NYMEX Natural Gas Future November 2023

Trading Metrics calculated at close of trading on 15-Sep-2023

Day Change Summary
	Previous	Current
	14-Sep-2023	15-Sep-2023	Change	Change %	Previous Week
Open	3.005	2.987	-0.018	-0.6%	2.971
High	3.088	2.997	-0.091	-2.9%	3.088
Low	2.975	2.927	-0.048	-1.6%	2.909
Close	2.983	2.932	-0.051	-1.7%	2.932
Range	0.113	0.070	-0.043	-38.1%	0.179
ATR	0.110	0.107	-0.003	-2.6%	0.000
Volume	112,568	87,637	-24,931	-22.1%	547,564

Daily Pivots for day following 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.162	3.117	2.971
R3	3.092	3.047	2.951
R2	3.022	3.022	2.945
R1	2.977	2.977	2.938	2.965
PP	2.952	2.952	2.952	2.946
S1	2.907	2.907	2.926	2.895
S2	2.882	2.882	2.919
S3	2.812	2.837	2.913
S4	2.742	2.767	2.894

Weekly Pivots for week ending 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.513	3.402	3.030
R3	3.334	3.223	2.981
R2	3.155	3.155	2.965
R1	3.044	3.044	2.948	3.010
PP	2.976	2.976	2.976	2.960
S1	2.865	2.865	2.916	2.831
S2	2.797	2.797	2.899
S3	2.618	2.686	2.883
S4	2.439	2.507	2.834

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.088	2.909	0.179	6.1%	0.093	3.2%	13%	False	False	109,512
10	3.213	2.901	0.312	10.6%	0.097	3.3%	10%	False	False	87,208
20	3.265	2.901	0.364	12.4%	0.108	3.7%	9%	False	False	67,958
40	3.485	2.901	0.584	19.9%	0.108	3.7%	5%	False	False	57,360
60	3.485	2.901	0.584	19.9%	0.106	3.6%	5%	False	False	45,409
80	3.485	2.825	0.660	22.5%	0.107	3.6%	16%	False	False	37,474
100	3.485	2.825	0.660	22.5%	0.107	3.6%	16%	False	False	32,295
120	3.485	2.825	0.660	22.5%	0.109	3.7%	16%	False	False	28,089

Crabel Price Patterns
NR	True
NR4	True
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	True
Bear Hook	False
Bull Hook	False
Stretch	0.022
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.295
2.618	3.180
1.618	3.110
1.000	3.067
0.618	3.040
HIGH	2.997
0.618	2.970
0.500	2.962
0.382	2.954
LOW	2.927
0.618	2.884
1.000	2.857
1.618	2.814
2.618	2.744
4.250	2.630

Fisher Pivots for day following 15-Sep-2023
Pivot	1 day	3 day
R1	2.962	3.008
PP	2.952	2.982
S1	2.942	2.957

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

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