NYMEX Natural Gas Future March 2024

Trading Metrics calculated at close of trading on 20-Dec-2023

Day Change Summary
	Previous	Current
	19-Dec-2023	20-Dec-2023	Change	Change %	Previous Week
Open	2.319	2.290	-0.029	-1.3%	2.300
High	2.325	2.305	-0.020	-0.9%	2.349
Low	2.182	2.187	0.005	0.2%	2.098
Close	2.234	2.208	-0.026	-1.2%	2.318
Range	0.143	0.118	-0.025	-17.5%	0.251
ATR	0.125	0.125	-0.001	-0.4%	0.000
Volume	78,430	70,871	-7,559	-9.6%	570,643

Daily Pivots for day following 20-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	2.587	2.516	2.273
R3	2.469	2.398	2.240
R2	2.351	2.351	2.230
R1	2.280	2.280	2.219	2.257
PP	2.233	2.233	2.233	2.222
S1	2.162	2.162	2.197	2.139
S2	2.115	2.115	2.186
S3	1.997	2.044	2.176
S4	1.879	1.926	2.143

Weekly Pivots for week ending 15-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.008	2.914	2.456
R3	2.757	2.663	2.387
R2	2.506	2.506	2.364
R1	2.412	2.412	2.341	2.459
PP	2.255	2.255	2.255	2.279
S1	2.161	2.161	2.295	2.208
S2	2.004	2.004	2.272
S3	1.753	1.910	2.249
S4	1.502	1.659	2.180

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.384	2.182	0.202	9.1%	0.109	5.0%	13%	False	False	72,723
10	2.425	2.098	0.327	14.8%	0.121	5.5%	34%	False	False	98,667
20	2.883	2.098	0.785	35.6%	0.115	5.2%	14%	False	False	71,840
40	3.520	2.098	1.422	64.4%	0.119	5.4%	8%	False	False	52,483
60	3.588	2.098	1.490	67.5%	0.111	5.0%	7%	False	False	43,301
80	3.588	2.098	1.490	67.5%	0.103	4.6%	7%	False	False	36,732
100	3.650	2.098	1.552	70.3%	0.098	4.5%	7%	False	False	31,704
120	3.650	2.098	1.552	70.3%	0.093	4.2%	7%	False	False	27,564

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.807
2.618	2.614
1.618	2.496
1.000	2.423
0.618	2.378
HIGH	2.305
0.618	2.260
0.500	2.246
0.382	2.232
LOW	2.187
0.618	2.114
1.000	2.069
1.618	1.996
2.618	1.878
4.250	1.686

Fisher Pivots for day following 20-Dec-2023
Pivot	1 day	3 day
R1	2.246	2.283
PP	2.233	2.258
S1	2.221	2.233

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

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