NYMEX Natural Gas Future September 2023

Trading Metrics calculated at close of trading on 28-Nov-2022

Day Change Summary
	Previous	Current
	25-Nov-2022	28-Nov-2022	Change	Change %	Previous Week
Open	5.242	5.275	0.033	0.6%	4.888
High	5.322	5.279	-0.043	-0.8%	5.379
Low	5.193	5.138	-0.055	-1.1%	4.852
Close	5.261	5.248	-0.013	-0.2%	5.261
Range	0.129	0.141	0.012	9.3%	0.527
ATR	0.190	0.187	-0.004	-1.9%	0.000
Volume	3,301	3,562	261	7.9%	19,629

Daily Pivots for day following 28-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	5.645	5.587	5.326
R3	5.504	5.446	5.287
R2	5.363	5.363	5.274
R1	5.305	5.305	5.261	5.264
PP	5.222	5.222	5.222	5.201
S1	5.164	5.164	5.235	5.123
S2	5.081	5.081	5.222
S3	4.940	5.023	5.209
S4	4.799	4.882	5.170

Weekly Pivots for week ending 25-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	6.745	6.530	5.551
R3	6.218	6.003	5.406
R2	5.691	5.691	5.358
R1	5.476	5.476	5.309	5.584
PP	5.164	5.164	5.164	5.218
S1	4.949	4.949	5.213	5.057
S2	4.637	4.637	5.164
S3	4.110	4.422	5.116
S4	3.583	3.895	4.971

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.379	4.852	0.527	10.0%	0.190	3.6%	75%	False	False	4,638
10	5.379	4.723	0.656	12.5%	0.166	3.2%	80%	False	False	4,998
20	5.379	4.612	0.767	14.6%	0.188	3.6%	83%	False	False	5,255
40	5.379	4.517	0.862	16.4%	0.167	3.2%	85%	False	False	4,440
60	5.925	4.517	1.408	26.8%	0.180	3.4%	52%	False	False	4,059
80	5.925	4.517	1.408	26.8%	0.176	3.3%	52%	False	False	3,506
100	5.925	4.448	1.477	28.1%	0.174	3.3%	54%	False	False	3,193
120	6.005	4.206	1.799	34.3%	0.186	3.5%	58%	False	False	3,018

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.041
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.878
2.618	5.648
1.618	5.507
1.000	5.420
0.618	5.366
HIGH	5.279
0.618	5.225
0.500	5.209
0.382	5.192
LOW	5.138
0.618	5.051
1.000	4.997
1.618	4.910
2.618	4.769
4.250	4.539

Fisher Pivots for day following 28-Nov-2022
Pivot	1 day	3 day
R1	5.235	5.255
PP	5.222	5.253
S1	5.209	5.250

Download as Excel Spreadsheet

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

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