NYMEX Natural Gas Future March 2024

Trading Metrics calculated at close of trading on 12-Jun-2023

Day Change Summary
	Previous	Current
	09-Jun-2023	12-Jun-2023	Change	Change %	Previous Week
Open	3.358	3.361	0.003	0.1%	3.339
High	3.370	3.361	-0.009	-0.3%	3.418
Low	3.313	3.291	-0.022	-0.7%	3.313
Close	3.330	3.333	0.003	0.1%	3.330
Range	0.057	0.070	0.013	22.8%	0.105
ATR
Volume	18,964	19,450	486	2.6%	94,347

Daily Pivots for day following 12-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.538	3.506	3.372
R3	3.468	3.436	3.352
R2	3.398	3.398	3.346
R1	3.366	3.366	3.339	3.347
PP	3.328	3.328	3.328	3.319
S1	3.296	3.296	3.327	3.277
S2	3.258	3.258	3.320
S3	3.188	3.226	3.314
S4	3.118	3.156	3.295

Weekly Pivots for week ending 09-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.669	3.604	3.388
R3	3.564	3.499	3.359
R2	3.459	3.459	3.349
R1	3.394	3.394	3.340	3.374
PP	3.354	3.354	3.354	3.344
S1	3.289	3.289	3.320	3.269
S2	3.249	3.249	3.311
S3	3.144	3.184	3.301
S4	3.039	3.079	3.272

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.418	3.291	0.127	3.8%	0.075	2.3%	33%	False	True	19,920
10	3.444	3.218	0.226	6.8%	0.084	2.5%	51%	False	False	15,494

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	0.015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.659
2.618	3.544
1.618	3.474
1.000	3.431
0.618	3.404
HIGH	3.361
0.618	3.334
0.500	3.326
0.382	3.318
LOW	3.291
0.618	3.248
1.000	3.221
1.618	3.178
2.618	3.108
4.250	2.994

Fisher Pivots for day following 12-Jun-2023
Pivot	1 day	3 day
R1	3.331	3.355
PP	3.328	3.347
S1	3.326	3.340

Download as Excel Spreadsheet

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

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