NYMEX Natural Gas Future September 2023

Trading Metrics calculated at close of trading on 14-Aug-2023

Day Change Summary
	Previous	Current
	11-Aug-2023	14-Aug-2023	Change	Change %	Previous Week
Open	2.780	2.776	-0.004	-0.1%	2.579
High	2.833	2.827	-0.006	-0.2%	3.018
Low	2.701	2.749	0.048	1.8%	2.571
Close	2.770	2.795	0.025	0.9%	2.770
Range	0.132	0.078	-0.054	-40.9%	0.447
ATR	0.139	0.134	-0.004	-3.1%	0.000
Volume	163,958	93,502	-70,456	-43.0%	1,122,424

Daily Pivots for day following 14-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.024	2.988	2.838
R3	2.946	2.910	2.816
R2	2.868	2.868	2.809
R1	2.832	2.832	2.802	2.850
PP	2.790	2.790	2.790	2.800
S1	2.754	2.754	2.788	2.772
S2	2.712	2.712	2.781
S3	2.634	2.676	2.774
S4	2.556	2.598	2.752

Weekly Pivots for week ending 11-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	4.127	3.896	3.016
R3	3.680	3.449	2.893
R2	3.233	3.233	2.852
R1	3.002	3.002	2.811	3.118
PP	2.786	2.786	2.786	2.844
S1	2.555	2.555	2.729	2.671
S2	2.339	2.339	2.688
S3	1.892	2.108	2.647
S4	1.445	1.661	2.524

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.018	2.692	0.326	11.7%	0.163	5.8%	32%	False	False	197,404
10	3.018	2.457	0.561	20.1%	0.147	5.3%	60%	False	False	174,222
20	3.018	2.457	0.561	20.1%	0.127	4.6%	60%	False	False	148,573
40	3.018	2.457	0.561	20.1%	0.131	4.7%	60%	False	False	110,590
60	3.018	2.249	0.769	27.5%	0.130	4.6%	71%	False	False	92,641
80	3.018	2.249	0.769	27.5%	0.126	4.5%	71%	False	False	75,966
100	3.018	2.249	0.769	27.5%	0.125	4.5%	71%	False	False	64,311
120	3.494	2.249	1.245	44.5%	0.132	4.7%	44%	False	False	56,027

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	0.025
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	3.159
2.618	3.031
1.618	2.953
1.000	2.905
0.618	2.875
HIGH	2.827
0.618	2.797
0.500	2.788
0.382	2.779
LOW	2.749
0.618	2.701
1.000	2.671
1.618	2.623
2.618	2.545
4.250	2.418

Fisher Pivots for day following 14-Aug-2023
Pivot	1 day	3 day
R1	2.793	2.850
PP	2.790	2.831
S1	2.788	2.813

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

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