NYMEX Natural Gas Future February 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	3.659	3.656	-0.003	-0.1%	3.707
High	3.704	3.710	0.006	0.2%	3.790
Low	3.629	3.629	0.000	0.0%	3.635
Close	3.634	3.697	0.063	1.7%	3.667
Range	0.075	0.081	0.006	8.0%	0.155
ATR	0.084	0.084	0.000	-0.3%	0.000
Volume	7,608	6,869	-739	-9.7%	15,080

Daily Pivots for day following 20-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.922	3.890	3.742
R3	3.841	3.809	3.719
R2	3.760	3.760	3.712
R1	3.728	3.728	3.704	3.744
PP	3.679	3.679	3.679	3.687
S1	3.647	3.647	3.690	3.663
S2	3.598	3.598	3.682
S3	3.517	3.566	3.675
S4	3.436	3.485	3.652

Weekly Pivots for week ending 14-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	4.162	4.070	3.752
R3	4.007	3.915	3.710
R2	3.852	3.852	3.695
R1	3.760	3.760	3.681	3.729
PP	3.697	3.697	3.697	3.682
S1	3.605	3.605	3.653	3.574
S2	3.542	3.542	3.639
S3	3.387	3.450	3.624
S4	3.232	3.295	3.582

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.710	3.611	0.099	2.7%	0.071	1.9%	87%	True	False	5,713
10	3.790	3.611	0.179	4.8%	0.073	2.0%	48%	False	False	4,422
20	3.835	3.611	0.224	6.1%	0.081	2.2%	38%	False	False	4,260
40	3.835	3.495	0.340	9.2%	0.085	2.3%	59%	False	False	5,114
60	3.931	3.495	0.436	11.8%	0.088	2.4%	46%	False	False	5,195

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	0.020
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.054
2.618	3.922
1.618	3.841
1.000	3.791
0.618	3.760
HIGH	3.710
0.618	3.679
0.500	3.670
0.382	3.660
LOW	3.629
0.618	3.579
1.000	3.548
1.618	3.498
2.618	3.417
4.250	3.285

Fisher Pivots for day following 20-Jul-2023
Pivot	1 day	3 day
R1	3.688	3.686
PP	3.679	3.675
S1	3.670	3.665

Download as Excel Spreadsheet

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

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