NYMEX Natural Gas Future October 2023

Trading Metrics calculated at close of trading on 06-Jul-2023

Day Change Summary
	Previous	Current
	05-Jul-2023	06-Jul-2023	Change	Change %	Previous Week
Open	2.773	2.721	-0.052	-1.9%	2.934
High	2.856	2.769	-0.087	-3.0%	2.970
Low	2.716	2.674	-0.042	-1.5%	2.696
Close	2.730	2.690	-0.040	-1.5%	2.847
Range	0.140	0.095	-0.045	-32.1%	0.274
ATR	0.133	0.130	-0.003	-2.0%	0.000
Volume	36,500	37,340	840	2.3%	229,151

Daily Pivots for day following 06-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	2.996	2.938	2.742
R3	2.901	2.843	2.716
R2	2.806	2.806	2.707
R1	2.748	2.748	2.699	2.730
PP	2.711	2.711	2.711	2.702
S1	2.653	2.653	2.681	2.635
S2	2.616	2.616	2.673
S3	2.521	2.558	2.664
S4	2.426	2.463	2.638

Weekly Pivots for week ending 30-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.660	3.527	2.998
R3	3.386	3.253	2.922
R2	3.112	3.112	2.897
R1	2.979	2.979	2.872	2.909
PP	2.838	2.838	2.838	2.802
S1	2.705	2.705	2.822	2.635
S2	2.564	2.564	2.797
S3	2.290	2.431	2.772
S4	2.016	2.157	2.696

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.876	2.674	0.202	7.5%	0.115	4.3%	8%	False	True	35,719
10	2.970	2.674	0.296	11.0%	0.129	4.8%	5%	False	True	41,211
20	2.970	2.423	0.547	20.3%	0.126	4.7%	49%	False	False	37,185
40	2.970	2.377	0.593	22.0%	0.124	4.6%	53%	False	False	35,080
60	2.970	2.377	0.593	22.0%	0.121	4.5%	53%	False	False	31,541
80	3.297	2.377	0.920	34.2%	0.126	4.7%	34%	False	False	29,122
100	3.570	2.377	1.193	44.3%	0.133	5.0%	26%	False	False	28,762
120	3.825	2.377	1.448	53.8%	0.138	5.1%	22%	False	False	27,765

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	0.044
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.173
2.618	3.018
1.618	2.923
1.000	2.864
0.618	2.828
HIGH	2.769
0.618	2.733
0.500	2.722
0.382	2.710
LOW	2.674
0.618	2.615
1.000	2.579
1.618	2.520
2.618	2.425
4.250	2.270

Fisher Pivots for day following 06-Jul-2023
Pivot	1 day	3 day
R1	2.722	2.765
PP	2.711	2.740
S1	2.701	2.715

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

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