NYMEX Natural Gas Future October 2023

Trading Metrics calculated at close of trading on 12-Jul-2023

Day Change Summary
	Previous	Current
	11-Jul-2023	12-Jul-2023	Change	Change %	Previous Week
Open	2.723	2.784	0.061	2.2%	2.792
High	2.800	2.791	-0.009	-0.3%	2.856
Low	2.696	2.667	-0.029	-1.1%	2.618
Close	2.778	2.683	-0.095	-3.4%	2.660
Range	0.104	0.124	0.020	19.2%	0.238
ATR	0.126	0.126	0.000	-0.1%	0.000
Volume	37,473	48,935	11,462	30.6%	136,800

Daily Pivots for day following 12-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.086	3.008	2.751
R3	2.962	2.884	2.717
R2	2.838	2.838	2.706
R1	2.760	2.760	2.694	2.737
PP	2.714	2.714	2.714	2.702
S1	2.636	2.636	2.672	2.613
S2	2.590	2.590	2.660
S3	2.466	2.512	2.649
S4	2.342	2.388	2.615

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	2.800	2.618	0.182	6.8%	0.107	4.0%	36%	False	False	39,087
10	2.913	2.618	0.295	11.0%	0.121	4.5%	22%	False	False	38,133
20	2.970	2.491	0.479	17.9%	0.130	4.8%	40%	False	False	39,455
40	2.970	2.377	0.593	22.1%	0.124	4.6%	52%	False	False	36,063
60	2.970	2.377	0.593	22.1%	0.120	4.5%	52%	False	False	32,589
80	3.106	2.377	0.729	27.2%	0.123	4.6%	42%	False	False	30,039
100	3.570	2.377	1.193	44.5%	0.133	4.9%	26%	False	False	29,358
120	3.671	2.377	1.294	48.2%	0.136	5.1%	24%	False	False	28,394

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.033
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.318
2.618	3.116
1.618	2.992
1.000	2.915
0.618	2.868
HIGH	2.791
0.618	2.744
0.500	2.729
0.382	2.714
LOW	2.667
0.618	2.590
1.000	2.543
1.618	2.466
2.618	2.342
4.250	2.140

Fisher Pivots for day following 12-Jul-2023
Pivot	1 day	3 day
R1	2.729	2.734
PP	2.714	2.717
S1	2.698	2.700

Download as Excel Spreadsheet

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

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