NYMEX Natural Gas Future January 2024

Trading Metrics calculated at close of trading on 19-Dec-2023

Day Change Summary
	Previous	Current
	18-Dec-2023	19-Dec-2023	Change	Change %	Previous Week
Open	2.503	2.519	0.016	0.6%	2.490
High	2.597	2.565	-0.032	-1.2%	2.544
Low	2.488	2.385	-0.103	-4.1%	2.235
Close	2.503	2.492	-0.011	-0.4%	2.491
Range	0.109	0.180	0.071	65.1%	0.309
ATR	0.144	0.147	0.003	1.8%	0.000
Volume	154,295	170,435	16,140	10.5%	1,157,673

Daily Pivots for day following 19-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.021	2.936	2.591
R3	2.841	2.756	2.542
R2	2.661	2.661	2.525
R1	2.576	2.576	2.509	2.529
PP	2.481	2.481	2.481	2.457
S1	2.396	2.396	2.476	2.349
S2	2.301	2.301	2.459
S3	2.121	2.216	2.443
S4	1.941	2.036	2.393

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%	0.139	5.6%	71%	False	False	185,729
10	2.757	2.235	0.522	20.9%	0.150	6.0%	49%	False	False	214,017
20	3.095	2.235	0.860	34.5%	0.133	5.3%	30%	False	False	179,310
40	3.865	2.235	1.630	65.4%	0.140	5.6%	16%	False	False	138,373
60	3.975	2.235	1.740	69.8%	0.131	5.3%	15%	False	False	110,791
80	3.975	2.235	1.740	69.8%	0.121	4.9%	15%	False	False	91,629
100	4.090	2.235	1.855	74.4%	0.115	4.6%	14%	False	False	77,634
120	4.090	2.235	1.855	74.4%	0.109	4.4%	14%	False	False	67,272

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.031
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.330
2.618	3.036
1.618	2.856
1.000	2.745
0.618	2.676
HIGH	2.565
0.618	2.496
0.500	2.475
0.382	2.454
LOW	2.385
0.618	2.274
1.000	2.205
1.618	2.094
2.618	1.914
4.250	1.620

Fisher Pivots for day following 19-Dec-2023
Pivot	1 day	3 day
R1	2.486	2.491
PP	2.481	2.490
S1	2.475	2.489

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

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