NYMEX Natural Gas Future January 2024

Trading Metrics calculated at close of trading on 12-Jun-2023

Day Change Summary
	Previous	Current
	09-Jun-2023	12-Jun-2023	Change	Change %	Previous Week
Open	3.690	3.696	0.006	0.2%	3.680
High	3.706	3.697	-0.009	-0.2%	3.768
Low	3.644	3.621	-0.023	-0.6%	3.644
Close	3.655	3.658	0.003	0.1%	3.655
Range	0.062	0.076	0.014	22.6%	0.124
ATR	0.099	0.098	-0.002	-1.7%	0.000
Volume	14,029	13,346	-683	-4.9%	83,505

Daily Pivots for day following 12-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.887	3.848	3.700
R3	3.811	3.772	3.679
R2	3.735	3.735	3.672
R1	3.696	3.696	3.665	3.678
PP	3.659	3.659	3.659	3.649
S1	3.620	3.620	3.651	3.602
S2	3.583	3.583	3.644
S3	3.507	3.544	3.637
S4	3.431	3.468	3.616

Weekly Pivots for week ending 09-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	4.061	3.982	3.723
R3	3.937	3.858	3.689
R2	3.813	3.813	3.678
R1	3.734	3.734	3.666	3.712
PP	3.689	3.689	3.689	3.678
S1	3.610	3.610	3.644	3.588
S2	3.565	3.565	3.632
S3	3.441	3.486	3.621
S4	3.317	3.362	3.587

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.759	3.621	0.138	3.8%	0.076	2.1%	27%	False	True	16,330
10	3.813	3.570	0.243	6.6%	0.091	2.5%	36%	False	False	16,612
20	4.021	3.570	0.451	12.3%	0.100	2.7%	20%	False	False	15,500
40	4.021	3.570	0.451	12.3%	0.098	2.7%	20%	False	False	13,786

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.020
2.618	3.896
1.618	3.820
1.000	3.773
0.618	3.744
HIGH	3.697
0.618	3.668
0.500	3.659
0.382	3.650
LOW	3.621
0.618	3.574
1.000	3.545
1.618	3.498
2.618	3.422
4.250	3.298

Fisher Pivots for day following 12-Jun-2023
Pivot	1 day	3 day
R1	3.659	3.690
PP	3.659	3.679
S1	3.658	3.669

Download as Excel Spreadsheet

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

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