NYMEX Natural Gas Future September 2023

Trading Metrics calculated at close of trading on 27-Jul-2023

Day Change Summary
	Previous	Current
	26-Jul-2023	27-Jul-2023	Change	Change %	Previous Week
Open	2.734	2.684	-0.050	-1.8%	2.541
High	2.759	2.691	-0.068	-2.5%	2.759
Low	2.650	2.551	-0.099	-3.7%	2.477
Close	2.693	2.595	-0.098	-3.6%	2.707
Range	0.109	0.140	0.031	28.4%	0.282
ATR	0.119	0.121	0.002	1.3%	0.000
Volume	139,070	166,760	27,690	19.9%	524,498

Daily Pivots for day following 27-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.032	2.954	2.672
R3	2.892	2.814	2.634
R2	2.752	2.752	2.621
R1	2.674	2.674	2.608	2.643
PP	2.612	2.612	2.612	2.597
S1	2.534	2.534	2.582	2.503
S2	2.472	2.472	2.569
S3	2.332	2.394	2.557
S4	2.192	2.254	2.518

Weekly Pivots for week ending 21-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.494	3.382	2.862
R3	3.212	3.100	2.785
R2	2.930	2.930	2.759
R1	2.818	2.818	2.733	2.874
PP	2.648	2.648	2.648	2.676
S1	2.536	2.536	2.681	2.592
S2	2.366	2.366	2.655
S3	2.084	2.254	2.629
S4	1.802	1.972	2.552

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.771	2.551	0.220	8.5%	0.105	4.0%	20%	False	True	132,892
10	2.771	2.477	0.294	11.3%	0.107	4.1%	40%	False	False	120,144
20	2.801	2.477	0.324	12.5%	0.113	4.4%	36%	False	False	95,342
40	2.911	2.249	0.662	25.5%	0.124	4.8%	52%	False	False	81,849
60	2.911	2.249	0.662	25.5%	0.125	4.8%	52%	False	False	65,707
80	2.911	2.249	0.662	25.5%	0.123	4.7%	52%	False	False	54,372
100	3.366	2.249	1.117	43.0%	0.129	5.0%	31%	False	False	46,286
120	3.494	2.249	1.245	48.0%	0.133	5.1%	28%	False	False	41,304

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.027
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.286
2.618	3.058
1.618	2.918
1.000	2.831
0.618	2.778
HIGH	2.691
0.618	2.638
0.500	2.621
0.382	2.604
LOW	2.551
0.618	2.464
1.000	2.411
1.618	2.324
2.618	2.184
4.250	1.956

Fisher Pivots for day following 27-Jul-2023
Pivot	1 day	3 day
R1	2.621	2.661
PP	2.612	2.639
S1	2.604	2.617

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

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