NYMEX Natural Gas Future October 2023

Trading Metrics calculated at close of trading on 14-Sep-2023

Day Change Summary
	Previous	Current
	13-Sep-2023	14-Sep-2023	Change	Change %	Previous Week
Open	2.747	2.715	-0.032	-1.2%	2.700
High	2.777	2.823	0.046	1.7%	2.708
Low	2.640	2.697	0.057	2.2%	2.500
Close	2.680	2.708	0.028	1.0%	2.605
Range	0.137	0.126	-0.011	-8.0%	0.208
ATR	0.129	0.130	0.001	0.8%	0.000
Volume	191,712	154,082	-37,630	-19.6%	536,554

Daily Pivots for day following 14-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.121	3.040	2.777
R3	2.995	2.914	2.743
R2	2.869	2.869	2.731
R1	2.788	2.788	2.720	2.766
PP	2.743	2.743	2.743	2.731
S1	2.662	2.662	2.696	2.640
S2	2.617	2.617	2.685
S3	2.491	2.536	2.673
S4	2.365	2.410	2.639

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	2.823	2.541	0.282	10.4%	0.125	4.6%	59%	True	False	152,018
10	2.865	2.500	0.365	13.5%	0.128	4.7%	57%	False	False	149,868
20	2.865	2.500	0.365	13.5%	0.123	4.5%	57%	False	False	134,987
40	3.096	2.500	0.596	22.0%	0.125	4.6%	35%	False	False	100,130
60	3.096	2.500	0.596	22.0%	0.122	4.5%	35%	False	False	80,234
80	3.096	2.377	0.719	26.6%	0.121	4.5%	46%	False	False	68,600
100	3.096	2.377	0.719	26.6%	0.120	4.4%	46%	False	False	60,498
120	3.096	2.377	0.719	26.6%	0.121	4.5%	46%	False	False	54,313

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.025
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.359
2.618	3.153
1.618	3.027
1.000	2.949
0.618	2.901
HIGH	2.823
0.618	2.775
0.500	2.760
0.382	2.745
LOW	2.697
0.618	2.619
1.000	2.571
1.618	2.493
2.618	2.367
4.250	2.162

Fisher Pivots for day following 14-Sep-2023
Pivot	1 day	3 day
R1	2.760	2.714
PP	2.743	2.712
S1	2.725	2.710

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

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