NYMEX Natural Gas Future October 2023

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

Day Change Summary
	Previous	Current
	24-Mar-2023	27-Mar-2023	Change	Change %	Previous Week
Open	2.884	2.980	0.096	3.3%	2.955
High	2.971	2.980	0.009	0.3%	3.046
Low	2.864	2.804	-0.060	-2.1%	2.800
Close	2.958	2.833	-0.125	-4.2%	2.958
Range	0.107	0.176	0.069	64.5%	0.246
ATR	0.165	0.166	0.001	0.5%	0.000
Volume	13,222	16,776	3,554	26.9%	97,047

Daily Pivots for day following 27-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.400	3.293	2.930
R3	3.224	3.117	2.881
R2	3.048	3.048	2.865
R1	2.941	2.941	2.849	2.907
PP	2.872	2.872	2.872	2.855
S1	2.765	2.765	2.817	2.731
S2	2.696	2.696	2.801
S3	2.520	2.589	2.785
S4	2.344	2.413	2.736

Weekly Pivots for week ending 24-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.673	3.561	3.093
R3	3.427	3.315	3.026
R2	3.181	3.181	3.003
R1	3.069	3.069	2.981	3.125
PP	2.935	2.935	2.935	2.963
S1	2.823	2.823	2.935	2.879
S2	2.689	2.689	2.913
S3	2.443	2.577	2.890
S4	2.197	2.331	2.823

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.046	2.800	0.246	8.7%	0.154	5.4%	13%	False	False	19,921
10	3.297	2.800	0.497	17.5%	0.151	5.3%	7%	False	False	19,436
20	3.570	2.800	0.770	27.2%	0.163	5.7%	4%	False	False	22,610
40	3.570	2.759	0.811	28.6%	0.160	5.6%	9%	False	False	24,842
60	4.291	2.759	1.532	54.1%	0.168	5.9%	5%	False	False	23,418

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.028
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.728
2.618	3.441
1.618	3.265
1.000	3.156
0.618	3.089
HIGH	2.980
0.618	2.913
0.500	2.892
0.382	2.871
LOW	2.804
0.618	2.695
1.000	2.628
1.618	2.519
2.618	2.343
4.250	2.056

Fisher Pivots for day following 27-Mar-2023
Pivot	1 day	3 day
R1	2.892	2.892
PP	2.872	2.872
S1	2.853	2.853

Download as Excel Spreadsheet

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

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