NYMEX Natural Gas Future April 2024

Trading Metrics calculated at close of trading on 25-Sep-2023

Day Change Summary
	Previous	Current
	22-Sep-2023	25-Sep-2023	Change	Change %	Previous Week
Open	2.971	3.000	0.029	1.0%	2.972
High	2.992	3.013	0.021	0.7%	3.080
Low	2.952	2.963	0.011	0.4%	2.952
Close	2.974	3.005	0.031	1.0%	2.974
Range	0.040	0.050	0.010	25.0%	0.128
ATR	0.065	0.064	-0.001	-1.7%	0.000
Volume	14,129	12,775	-1,354	-9.6%	81,599

Daily Pivots for day following 25-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.144	3.124	3.033
R3	3.094	3.074	3.019
R2	3.044	3.044	3.014
R1	3.024	3.024	3.010	3.034
PP	2.994	2.994	2.994	2.999
S1	2.974	2.974	3.000	2.984
S2	2.944	2.944	2.996
S3	2.894	2.924	2.991
S4	2.844	2.874	2.978

Weekly Pivots for week ending 22-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.386	3.308	3.044
R3	3.258	3.180	3.009
R2	3.130	3.130	2.997
R1	3.052	3.052	2.986	3.091
PP	3.002	3.002	3.002	3.022
S1	2.924	2.924	2.962	2.963
S2	2.874	2.874	2.951
S3	2.746	2.796	2.939
S4	2.618	2.668	2.904

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.080	2.952	0.128	4.3%	0.053	1.8%	41%	False	False	16,083
10	3.091	2.952	0.139	4.6%	0.061	2.0%	38%	False	False	16,872
20	3.212	2.952	0.260	8.7%	0.067	2.2%	20%	False	False	15,265
40	3.292	2.952	0.340	11.3%	0.066	2.2%	16%	False	False	13,646
60	3.292	2.952	0.340	11.3%	0.066	2.2%	16%	False	False	11,542

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	0.016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.226
2.618	3.144
1.618	3.094
1.000	3.063
0.618	3.044
HIGH	3.013
0.618	2.994
0.500	2.988
0.382	2.982
LOW	2.963
0.618	2.932
1.000	2.913
1.618	2.882
2.618	2.832
4.250	2.751

Fisher Pivots for day following 25-Sep-2023
Pivot	1 day	3 day
R1	2.999	2.998
PP	2.994	2.991
S1	2.988	2.984

Download as Excel Spreadsheet

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

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