265 |
3.459 |
|
| S4 |
3.022 |
3.087 |
3.410 |
|
|
| Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.401 |
4.302 |
3.789 |
|
| R3 |
4.115 |
4.016 |
3.711 |
|
| R2 |
3.829 |
3.829 |
3.684 |
|
| R1 |
3.730 |
3.730 |
3.658 |
3.780 |
| PP |
3.543 |
3.543 |
3.543 |
3.567 |
| S1 |
3.444 |
3.444 |
3.606 |
3.494 |
| S2 |
3.257 |
3.257 |
3.580 |
|
| S3 |
2.971 |
3.158 |
3.553 |
|
| S4 |
2.685 |
2.872 |
3.475 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.669 |
3.410 |
0.259 |
7.4% |
0.113 |
3.2% |
38% |
True |
False |
10,446 |
| 10 |
3.669 |
3.355 |
0.314 |
9.0% |
0.095 |
2.7% |
49% |
True |
False |
9,037 |
| 20 |
3.673 |
3.306 |
0.367 |
10.5% |
0.099 |
2.8% |
55% |
False |
False |
7,821 |
| 40 |
3.768 |
3.306 |
0.462 |
13.2% |
0.100 |
2.8% |
44% |
False |
False |
7,003 |
| 60 |
3.805 |
3.306 |
0.499 |
14.2% |
0.102 |
2.9% |
40% |
False |
False |
6,542 |
| 80 |
4.267 |
3.306 |
0.961 |
27.4% |
0.111 |
3.2% |
21% |
False |
False |
6,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.426 |
|
2.618 |
4.135 |
|
1.618 |
3.957 |
|
1.000 |
3.847 |
|
0.618 |
3.779 |
|
HIGH |
3.669 |
|
0.618 |
3.601 |
|
0.500 |
3.580 |
|
0.382 |
3.559 |
|
LOW |
3.491 |
|
0.618 |
3.381 |
|
1.000 |
3.313 |
|
1.618 |
3.203 |
|
2.618 |
3.025 |
|
4.250 |
2.735 |
|
|
| Fisher Pivots for day following 20-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.580 |
3.551 |
| PP |
3.556 |
3.537 |
| S1 |
3.532 |
3.522 |
|