NYMEX Natural Gas Future January 2024

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

Day Change Summary
	Previous	Current
	19-Jul-2023	20-Jul-2023	Change	Change %	Previous Week
Open	3.730	3.708	-0.022	-0.6%	3.778
High	3.770	3.791	0.021	0.6%	3.860
Low	3.705	3.703	-0.002	-0.1%	3.706
Close	3.710	3.782	0.072	1.9%	3.739
Range	0.065	0.088	0.023	35.4%	0.154
ATR	0.086	0.086	0.000	0.2%	0.000
Volume	18,302	20,142	1,840	10.1%	85,994

Daily Pivots for day following 20-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	4.023	3.990	3.830
R3	3.935	3.902	3.806
R2	3.847	3.847	3.798
R1	3.814	3.814	3.790	3.831
PP	3.759	3.759	3.759	3.767
S1	3.726	3.726	3.774	3.743
S2	3.671	3.671	3.766
S3	3.583	3.638	3.758
S4	3.495	3.550	3.734

Weekly Pivots for week ending 14-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	4.230	4.139	3.824
R3	4.076	3.985	3.781
R2	3.922	3.922	3.767
R1	3.831	3.831	3.753	3.800
PP	3.768	3.768	3.768	3.753
S1	3.677	3.677	3.725	3.646
S2	3.614	3.614	3.711
S3	3.460	3.523	3.697
S4	3.306	3.369	3.654

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.791	3.682	0.109	2.9%	0.070	1.9%	92%	True	False	17,148
10	3.860	3.682	0.178	4.7%	0.075	2.0%	56%	False	False	16,858
20	3.902	3.682	0.220	5.8%	0.082	2.2%	45%	False	False	15,727
40	3.906	3.570	0.336	8.9%	0.088	2.3%	63%	False	False	16,085
60	4.021	3.570	0.451	11.9%	0.092	2.4%	47%	False	False	15,348
80	4.021	3.570	0.451	11.9%	0.095	2.5%	47%	False	False	14,133

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.018
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	4.165
2.618	4.021
1.618	3.933
1.000	3.879
0.618	3.845
HIGH	3.791
0.618	3.757
0.500	3.747
0.382	3.737
LOW	3.703
0.618	3.649
1.000	3.615
1.618	3.561
2.618	3.473
4.250	3.329

Fisher Pivots for day following 20-Jul-2023
Pivot	1 day	3 day
R1	3.770	3.768
PP	3.759	3.754
S1	3.747	3.741

Download as Excel Spreadsheet

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

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