NYMEX Natural Gas Future April 2024

Trading Metrics calculated at close of trading on 12-Sep-2023

Day Change Summary
	Previous	Current
	11-Sep-2023	12-Sep-2023	Change	Change %	Previous Week
Open	3.049	3.043	-0.006	-0.2%	3.066
High	3.059	3.090	0.031	1.0%	3.077
Low	3.016	3.030	0.014	0.5%	3.002
Close	3.036	3.067	0.031	1.0%	3.048
Range	0.043	0.060	0.017	39.5%	0.075
ATR	0.069	0.069	-0.001	-1.0%	0.000
Volume	11,689	16,953	5,264	45.0%	51,298

Daily Pivots for day following 12-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.242	3.215	3.100
R3	3.182	3.155	3.084
R2	3.122	3.122	3.078
R1	3.095	3.095	3.073	3.109
PP	3.062	3.062	3.062	3.069
S1	3.035	3.035	3.062	3.049
S2	3.002	3.002	3.056
S3	2.942	2.975	3.051
S4	2.882	2.915	3.034

Weekly Pivots for week ending 08-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.267	3.233	3.089
R3	3.192	3.158	3.069
R2	3.117	3.117	3.062
R1	3.083	3.083	3.055	3.063
PP	3.042	3.042	3.042	3.032
S1	3.008	3.008	3.041	2.988
S2	2.967	2.967	3.034
S3	2.892	2.933	3.027
S4	2.817	2.858	3.007

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.090	3.002	0.088	2.9%	0.054	1.8%	74%	True	False	13,193
10	3.175	3.002	0.173	5.6%	0.068	2.2%	38%	False	False	14,224
20	3.292	3.002	0.290	9.5%	0.069	2.2%	22%	False	False	13,036
40	3.292	3.002	0.290	9.5%	0.066	2.2%	22%	False	False	11,805
60	3.292	3.002	0.290	9.5%	0.068	2.2%	22%	False	False	10,376

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	0.020
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.345
2.618	3.247
1.618	3.187
1.000	3.150
0.618	3.127
HIGH	3.090
0.618	3.067
0.500	3.060
0.382	3.053
LOW	3.030
0.618	2.993
1.000	2.970
1.618	2.933
2.618	2.873
4.250	2.775

Fisher Pivots for day following 12-Sep-2023
Pivot	1 day	3 day
R1	3.065	3.062
PP	3.062	3.058
S1	3.060	3.053

Download as Excel Spreadsheet

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

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