NYMEX Natural Gas Future September 2023

Trading Metrics calculated at close of trading on 27-Jul-2022

Day Change Summary
	Previous	Current
	26-Jul-2022	27-Jul-2022	Change	Change %	Previous Week
Open	5.207	5.098	-0.109	-2.1%	4.853
High	5.335	5.151	-0.184	-3.4%	5.056
Low	5.073	4.982	-0.091	-1.8%	4.794
Close	5.103	5.003	-0.100	-2.0%	4.993
Range	0.262	0.169	-0.093	-35.5%	0.262
ATR	0.197	0.195	-0.002	-1.0%	0.000
Volume	1,872	3,267	1,395	74.5%	8,047

Daily Pivots for day following 27-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	5.552	5.447	5.096
R3	5.383	5.278	5.049
R2	5.214	5.214	5.034
R1	5.109	5.109	5.018	5.077
PP	5.045	5.045	5.045	5.030
S1	4.940	4.940	4.988	4.908
S2	4.876	4.876	4.972
S3	4.707	4.771	4.957
S4	4.538	4.602	4.910

Weekly Pivots for week ending 22-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	5.734	5.625	5.137
R3	5.472	5.363	5.065
R2	5.210	5.210	5.041
R1	5.101	5.101	5.017	5.156
PP	4.948	4.948	4.948	4.975
S1	4.839	4.839	4.969	4.894
S2	4.686	4.686	4.945
S3	4.424	4.577	4.921
S4	4.162	4.315	4.849

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.335	4.874	0.461	9.2%	0.188	3.7%	28%	False	False	2,371
10	5.335	4.646	0.689	13.8%	0.168	3.4%	52%	False	False	1,835
20	5.335	4.206	1.129	22.6%	0.182	3.6%	71%	False	False	1,855
40	6.005	4.206	1.799	36.0%	0.206	4.1%	44%	False	False	2,086
60	6.005	4.206	1.799	36.0%	0.191	3.8%	44%	False	False	1,930
80	6.005	3.929	2.076	41.5%	0.180	3.6%	52%	False	False	1,792
100	6.005	3.520	2.485	49.7%	0.157	3.1%	60%	False	False	1,608
120	6.005	3.327	2.678	53.5%	0.141	2.8%	63%	False	False	1,494

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	0.046
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5.869
2.618	5.593
1.618	5.424
1.000	5.320
0.618	5.255
HIGH	5.151
0.618	5.086
0.500	5.067
0.382	5.047
LOW	4.982
0.618	4.878
1.000	4.813
1.618	4.709
2.618	4.540
4.250	4.264

Fisher Pivots for day following 27-Jul-2022
Pivot	1 day	3 day
R1	5.067	5.147
PP	5.045	5.099
S1	5.024	5.051

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

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