NYMEX Natural Gas Future March 2024

Trading Metrics calculated at close of trading on 05-Sep-2023

Day Change Summary
	Previous	Current
	01-Sep-2023	05-Sep-2023	Change	Change %	Previous Week
Open	3.409	3.352	-0.057	-1.7%	3.533
High	3.468	3.366	-0.102	-2.9%	3.553
Low	3.384	3.298	-0.086	-2.5%	3.323
Close	3.400	3.328	-0.072	-2.1%	3.400
Range	0.084	0.068	-0.016	-19.0%	0.230
ATR	0.087	0.088	0.001	1.2%	0.000
Volume	9,805	15,794	5,989	61.1%	69,832

Daily Pivots for day following 05-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.535	3.499	3.365
R3	3.467	3.431	3.347
R2	3.399	3.399	3.340
R1	3.363	3.363	3.334	3.347
PP	3.331	3.331	3.331	3.323
S1	3.295	3.295	3.322	3.279
S2	3.263	3.263	3.316
S3	3.195	3.227	3.309
S4	3.127	3.159	3.291

Weekly Pivots for week ending 01-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	4.115	3.988	3.527
R3	3.885	3.758	3.463
R2	3.655	3.655	3.442
R1	3.528	3.528	3.421	3.477
PP	3.425	3.425	3.425	3.400
S1	3.298	3.298	3.379	3.247
S2	3.195	3.195	3.358
S3	2.965	3.068	3.337
S4	2.735	2.838	3.274

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.479	3.298	0.181	5.4%	0.096	2.9%	17%	False	True	14,637
10	3.553	3.298	0.255	7.7%	0.095	2.9%	12%	False	True	13,021
20	3.650	3.298	0.352	10.6%	0.088	2.6%	9%	False	True	12,835
40	3.650	3.298	0.352	10.6%	0.078	2.3%	9%	False	True	10,319
60	3.650	3.291	0.359	10.8%	0.079	2.4%	10%	False	False	10,203

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.023
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	3.655
2.618	3.544
1.618	3.476
1.000	3.434
0.618	3.408
HIGH	3.366
0.618	3.340
0.500	3.332
0.382	3.324
LOW	3.298
0.618	3.256
1.000	3.230
1.618	3.188
2.618	3.120
4.250	3.009

Fisher Pivots for day following 05-Sep-2023
Pivot	1 day	3 day
R1	3.332	3.389
PP	3.331	3.368
S1	3.329	3.348

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

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