NYMEX Natural Gas Future October 2023

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

Day Change Summary
	Previous	Current
	11-Sep-2023	12-Sep-2023	Change	Change %	Previous Week
Open	2.610	2.620	0.010	0.4%	2.700
High	2.639	2.782	0.143	5.4%	2.708
Low	2.541	2.604	0.063	2.5%	2.500
Close	2.608	2.743	0.135	5.2%	2.605
Range	0.098	0.178	0.080	81.6%	0.208
ATR	0.125	0.128	0.004	3.1%	0.000
Volume	110,879	202,189	91,310	82.4%	536,554

Daily Pivots for day following 12-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.244	3.171	2.841
R3	3.066	2.993	2.792
R2	2.888	2.888	2.776
R1	2.815	2.815	2.759	2.852
PP	2.710	2.710	2.710	2.728
S1	2.637	2.637	2.727	2.674
S2	2.532	2.532	2.710
S3	2.354	2.459	2.694
S4	2.176	2.281	2.645

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	2.782	2.500	0.282	10.3%	0.118	4.3%	86%	True	False	134,258
10	2.865	2.500	0.365	13.3%	0.126	4.6%	67%	False	False	144,514
20	2.961	2.500	0.461	16.8%	0.124	4.5%	53%	False	False	127,767
40	3.096	2.500	0.596	21.7%	0.122	4.5%	41%	False	False	93,461
60	3.096	2.500	0.596	21.7%	0.123	4.5%	41%	False	False	75,862
80	3.096	2.377	0.719	26.2%	0.123	4.5%	51%	False	False	65,447
100	3.096	2.377	0.719	26.2%	0.120	4.4%	51%	False	False	57,406
120	3.096	2.377	0.719	26.2%	0.121	4.4%	51%	False	False	51,793

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.025
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	3.539
2.618	3.248
1.618	3.070
1.000	2.960
0.618	2.892
HIGH	2.782
0.618	2.714
0.500	2.693
0.382	2.672
LOW	2.604
0.618	2.494
1.000	2.426
1.618	2.316
2.618	2.138
4.250	1.848

Fisher Pivots for day following 12-Sep-2023
Pivot	1 day	3 day
R1	2.726	2.716
PP	2.710	2.689
S1	2.693	2.662

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

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