NYMEX Natural Gas Future March 2024

Trading Metrics calculated at close of trading on 28-Aug-2023

Day Change Summary
	Previous	Current
	25-Aug-2023	28-Aug-2023	Change	Change %	Previous Week
Open	3.410	3.533	0.123	3.6%	3.486
High	3.501	3.553	0.052	1.5%	3.558
Low	3.402	3.418	0.016	0.5%	3.368
Close	3.485	3.437	-0.048	-1.4%	3.485
Range	0.099	0.135	0.036	36.4%	0.190
ATR	0.078	0.082	0.004	5.2%	0.000
Volume	9,484	12,439	2,955	31.2%	56,709

Daily Pivots for day following 28-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.874	3.791	3.511
R3	3.739	3.656	3.474
R2	3.604	3.604	3.462
R1	3.521	3.521	3.449	3.495
PP	3.469	3.469	3.469	3.457
S1	3.386	3.386	3.425	3.360
S2	3.334	3.334	3.412
S3	3.199	3.251	3.400
S4	3.064	3.116	3.363

Weekly Pivots for week ending 25-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	4.040	3.953	3.590
R3	3.850	3.763	3.537
R2	3.660	3.660	3.520
R1	3.573	3.573	3.502	3.522
PP	3.470	3.470	3.470	3.445
S1	3.383	3.383	3.468	3.332
S2	3.280	3.280	3.450
S3	3.090	3.193	3.433
S4	2.900	3.003	3.381

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.553	3.368	0.185	5.4%	0.094	2.7%	37%	True	False	11,404
10	3.650	3.368	0.282	8.2%	0.084	2.4%	24%	False	False	10,697
20	3.650	3.331	0.319	9.3%	0.082	2.4%	33%	False	False	11,590
40	3.650	3.331	0.319	9.3%	0.075	2.2%	33%	False	False	9,226
60	3.650	3.262	0.388	11.3%	0.078	2.3%	45%	False	False	10,369

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.018
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	4.127
2.618	3.906
1.618	3.771
1.000	3.688
0.618	3.636
HIGH	3.553
0.618	3.501
0.500	3.486
0.382	3.470
LOW	3.418
0.618	3.335
1.000	3.283
1.618	3.200
2.618	3.065
4.250	2.844

Fisher Pivots for day following 28-Aug-2023
Pivot	1 day	3 day
R1	3.486	3.461
PP	3.469	3.453
S1	3.453	3.445

Download as Excel Spreadsheet

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

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