NYMEX Natural Gas Future October 2023

Trading Metrics calculated at close of trading on 20-Sep-2023

Day Change Summary
	Previous	Current
	19-Sep-2023	20-Sep-2023	Change	Change %	Previous Week
Open	2.729	2.819	0.090	3.3%	2.610
High	2.872	2.824	-0.048	-1.7%	2.823
Low	2.710	2.693	-0.017	-0.6%	2.541
Close	2.848	2.733	-0.115	-4.0%	2.644
Range	0.162	0.131	-0.031	-19.1%	0.282
ATR	0.131	0.133	0.002	1.3%	0.000
Volume	164,806	140,309	-24,497	-14.9%	786,642

Daily Pivots for day following 20-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.143	3.069	2.805
R3	3.012	2.938	2.769
R2	2.881	2.881	2.757
R1	2.807	2.807	2.745	2.779
PP	2.750	2.750	2.750	2.736
S1	2.676	2.676	2.721	2.648
S2	2.619	2.619	2.709
S3	2.488	2.545	2.697
S4	2.357	2.414	2.661

Weekly Pivots for week ending 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.515	3.362	2.799
R3	3.233	3.080	2.722
R2	2.951	2.951	2.696
R1	2.798	2.798	2.670	2.875
PP	2.669	2.669	2.669	2.708
S1	2.516	2.516	2.618	2.593
S2	2.387	2.387	2.592
S3	2.105	2.234	2.566
S4	1.823	1.952	2.489

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.872	2.600	0.272	10.0%	0.133	4.9%	49%	False	False	143,057
10	2.872	2.500	0.372	13.6%	0.128	4.7%	63%	False	False	146,162
20	2.872	2.500	0.372	13.6%	0.129	4.7%	63%	False	False	145,428
40	3.096	2.500	0.596	21.8%	0.128	4.7%	39%	False	False	109,324
60	3.096	2.500	0.596	21.8%	0.122	4.5%	39%	False	False	86,963
80	3.096	2.377	0.719	26.3%	0.122	4.5%	50%	False	False	74,156
100	3.096	2.377	0.719	26.3%	0.122	4.5%	50%	False	False	65,205
120	3.096	2.377	0.719	26.3%	0.121	4.4%	50%	False	False	58,327

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	0.020
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.381
2.618	3.167
1.618	3.036
1.000	2.955
0.618	2.905
HIGH	2.824
0.618	2.774
0.500	2.759
0.382	2.743
LOW	2.693
0.618	2.612
1.000	2.562
1.618	2.481
2.618	2.350
4.250	2.136

Fisher Pivots for day following 20-Sep-2023
Pivot	1 day	3 day
R1	2.759	2.736
PP	2.750	2.735
S1	2.742	2.734

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

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