NYMEX Natural Gas Future September 2023

Trading Metrics calculated at close of trading on 03-Jul-2023

Day Change Summary
	Previous	Current
	30-Jun-2023	03-Jul-2023	Change	Change %	Previous Week
Open	2.664	2.710	0.046	1.7%	2.855
High	2.801	2.728	-0.073	-2.6%	2.911
Low	2.629	2.661	0.032	1.2%	2.607
Close	2.774	2.702	-0.072	-2.6%	2.774
Range	0.172	0.067	-0.105	-61.0%	0.304
ATR	0.144	0.142	-0.002	-1.5%	0.000
Volume	67,446	42,565	-24,881	-36.9%	350,642

Daily Pivots for day following 03-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	2.898	2.867	2.739
R3	2.831	2.800	2.720
R2	2.764	2.764	2.714
R1	2.733	2.733	2.708	2.715
PP	2.697	2.697	2.697	2.688
S1	2.666	2.666	2.696	2.648
S2	2.630	2.630	2.690
S3	2.563	2.599	2.684
S4	2.496	2.532	2.665

Weekly Pivots for week ending 30-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.676	3.529	2.941
R3	3.372	3.225	2.858
R2	3.068	3.068	2.830
R1	2.921	2.921	2.802	2.843
PP	2.764	2.764	2.764	2.725
S1	2.617	2.617	2.746	2.539
S2	2.460	2.460	2.718
S3	2.156	2.313	2.690
S4	1.852	2.009	2.607

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.868	2.607	0.261	9.7%	0.144	5.3%	36%	False	False	64,457
10	2.911	2.513	0.398	14.7%	0.154	5.7%	47%	False	False	64,855
20	2.911	2.292	0.619	22.9%	0.136	5.0%	66%	False	False	70,608
40	2.911	2.249	0.662	24.5%	0.131	4.8%	68%	False	False	53,002
60	2.911	2.249	0.662	24.5%	0.127	4.7%	68%	False	False	42,707
80	3.227	2.249	0.978	36.2%	0.129	4.8%	46%	False	False	35,557
100	3.494	2.249	1.245	46.1%	0.137	5.1%	36%	False	False	31,735
120	3.763	2.249	1.514	56.0%	0.142	5.2%	30%	False	False	28,450

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.047
Narrowest range in 225 trading days

Fibonacci Retracements and Extensions
4.250	3.013
2.618	2.903
1.618	2.836
1.000	2.795
0.618	2.769
HIGH	2.728
0.618	2.702
0.500	2.695
0.382	2.687
LOW	2.661
0.618	2.620
1.000	2.594
1.618	2.553
2.618	2.486
4.250	2.376

Fisher Pivots for day following 03-Jul-2023
Pivot	1 day	3 day
R1	2.700	2.704
PP	2.697	2.703
S1	2.695	2.703

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

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