NYMEX Natural Gas Future September 2023

Trading Metrics calculated at close of trading on 28-Jul-2023

Day Change Summary
	Previous	Current
	27-Jul-2023	28-Jul-2023	Change	Change %	Previous Week
Open	2.684	2.602	-0.082	-3.1%	2.713
High	2.691	2.685	-0.006	-0.2%	2.771
Low	2.551	2.564	0.013	0.5%	2.551
Close	2.595	2.638	0.043	1.7%	2.638
Range	0.140	0.121	-0.019	-13.6%	0.220
ATR	0.121	0.121	0.000	0.0%	0.000
Volume	166,760	136,505	-30,255	-18.1%	697,773

Daily Pivots for day following 28-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	2.992	2.936	2.705
R3	2.871	2.815	2.671
R2	2.750	2.750	2.660
R1	2.694	2.694	2.649	2.722
PP	2.629	2.629	2.629	2.643
S1	2.573	2.573	2.627	2.601
S2	2.508	2.508	2.616
S3	2.387	2.452	2.605
S4	2.266	2.331	2.571

Weekly Pivots for week ending 28-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.313	3.196	2.759
R3	3.093	2.976	2.699
R2	2.873	2.873	2.678
R1	2.756	2.756	2.658	2.705
PP	2.653	2.653	2.653	2.628
S1	2.536	2.536	2.618	2.485
S2	2.433	2.433	2.598
S3	2.213	2.316	2.578
S4	1.993	2.096	2.517

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	8.3%	0.114	4.3%	40%	False	False	139,554
10	2.771	2.477	0.294	11.1%	0.108	4.1%	55%	False	False	122,227
20	2.801	2.477	0.324	12.3%	0.113	4.3%	50%	False	False	98,957
40	2.911	2.249	0.662	25.1%	0.124	4.7%	59%	False	False	84,331
60	2.911	2.249	0.662	25.1%	0.125	4.7%	59%	False	False	67,381
80	2.911	2.249	0.662	25.1%	0.123	4.7%	59%	False	False	55,853
100	3.263	2.249	1.014	38.4%	0.127	4.8%	38%	False	False	47,480
120	3.494	2.249	1.245	47.2%	0.133	5.0%	31%	False	False	42,292

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

Fibonacci Retracements and Extensions
4.250	3.199
2.618	3.002
1.618	2.881
1.000	2.806
0.618	2.760
HIGH	2.685
0.618	2.639
0.500	2.625
0.382	2.610
LOW	2.564
0.618	2.489
1.000	2.443
1.618	2.368
2.618	2.247
4.250	2.050

Fisher Pivots for day following 28-Jul-2023
Pivot	1 day	3 day
R1	2.634	2.655
PP	2.629	2.649
S1	2.625	2.644

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

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