NYMEX Natural Gas Future January 2024

Trading Metrics calculated at close of trading on 18-Dec-2023

Day Change Summary
	Previous	Current
	15-Dec-2023	18-Dec-2023	Change	Change %	Previous Week
Open	2.408	2.503	0.095	3.9%	2.490
High	2.544	2.597	0.053	2.1%	2.544
Low	2.380	2.488	0.108	4.5%	2.235
Close	2.491	2.503	0.012	0.5%	2.491
Range	0.164	0.109	-0.055	-33.5%	0.309
ATR	0.147	0.144	-0.003	-1.9%	0.000
Volume	189,244	154,295	-34,949	-18.5%	1,157,673

Daily Pivots for day following 18-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	2.856	2.789	2.563
R3	2.747	2.680	2.533
R2	2.638	2.638	2.523
R1	2.571	2.571	2.513	2.558
PP	2.529	2.529	2.529	2.523
S1	2.462	2.462	2.493	2.449
S2	2.420	2.420	2.483
S3	2.311	2.353	2.473
S4	2.202	2.244	2.443

Weekly Pivots for week ending 15-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.350	3.230	2.661
R3	3.041	2.921	2.576
R2	2.732	2.732	2.548
R1	2.612	2.612	2.519	2.672
PP	2.423	2.423	2.423	2.454
S1	2.303	2.303	2.463	2.363
S2	2.114	2.114	2.434
S3	1.805	1.994	2.406
S4	1.496	1.685	2.321

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.597	2.235	0.362	14.5%	0.140	5.6%	74%	True	False	196,333
10	2.786	2.235	0.551	22.0%	0.143	5.7%	49%	False	False	208,971
20	3.134	2.235	0.899	35.9%	0.128	5.1%	30%	False	False	176,848
40	3.865	2.235	1.630	65.1%	0.138	5.5%	16%	False	False	135,064
60	3.975	2.235	1.740	69.5%	0.129	5.2%	15%	False	False	108,485
80	3.975	2.235	1.740	69.5%	0.121	4.8%	15%	False	False	89,705
100	4.090	2.235	1.855	74.1%	0.114	4.6%	14%	False	False	76,077
120	4.090	2.235	1.855	74.1%	0.108	4.3%	14%	False	False	65,961

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	0.029
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.060
2.618	2.882
1.618	2.773
1.000	2.706
0.618	2.664
HIGH	2.597
0.618	2.555
0.500	2.543
0.382	2.530
LOW	2.488
0.618	2.421
1.000	2.379
1.618	2.312
2.618	2.203
4.250	2.025

Fisher Pivots for day following 18-Dec-2023
Pivot	1 day	3 day
R1	2.543	2.490
PP	2.529	2.476
S1	2.516	2.463

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

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