NYMEX Natural Gas Future October 2023

Trading Metrics calculated at close of trading on 20-Mar-2023

Day Change Summary
	Previous	Current
	17-Mar-2023	20-Mar-2023	Change	Change %	Previous Week
Open	3.106	2.955	-0.151	-4.9%	3.103
High	3.106	2.990	-0.116	-3.7%	3.297
Low	2.936	2.856	-0.080	-2.7%	2.936
Close	2.943	2.862	-0.081	-2.8%	2.943
Range	0.170	0.134	-0.036	-21.2%	0.361
ATR	0.173	0.170	-0.003	-1.6%	0.000
Volume	19,149	14,215	-4,934	-25.8%	103,855

Daily Pivots for day following 20-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.305	3.217	2.936
R3	3.171	3.083	2.899
R2	3.037	3.037	2.887
R1	2.949	2.949	2.874	2.926
PP	2.903	2.903	2.903	2.891
S1	2.815	2.815	2.850	2.792
S2	2.769	2.769	2.837
S3	2.635	2.681	2.825
S4	2.501	2.547	2.788

Weekly Pivots for week ending 17-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	4.142	3.903	3.142
R3	3.781	3.542	3.042
R2	3.420	3.420	3.009
R1	3.181	3.181	2.976	3.120
PP	3.059	3.059	3.059	3.028
S1	2.820	2.820	2.910	2.759
S2	2.698	2.698	2.877
S3	2.337	2.459	2.844
S4	1.976	2.098	2.744

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.297	2.856	0.441	15.4%	0.147	5.1%	1%	False	True	18,950
10	3.342	2.856	0.486	17.0%	0.157	5.5%	1%	False	True	20,412
20	3.570	2.759	0.811	28.3%	0.170	5.9%	13%	False	False	25,687
40	3.671	2.759	0.912	31.9%	0.163	5.7%	11%	False	False	25,064
60	4.870	2.759	2.111	73.8%	0.175	6.1%	5%	False	False	22,642

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.039
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.560
2.618	3.341
1.618	3.207
1.000	3.124
0.618	3.073
HIGH	2.990
0.618	2.939
0.500	2.923
0.382	2.907
LOW	2.856
0.618	2.773
1.000	2.722
1.618	2.639
2.618	2.505
4.250	2.287

Fisher Pivots for day following 20-Mar-2023
Pivot	1 day	3 day
R1	2.923	3.003
PP	2.903	2.956
S1	2.882	2.909

Download as Excel Spreadsheet

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

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