NYMEX Natural Gas Future March 2024

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

Day Change Summary
	Previous	Current
	27-Sep-2023	28-Sep-2023	Change	Change %	Previous Week
Open	3.175	3.208	0.033	1.0%	3.209
High	3.226	3.257	0.031	1.0%	3.327
Low	3.170	3.194	0.024	0.8%	3.187
Close	3.206	3.249	0.043	1.3%	3.214
Range	0.056	0.063	0.007	12.5%	0.140
ATR	0.075	0.075	-0.001	-1.2%	0.000
Volume	15,774	15,643	-131	-0.8%	83,123

Daily Pivots for day following 28-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.422	3.399	3.284
R3	3.359	3.336	3.266
R2	3.296	3.296	3.261
R1	3.273	3.273	3.255	3.285
PP	3.233	3.233	3.233	3.239
S1	3.210	3.210	3.243	3.222
S2	3.170	3.170	3.237
S3	3.107	3.147	3.232
S4	3.044	3.084	3.214

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	3.267	3.151	0.116	3.6%	0.068	2.1%	84%	False	False	16,540
10	3.327	3.151	0.176	5.4%	0.071	2.2%	56%	False	False	17,006
20	3.479	3.151	0.328	10.1%	0.071	2.2%	30%	False	False	16,821
40	3.650	3.151	0.499	15.4%	0.078	2.4%	20%	False	False	14,531
60	3.650	3.151	0.499	15.4%	0.075	2.3%	20%	False	False	12,144
80	3.650	3.151	0.499	15.4%	0.077	2.4%	20%	False	False	12,151

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.525
2.618	3.422
1.618	3.359
1.000	3.320
0.618	3.296
HIGH	3.257
0.618	3.233
0.500	3.226
0.382	3.218
LOW	3.194
0.618	3.155
1.000	3.131
1.618	3.092
2.618	3.029
4.250	2.926

Fisher Pivots for day following 28-Sep-2023
Pivot	1 day	3 day
R1	3.241	3.235
PP	3.233	3.220
S1	3.226	3.206

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

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