NYMEX Natural Gas Future January 2024

Trading Metrics calculated at close of trading on 17-Nov-2023

Day Change Summary
	Previous	Current
	16-Nov-2023	17-Nov-2023	Change	Change %	Previous Week
Open	3.326	3.227	-0.099	-3.0%	3.313
High	3.407	3.275	-0.132	-3.9%	3.465
Low	3.188	3.068	-0.120	-3.8%	3.068
Close	3.239	3.131	-0.108	-3.3%	3.131
Range	0.219	0.207	-0.012	-5.5%	0.397
ATR	0.147	0.152	0.004	2.9%	0.000
Volume	166,395	146,645	-19,750	-11.9%	651,755

Daily Pivots for day following 17-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.779	3.662	3.245
R3	3.572	3.455	3.188
R2	3.365	3.365	3.169
R1	3.248	3.248	3.150	3.203
PP	3.158	3.158	3.158	3.136
S1	3.041	3.041	3.112	2.996
S2	2.951	2.951	3.093
S3	2.744	2.834	3.074
S4	2.537	2.627	3.017

Weekly Pivots for week ending 17-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	4.412	4.169	3.349
R3	4.015	3.772	3.240
R2	3.618	3.618	3.204
R1	3.375	3.375	3.167	3.298
PP	3.221	3.221	3.221	3.183
S1	2.978	2.978	3.095	2.901
S2	2.824	2.824	3.058
S3	2.427	2.581	3.022
S4	2.030	2.184	2.913

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.465	3.068	0.397	12.7%	0.180	5.7%	16%	False	True	130,351
10	3.693	3.068	0.625	20.0%	0.154	4.9%	10%	False	True	121,088
20	3.865	3.068	0.797	25.5%	0.147	4.7%	8%	False	True	93,280
40	3.975	3.068	0.907	29.0%	0.130	4.1%	7%	False	True	74,304
60	3.975	3.068	0.907	29.0%	0.118	3.8%	7%	False	True	60,658
80	4.090	3.068	1.022	32.6%	0.111	3.5%	6%	False	True	50,884
100	4.090	3.068	1.022	32.6%	0.104	3.3%	6%	False	True	43,784
120	4.090	3.068	1.022	32.6%	0.102	3.3%	6%	False	True	39,385

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	0.033
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.155
2.618	3.817
1.618	3.610
1.000	3.482
0.618	3.403
HIGH	3.275
0.618	3.196
0.500	3.172
0.382	3.147
LOW	3.068
0.618	2.940
1.000	2.861
1.618	2.733
2.618	2.526
4.250	2.188

Fisher Pivots for day following 17-Nov-2023
Pivot	1 day	3 day
R1	3.172	3.258
PP	3.158	3.216
S1	3.145	3.173

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

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