NYMEX Natural Gas Future October 2023

Trading Metrics calculated at close of trading on 11-Jul-2023

Day Change Summary
	Previous	Current
	10-Jul-2023	11-Jul-2023	Change	Change %	Previous Week
Open	2.679	2.723	0.044	1.6%	2.792
High	2.756	2.800	0.044	1.6%	2.856
Low	2.679	2.696	0.017	0.6%	2.618
Close	2.729	2.778	0.049	1.8%	2.660
Range	0.077	0.104	0.027	35.1%	0.238
ATR	0.128	0.126	-0.002	-1.3%	0.000
Volume	37,020	37,473	453	1.2%	136,800

Daily Pivots for day following 11-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.070	3.028	2.835
R3	2.966	2.924	2.807
R2	2.862	2.862	2.797
R1	2.820	2.820	2.788	2.841
PP	2.758	2.758	2.758	2.769
S1	2.716	2.716	2.768	2.737
S2	2.654	2.654	2.759
S3	2.550	2.612	2.749
S4	2.446	2.508	2.721

Weekly Pivots for week ending 07-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.425	3.281	2.791
R3	3.187	3.043	2.725
R2	2.949	2.949	2.704
R1	2.805	2.805	2.682	2.758
PP	2.711	2.711	2.711	2.688
S1	2.567	2.567	2.638	2.520
S2	2.473	2.473	2.616
S3	2.235	2.329	2.595
S4	1.997	2.091	2.529

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.856	2.618	0.238	8.6%	0.110	4.0%	67%	False	False	36,600
10	2.933	2.618	0.315	11.3%	0.122	4.4%	51%	False	False	39,022
20	2.970	2.423	0.547	19.7%	0.129	4.6%	65%	False	False	38,218
40	2.970	2.377	0.593	21.3%	0.126	4.5%	68%	False	False	35,806
60	2.970	2.377	0.593	21.3%	0.121	4.3%	68%	False	False	32,132
80	3.149	2.377	0.772	27.8%	0.123	4.4%	52%	False	False	29,683
100	3.570	2.377	1.193	42.9%	0.132	4.8%	34%	False	False	29,113
120	3.671	2.377	1.294	46.6%	0.136	4.9%	31%	False	False	28,156

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.034
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.242
2.618	3.072
1.618	2.968
1.000	2.904
0.618	2.864
HIGH	2.800
0.618	2.760
0.500	2.748
0.382	2.736
LOW	2.696
0.618	2.632
1.000	2.592
1.618	2.528
2.618	2.424
4.250	2.254

Fisher Pivots for day following 11-Jul-2023
Pivot	1 day	3 day
R1	2.768	2.755
PP	2.758	2.732
S1	2.748	2.709

Download as Excel Spreadsheet

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

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