NYMEX Natural Gas Future March 2024

Trading Metrics calculated at close of trading on 11-Aug-2023

Day Change Summary
	Previous	Current
	10-Aug-2023	11-Aug-2023	Change	Change %	Previous Week
Open	3.605	3.560	-0.045	-1.2%	3.394
High	3.620	3.601	-0.019	-0.5%	3.636
Low	3.528	3.521	-0.007	-0.2%	3.380
Close	3.534	3.582	0.048	1.4%	3.582
Range	0.092	0.080	-0.012	-13.0%	0.256
ATR	0.079	0.079	0.000	0.1%	0.000
Volume	14,960	13,550	-1,410	-9.4%	78,547

Daily Pivots for day following 11-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.808	3.775	3.626
R3	3.728	3.695	3.604
R2	3.648	3.648	3.597
R1	3.615	3.615	3.589	3.632
PP	3.568	3.568	3.568	3.576
S1	3.535	3.535	3.575	3.552
S2	3.488	3.488	3.567
S3	3.408	3.455	3.560
S4	3.328	3.375	3.538

Weekly Pivots for week ending 11-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	4.301	4.197	3.723
R3	4.045	3.941	3.652
R2	3.789	3.789	3.629
R1	3.685	3.685	3.605	3.737
PP	3.533	3.533	3.533	3.559
S1	3.429	3.429	3.559	3.481
S2	3.277	3.277	3.535
S3	3.021	3.173	3.512
S4	2.765	2.917	3.441

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.636	3.380	0.256	7.1%	0.098	2.7%	79%	False	False	15,709
10	3.636	3.331	0.305	8.5%	0.080	2.2%	82%	False	False	12,148
20	3.636	3.331	0.305	8.5%	0.074	2.1%	82%	False	False	9,789
40	3.636	3.331	0.305	8.5%	0.079	2.2%	82%	False	False	8,938

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	0.016
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.941
2.618	3.810
1.618	3.730
1.000	3.681
0.618	3.650
HIGH	3.601
0.618	3.570
0.500	3.561
0.382	3.552
LOW	3.521
0.618	3.472
1.000	3.441
1.618	3.392
2.618	3.312
4.250	3.181

Fisher Pivots for day following 11-Aug-2023
Pivot	1 day	3 day
R1	3.575	3.576
PP	3.568	3.570
S1	3.561	3.564

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

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