NYMEX Natural Gas Future April 2024

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

Day Change Summary
	Previous	Current
	19-Sep-2023	20-Sep-2023	Change	Change %	Previous Week
Open	3.047	3.031	-0.016	-0.5%	3.049
High	3.080	3.056	-0.024	-0.8%	3.091
Low	3.034	2.986	-0.048	-1.6%	2.978
Close	3.041	2.992	-0.049	-1.6%	2.990
Range	0.046	0.070	0.024	52.2%	0.113
ATR	0.068	0.068	0.000	0.2%	0.000
Volume	15,778	18,634	2,856	18.1%	86,035

Daily Pivots for day following 20-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.221	3.177	3.031
R3	3.151	3.107	3.011
R2	3.081	3.081	3.005
R1	3.037	3.037	2.998	3.024
PP	3.011	3.011	3.011	3.005
S1	2.967	2.967	2.986	2.954
S2	2.941	2.941	2.979
S3	2.871	2.897	2.973
S4	2.801	2.827	2.954

Weekly Pivots for week ending 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.359	3.287	3.052
R3	3.246	3.174	3.021
R2	3.133	3.133	3.011
R1	3.061	3.061	3.000	3.041
PP	3.020	3.020	3.020	3.009
S1	2.948	2.948	2.980	2.928
S2	2.907	2.907	2.969
S3	2.794	2.835	2.959
S4	2.681	2.722	2.928

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.091	2.963	0.128	4.3%	0.067	2.2%	23%	False	False	16,437
10	3.091	2.963	0.128	4.3%	0.062	2.1%	23%	False	False	16,114
20	3.212	2.963	0.249	8.3%	0.070	2.3%	12%	False	False	14,669
40	3.292	2.963	0.329	11.0%	0.068	2.3%	9%	False	False	13,101
60	3.292	2.963	0.329	11.0%	0.067	2.3%	9%	False	False	11,133

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	0.014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.354
2.618	3.239
1.618	3.169
1.000	3.126
0.618	3.099
HIGH	3.056
0.618	3.029
0.500	3.021
0.382	3.013
LOW	2.986
0.618	2.943
1.000	2.916
1.618	2.873
2.618	2.803
4.250	2.689

Fisher Pivots for day following 20-Sep-2023
Pivot	1 day	3 day
R1	3.021	3.022
PP	3.011	3.012
S1	3.002	3.002

Download as Excel Spreadsheet

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

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