NYMEX Natural Gas Future October 2023

Trading Metrics calculated at close of trading on 29-Jun-2023

Day Change Summary
	Previous	Current
	28-Jun-2023	29-Jun-2023	Change	Change %	Previous Week
Open	2.843	2.727	-0.116	-4.1%	2.790
High	2.913	2.813	-0.100	-3.4%	2.912
Low	2.719	2.696	-0.023	-0.8%	2.625
Close	2.732	2.772	0.040	1.5%	2.907
Range	0.194	0.117	-0.077	-39.7%	0.287
ATR	0.133	0.132	-0.001	-0.9%	0.000
Volume	44,635	38,355	-6,280	-14.1%	149,247

Daily Pivots for day following 29-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.111	3.059	2.836
R3	2.994	2.942	2.804
R2	2.877	2.877	2.793
R1	2.825	2.825	2.783	2.851
PP	2.760	2.760	2.760	2.774
S1	2.708	2.708	2.761	2.734
S2	2.643	2.643	2.751
S3	2.526	2.591	2.740
S4	2.409	2.474	2.708

Weekly Pivots for week ending 23-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.676	3.578	3.065
R3	3.389	3.291	2.986
R2	3.102	3.102	2.960
R1	3.004	3.004	2.933	3.053
PP	2.815	2.815	2.815	2.839
S1	2.717	2.717	2.881	2.766
S2	2.528	2.528	2.854
S3	2.241	2.430	2.828
S4	1.954	2.143	2.749

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.970	2.696	0.274	9.9%	0.147	5.3%	28%	False	True	47,585
10	2.970	2.529	0.441	15.9%	0.153	5.5%	55%	False	False	43,957
20	2.970	2.377	0.593	21.4%	0.126	4.5%	67%	False	False	37,655
40	2.970	2.377	0.593	21.4%	0.123	4.4%	67%	False	False	33,907
60	2.970	2.377	0.593	21.4%	0.121	4.4%	67%	False	False	30,688
80	3.342	2.377	0.965	34.8%	0.128	4.6%	41%	False	False	28,444
100	3.570	2.377	1.193	43.0%	0.135	4.9%	33%	False	False	28,265
120	3.925	2.377	1.548	55.8%	0.141	5.1%	26%	False	False	27,399

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	0.047
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.310
2.618	3.119
1.618	3.002
1.000	2.930
0.618	2.885
HIGH	2.813
0.618	2.768
0.500	2.755
0.382	2.741
LOW	2.696
0.618	2.624
1.000	2.579
1.618	2.507
2.618	2.390
4.250	2.199

Fisher Pivots for day following 29-Jun-2023
Pivot	1 day	3 day
R1	2.766	2.815
PP	2.760	2.800
S1	2.755	2.786

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

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