NYMEX Natural Gas Future October 2023

Trading Metrics calculated at close of trading on 26-Sep-2023

Day Change Summary
	Previous	Current
	25-Sep-2023	26-Sep-2023	Change	Change %	Previous Week
Open	2.657	2.638	-0.019	-0.7%	2.624
High	2.671	2.667	-0.004	-0.1%	2.872
Low	2.606	2.552	-0.054	-2.1%	2.595
Close	2.639	2.656	0.017	0.6%	2.637
Range	0.065	0.115	0.050	76.9%	0.277
ATR	0.127	0.126	-0.001	-0.7%	0.000
Volume	36,175	57,087	20,912	57.8%	586,035

Daily Pivots for day following 26-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	2.970	2.928	2.719
R3	2.855	2.813	2.688
R2	2.740	2.740	2.677
R1	2.698	2.698	2.667	2.719
PP	2.625	2.625	2.625	2.636
S1	2.583	2.583	2.645	2.604
S2	2.510	2.510	2.635
S3	2.395	2.468	2.624
S4	2.280	2.353	2.593

Weekly Pivots for week ending 22-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.532	3.362	2.789
R3	3.255	3.085	2.713
R2	2.978	2.978	2.688
R1	2.808	2.808	2.662	2.893
PP	2.701	2.701	2.701	2.744
S1	2.531	2.531	2.612	2.616
S2	2.424	2.424	2.586
S3	2.147	2.254	2.561
S4	1.870	1.977	2.485

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.824	2.552	0.272	10.2%	0.111	4.2%	38%	False	True	77,236
10	2.872	2.552	0.320	12.0%	0.123	4.6%	33%	False	True	115,287
20	2.872	2.500	0.372	14.0%	0.124	4.7%	42%	False	False	129,900
40	3.096	2.500	0.596	22.4%	0.127	4.8%	26%	False	False	110,859
60	3.096	2.500	0.596	22.4%	0.119	4.5%	26%	False	False	88,078
80	3.096	2.390	0.706	26.6%	0.121	4.6%	38%	False	False	75,273
100	3.096	2.377	0.719	27.1%	0.121	4.6%	39%	False	False	66,557
120	3.096	2.377	0.719	27.1%	0.121	4.6%	39%	False	False	59,543

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.022
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.156
2.618	2.968
1.618	2.853
1.000	2.782
0.618	2.738
HIGH	2.667
0.618	2.623
0.500	2.610
0.382	2.596
LOW	2.552
0.618	2.481
1.000	2.437
1.618	2.366
2.618	2.251
4.250	2.063

Fisher Pivots for day following 26-Sep-2023
Pivot	1 day	3 day
R1	2.641	2.643
PP	2.625	2.630
S1	2.610	2.618

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

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