NYMEX Natural Gas Future March 2024

Trading Metrics calculated at close of trading on 22-Sep-2023

Day Change Summary
	Previous	Current
	21-Sep-2023	22-Sep-2023	Change	Change %	Previous Week
Open	3.233	3.201	-0.032	-1.0%	3.209
High	3.255	3.235	-0.020	-0.6%	3.327
Low	3.190	3.187	-0.003	-0.1%	3.187
Close	3.197	3.214	0.017	0.5%	3.214
Range	0.065	0.048	-0.017	-26.2%	0.140
ATR	0.077	0.075	-0.002	-2.7%	0.000
Volume	18,148	13,070	-5,078	-28.0%	83,123

Daily Pivots for day following 22-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.356	3.333	3.240
R3	3.308	3.285	3.227
R2	3.260	3.260	3.223
R1	3.237	3.237	3.218	3.249
PP	3.212	3.212	3.212	3.218
S1	3.189	3.189	3.210	3.201
S2	3.164	3.164	3.205
S3	3.116	3.141	3.201
S4	3.068	3.093	3.188

Weekly Pivots for week ending 22-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.663	3.578	3.291
R3	3.523	3.438	3.253
R2	3.383	3.383	3.240
R1	3.298	3.298	3.227	3.341
PP	3.243	3.243	3.243	3.264
S1	3.158	3.158	3.201	3.201
S2	3.103	3.103	3.188
S3	2.963	3.018	3.176
S4	2.823	2.878	3.137

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.327	3.187	0.140	4.4%	0.067	2.1%	19%	False	True	16,624
10	3.372	3.187	0.185	5.8%	0.069	2.1%	15%	False	True	18,456
20	3.553	3.187	0.366	11.4%	0.079	2.5%	7%	False	True	16,211
40	3.650	3.187	0.463	14.4%	0.078	2.4%	6%	False	True	13,665
60	3.650	3.187	0.463	14.4%	0.076	2.3%	6%	False	True	11,401
80	3.650	3.187	0.463	14.4%	0.078	2.4%	6%	False	True	11,846

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	0.014
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	3.439
2.618	3.361
1.618	3.313
1.000	3.283
0.618	3.265
HIGH	3.235
0.618	3.217
0.500	3.211
0.382	3.205
LOW	3.187
0.618	3.157
1.000	3.139
1.618	3.109
2.618	3.061
4.250	2.983

Fisher Pivots for day following 22-Sep-2023
Pivot	1 day	3 day
R1	3.213	3.241
PP	3.212	3.232
S1	3.211	3.223

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

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