NYMEX Natural Gas Future March 2024

Trading Metrics calculated at close of trading on 03-Aug-2023

Day Change Summary
	Previous	Current
	02-Aug-2023	03-Aug-2023	Change	Change %	Previous Week
Open	3.397	3.339	-0.058	-1.7%	3.430
High	3.399	3.383	-0.016	-0.5%	3.526
Low	3.332	3.331	-0.001	0.0%	3.402
Close	3.346	3.375	0.029	0.9%	3.446
Range	0.067	0.052	-0.015	-22.4%	0.124
ATR	0.074	0.072	-0.002	-2.1%	0.000
Volume	10,824	7,320	-3,504	-32.4%	34,976

Daily Pivots for day following 03-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.519	3.499	3.404
R3	3.467	3.447	3.389
R2	3.415	3.415	3.385
R1	3.395	3.395	3.380	3.405
PP	3.363	3.363	3.363	3.368
S1	3.343	3.343	3.370	3.353
S2	3.311	3.311	3.365
S3	3.259	3.291	3.361
S4	3.207	3.239	3.346

Weekly Pivots for week ending 28-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.830	3.762	3.514
R3	3.706	3.638	3.480
R2	3.582	3.582	3.469
R1	3.514	3.514	3.457	3.548
PP	3.458	3.458	3.458	3.475
S1	3.390	3.390	3.435	3.424
S2	3.334	3.334	3.423
S3	3.210	3.266	3.412
S4	3.086	3.142	3.378

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.486	3.331	0.155	4.6%	0.068	2.0%	28%	False	True	8,460
10	3.526	3.331	0.195	5.8%	0.065	1.9%	23%	False	True	7,828
20	3.526	3.331	0.195	5.8%	0.067	2.0%	23%	False	True	7,397
40	3.555	3.291	0.264	7.8%	0.076	2.2%	32%	False	False	9,625

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	0.014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.604
2.618	3.519
1.618	3.467
1.000	3.435
0.618	3.415
HIGH	3.383
0.618	3.363
0.500	3.357
0.382	3.351
LOW	3.331
0.618	3.299
1.000	3.279
1.618	3.247
2.618	3.195
4.250	3.110

Fisher Pivots for day following 03-Aug-2023
Pivot	1 day	3 day
R1	3.369	3.394
PP	3.363	3.388
S1	3.357	3.381

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

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