NYMEX Natural Gas Future October 2023

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

Day Change Summary
	Previous	Current
	08-Sep-2023	11-Sep-2023	Change	Change %	Previous Week
Open	2.579	2.610	0.031	1.2%	2.700
High	2.659	2.639	-0.020	-0.8%	2.708
Low	2.572	2.541	-0.031	-1.2%	2.500
Close	2.605	2.608	0.003	0.1%	2.605
Range	0.087	0.098	0.011	12.6%	0.208
ATR	0.127	0.125	-0.002	-1.6%	0.000
Volume	101,228	110,879	9,651	9.5%	536,554

Daily Pivots for day following 11-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	2.890	2.847	2.662
R3	2.792	2.749	2.635
R2	2.694	2.694	2.626
R1	2.651	2.651	2.617	2.624
PP	2.596	2.596	2.596	2.582
S1	2.553	2.553	2.599	2.526
S2	2.498	2.498	2.590
S3	2.400	2.455	2.581
S4	2.302	2.357	2.554

Weekly Pivots for week ending 08-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.228	3.125	2.719
R3	3.020	2.917	2.662
R2	2.812	2.812	2.643
R1	2.709	2.709	2.624	2.657
PP	2.604	2.604	2.604	2.578
S1	2.501	2.501	2.586	2.449
S2	2.396	2.396	2.567
S3	2.188	2.293	2.548
S4	1.980	2.085	2.491

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.708	2.500	0.208	8.0%	0.110	4.2%	52%	False	False	129,486
10	2.865	2.500	0.365	14.0%	0.125	4.8%	30%	False	False	143,198
20	2.961	2.500	0.461	17.7%	0.119	4.6%	23%	False	False	120,865
40	3.096	2.500	0.596	22.9%	0.120	4.6%	18%	False	False	89,315
60	3.096	2.500	0.596	22.9%	0.124	4.7%	18%	False	False	73,455
80	3.096	2.377	0.719	27.6%	0.122	4.7%	32%	False	False	63,184
100	3.096	2.377	0.719	27.6%	0.120	4.6%	32%	False	False	55,646
120	3.096	2.377	0.719	27.6%	0.121	4.6%	32%	False	False	50,326

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	0.032
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.056
2.618	2.896
1.618	2.798
1.000	2.737
0.618	2.700
HIGH	2.639
0.618	2.602
0.500	2.590
0.382	2.578
LOW	2.541
0.618	2.480
1.000	2.443
1.618	2.382
2.618	2.284
4.250	2.125

Fisher Pivots for day following 11-Sep-2023
Pivot	1 day	3 day
R1	2.602	2.599
PP	2.596	2.589
S1	2.590	2.580

Download as Excel Spreadsheet

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

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