NYMEX Natural Gas Future January 2024

Trading Metrics calculated at close of trading on 01-Aug-2023

Day Change Summary
	Previous	Current
	31-Jul-2023	01-Aug-2023	Change	Change %	Previous Week
Open	3.798	3.791	-0.007	-0.2%	3.798
High	3.815	3.807	-0.008	-0.2%	3.895
Low	3.762	3.703	-0.059	-1.6%	3.731
Close	3.783	3.725	-0.058	-1.5%	3.788
Range	0.053	0.104	0.051	96.2%	0.164
ATR	0.082	0.083	0.002	2.0%	0.000
Volume	17,826	21,599	3,773	21.2%	79,907

Daily Pivots for day following 01-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	4.057	3.995	3.782
R3	3.953	3.891	3.754
R2	3.849	3.849	3.744
R1	3.787	3.787	3.735	3.766
PP	3.745	3.745	3.745	3.735
S1	3.683	3.683	3.715	3.662
S2	3.641	3.641	3.706
S3	3.537	3.579	3.696
S4	3.433	3.475	3.668

Weekly Pivots for week ending 28-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	4.297	4.206	3.878
R3	4.133	4.042	3.833
R2	3.969	3.969	3.818
R1	3.878	3.878	3.803	3.842
PP	3.805	3.805	3.805	3.786
S1	3.714	3.714	3.773	3.678
S2	3.641	3.641	3.758
S3	3.477	3.550	3.743
S4	3.313	3.386	3.698

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.895	3.703	0.192	5.2%	0.089	2.4%	11%	False	True	17,406
10	3.895	3.703	0.192	5.2%	0.077	2.1%	11%	False	True	17,100
20	3.895	3.682	0.213	5.7%	0.077	2.1%	20%	False	False	16,225
40	3.906	3.621	0.285	7.7%	0.084	2.2%	36%	False	False	16,510
60	4.021	3.570	0.451	12.1%	0.090	2.4%	34%	False	False	15,999
80	4.021	3.570	0.451	12.1%	0.094	2.5%	34%	False	False	14,874

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.249
2.618	4.079
1.618	3.975
1.000	3.911
0.618	3.871
HIGH	3.807
0.618	3.767
0.500	3.755
0.382	3.743
LOW	3.703
0.618	3.639
1.000	3.599
1.618	3.535
2.618	3.431
4.250	3.261

Fisher Pivots for day following 01-Aug-2023
Pivot	1 day	3 day
R1	3.755	3.766
PP	3.745	3.752
S1	3.735	3.739

Download as Excel Spreadsheet

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

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