NYMEX Natural Gas Future November 2023

Trading Metrics calculated at close of trading on 27-Sep-2023

Day Change Summary
	Previous	Current
	26-Sep-2023	27-Sep-2023	Change	Change %	Previous Week
Open	2.904	2.858	-0.046	-1.6%	2.918
High	2.906	2.947	0.041	1.4%	3.072
Low	2.796	2.850	0.054	1.9%	2.832
Close	2.845	2.899	0.054	1.9%	2.879
Range	0.110	0.097	-0.013	-11.8%	0.240
ATR	0.106	0.106	0.000	-0.3%	0.000
Volume	167,233	136,011	-31,222	-18.7%	618,377

Daily Pivots for day following 27-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.190	3.141	2.952
R3	3.093	3.044	2.926
R2	2.996	2.996	2.917
R1	2.947	2.947	2.908	2.972
PP	2.899	2.899	2.899	2.911
S1	2.850	2.850	2.890	2.875
S2	2.802	2.802	2.881
S3	2.705	2.753	2.872
S4	2.608	2.656	2.846

Weekly Pivots for week ending 22-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.648	3.503	3.011
R3	3.408	3.263	2.945
R2	3.168	3.168	2.923
R1	3.023	3.023	2.901	2.976
PP	2.928	2.928	2.928	2.904
S1	2.783	2.783	2.857	2.736
S2	2.688	2.688	2.835
S3	2.448	2.543	2.813
S4	2.208	2.303	2.747

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.963	2.796	0.167	5.8%	0.098	3.4%	62%	False	False	127,557
10	3.088	2.796	0.292	10.1%	0.102	3.5%	35%	False	False	122,725
20	3.242	2.796	0.446	15.4%	0.104	3.6%	23%	False	False	101,437
40	3.485	2.796	0.689	23.8%	0.110	3.8%	15%	False	False	77,677
60	3.485	2.796	0.689	23.8%	0.105	3.6%	15%	False	False	60,050
80	3.485	2.796	0.689	23.8%	0.106	3.7%	15%	False	False	49,231
100	3.485	2.796	0.689	23.8%	0.107	3.7%	15%	False	False	41,845
120	3.485	2.796	0.689	23.8%	0.108	3.7%	15%	False	False	36,275

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	0.019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.359
2.618	3.201
1.618	3.104
1.000	3.044
0.618	3.007
HIGH	2.947
0.618	2.910
0.500	2.899
0.382	2.887
LOW	2.850
0.618	2.790
1.000	2.753
1.618	2.693
2.618	2.596
4.250	2.438

Fisher Pivots for day following 27-Sep-2023
Pivot	1 day	3 day
R1	2.899	2.890
PP	2.899	2.881
S1	2.899	2.872

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

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