NYMEX Natural Gas Future September 2023

Trading Metrics calculated at close of trading on 31-Jul-2023

Day Change Summary
	Previous	Current
	28-Jul-2023	31-Jul-2023	Change	Change %	Previous Week
Open	2.602	2.659	0.057	2.2%	2.713
High	2.685	2.693	0.008	0.3%	2.771
Low	2.564	2.605	0.041	1.6%	2.551
Close	2.638	2.634	-0.004	-0.2%	2.638
Range	0.121	0.088	-0.033	-27.3%	0.220
ATR	0.121	0.119	-0.002	-2.0%	0.000
Volume	136,505	97,877	-38,628	-28.3%	697,773

Daily Pivots for day following 31-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	2.908	2.859	2.682
R3	2.820	2.771	2.658
R2	2.732	2.732	2.650
R1	2.683	2.683	2.642	2.664
PP	2.644	2.644	2.644	2.634
S1	2.595	2.595	2.626	2.576
S2	2.556	2.556	2.618
S3	2.468	2.507	2.610
S4	2.380	2.419	2.586

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	8.4%	0.111	4.2%	38%	False	False	137,266
10	2.771	2.522	0.249	9.5%	0.108	4.1%	45%	False	False	122,924
20	2.780	2.477	0.303	11.5%	0.109	4.1%	52%	False	False	100,479
40	2.911	2.263	0.648	24.6%	0.123	4.7%	57%	False	False	85,347
60	2.911	2.249	0.662	25.1%	0.124	4.7%	58%	False	False	68,529
80	2.911	2.249	0.662	25.1%	0.123	4.7%	58%	False	False	56,833
100	3.258	2.249	1.009	38.3%	0.126	4.8%	38%	False	False	48,276
120	3.494	2.249	1.245	47.3%	0.133	5.1%	31%	False	False	43,004

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.027
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	3.067
2.618	2.923
1.618	2.835
1.000	2.781
0.618	2.747
HIGH	2.693
0.618	2.659
0.500	2.649
0.382	2.639
LOW	2.605
0.618	2.551
1.000	2.517
1.618	2.463
2.618	2.375
4.250	2.231

Fisher Pivots for day following 31-Jul-2023
Pivot	1 day	3 day
R1	2.649	2.630
PP	2.644	2.626
S1	2.639	2.622

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

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