NYMEX Natural Gas Future October 2023

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

Day Change Summary
	Previous	Current
	05-Sep-2023	06-Sep-2023	Change	Change %	Previous Week
Open	2.700	2.584	-0.116	-4.3%	2.740
High	2.708	2.614	-0.094	-3.5%	2.865
Low	2.566	2.503	-0.063	-2.5%	2.622
Close	2.582	2.510	-0.072	-2.8%	2.765
Range	0.142	0.111	-0.031	-21.8%	0.243
ATR	0.132	0.131	-0.002	-1.2%	0.000
Volume	178,329	116,663	-61,666	-34.6%	784,548

Daily Pivots for day following 06-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	2.875	2.804	2.571
R3	2.764	2.693	2.541
R2	2.653	2.653	2.530
R1	2.582	2.582	2.520	2.562
PP	2.542	2.542	2.542	2.533
S1	2.471	2.471	2.500	2.451
S2	2.431	2.431	2.490
S3	2.320	2.360	2.479
S4	2.209	2.249	2.449

Weekly Pivots for week ending 01-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.480	3.365	2.899
R3	3.237	3.122	2.832
R2	2.994	2.994	2.810
R1	2.879	2.879	2.787	2.937
PP	2.751	2.751	2.751	2.779
S1	2.636	2.636	2.743	2.694
S2	2.508	2.508	2.720
S3	2.265	2.393	2.698
S4	2.022	2.150	2.631

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.865	2.503	0.362	14.4%	0.140	5.6%	2%	False	True	149,026
10	2.865	2.503	0.362	14.4%	0.130	5.2%	2%	False	True	144,694
20	3.096	2.503	0.593	23.6%	0.134	5.3%	1%	False	True	119,440
40	3.096	2.503	0.593	23.6%	0.121	4.8%	1%	False	True	84,148
60	3.096	2.423	0.673	26.8%	0.123	4.9%	13%	False	False	68,838
80	3.096	2.377	0.719	28.6%	0.123	4.9%	18%	False	False	59,977
100	3.096	2.377	0.719	28.6%	0.121	4.8%	18%	False	False	52,938
120	3.149	2.377	0.772	30.8%	0.122	4.9%	17%	False	False	47,838

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.038
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.086
2.618	2.905
1.618	2.794
1.000	2.725
0.618	2.683
HIGH	2.614
0.618	2.572
0.500	2.559
0.382	2.545
LOW	2.503
0.618	2.434
1.000	2.392
1.618	2.323
2.618	2.212
4.250	2.031

Fisher Pivots for day following 06-Sep-2023
Pivot	1 day	3 day
R1	2.559	2.682
PP	2.542	2.624
S1	2.526	2.567

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

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