NYMEX Natural Gas Future March 2024

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

Day Change Summary
	Previous	Current
	21-Nov-2023	22-Nov-2023	Change	Change %	Previous Week
Open	2.849	2.793	-0.056	-2.0%	3.083
High	2.875	2.848	-0.027	-0.9%	3.203
Low	2.790	2.764	-0.026	-0.9%	2.865
Close	2.800	2.830	0.030	1.1%	2.924
Range	0.085	0.084	-0.001	-1.2%	0.338
ATR	0.121	0.118	-0.003	-2.2%	0.000
Volume	33,977	40,199	6,222	18.3%	178,555

Daily Pivots for day following 22-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.066	3.032	2.876
R3	2.982	2.948	2.853
R2	2.898	2.898	2.845
R1	2.864	2.864	2.838	2.881
PP	2.814	2.814	2.814	2.823
S1	2.780	2.780	2.822	2.797
S2	2.730	2.730	2.815
S3	2.646	2.696	2.807
S4	2.562	2.612	2.784

Weekly Pivots for week ending 17-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	4.011	3.806	3.110
R3	3.673	3.468	3.017
R2	3.335	3.335	2.986
R1	3.130	3.130	2.955	3.064
PP	2.997	2.997	2.997	2.964
S1	2.792	2.792	2.893	2.726
S2	2.659	2.659	2.862
S3	2.321	2.454	2.831
S4	1.983	2.116	2.738

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.166	2.764	0.402	14.2%	0.122	4.3%	16%	False	True	35,182
10	3.203	2.764	0.439	15.5%	0.117	4.1%	15%	False	True	34,441
20	3.520	2.764	0.756	26.7%	0.122	4.3%	9%	False	True	34,287
40	3.588	2.764	0.824	29.1%	0.110	3.9%	8%	False	True	29,642
60	3.588	2.764	0.824	29.1%	0.098	3.5%	8%	False	True	25,371
80	3.650	2.764	0.886	31.3%	0.094	3.3%	7%	False	True	22,026
100	3.650	2.764	0.886	31.3%	0.089	3.1%	7%	False	True	19,051
120	3.650	2.764	0.886	31.3%	0.088	3.1%	7%	False	True	17,969

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.028
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.205
2.618	3.068
1.618	2.984
1.000	2.932
0.618	2.900
HIGH	2.848
0.618	2.816
0.500	2.806
0.382	2.796
LOW	2.764
0.618	2.712
1.000	2.680
1.618	2.628
2.618	2.544
4.250	2.407

Fisher Pivots for day following 22-Nov-2023
Pivot	1 day	3 day
R1	2.822	2.845
PP	2.814	2.840
S1	2.806	2.835

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

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