NYMEX Natural Gas Future February 2024

Trading Metrics calculated at close of trading on 20-Nov-2023

Day Change Summary
	Previous	Current
	17-Nov-2023	20-Nov-2023	Change	Change %	Previous Week
Open	3.175	3.065	-0.110	-3.5%	3.262
High	3.222	3.086	-0.136	-4.2%	3.405
Low	3.024	2.995	-0.029	-1.0%	3.024
Close	3.085	3.008	-0.077	-2.5%	3.085
Range	0.198	0.091	-0.107	-54.0%	0.381
ATR	0.145	0.141	-0.004	-2.7%	0.000
Volume	39,059	32,313	-6,746	-17.3%	179,730

Daily Pivots for day following 20-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.303	3.246	3.058
R3	3.212	3.155	3.033
R2	3.121	3.121	3.025
R1	3.064	3.064	3.016	3.047
PP	3.030	3.030	3.030	3.021
S1	2.973	2.973	3.000	2.956
S2	2.939	2.939	2.991
S3	2.848	2.882	2.983
S4	2.757	2.791	2.958

Weekly Pivots for week ending 17-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	4.314	4.081	3.295
R3	3.933	3.700	3.190
R2	3.552	3.552	3.155
R1	3.319	3.319	3.120	3.245
PP	3.171	3.171	3.171	3.135
S1	2.938	2.938	3.050	2.864
S2	2.790	2.790	3.015
S3	2.409	2.557	2.980
S4	2.028	2.176	2.875

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.405	2.995	0.410	13.6%	0.164	5.5%	3%	False	True	35,666
10	3.539	2.995	0.544	18.1%	0.143	4.7%	2%	False	True	34,882
20	3.792	2.995	0.797	26.5%	0.140	4.7%	2%	False	True	29,815
40	3.892	2.995	0.897	29.8%	0.124	4.1%	1%	False	True	24,046
60	3.896	2.995	0.901	30.0%	0.112	3.7%	1%	False	True	19,631
80	3.993	2.995	0.998	33.2%	0.105	3.5%	1%	False	True	16,364
100	3.993	2.995	0.998	33.2%	0.099	3.3%	1%	False	True	13,957
120	3.993	2.995	0.998	33.2%	0.097	3.2%	1%	False	True	12,609

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.026
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	3.473
2.618	3.324
1.618	3.233
1.000	3.177
0.618	3.142
HIGH	3.086
0.618	3.051
0.500	3.041
0.382	3.030
LOW	2.995
0.618	2.939
1.000	2.904
1.618	2.848
2.618	2.757
4.250	2.608

Fisher Pivots for day following 20-Nov-2023
Pivot	1 day	3 day
R1	3.041	3.173
PP	3.030	3.118
S1	3.019	3.063

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

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