NYMEX Natural Gas Future May 2024

Trading Metrics calculated at close of trading on 11-Aug-2023

Day Change Summary
	Previous	Current
	10-Aug-2023	11-Aug-2023	Change	Change %	Previous Week
Open	3.247	3.241	-0.006	-0.2%	3.078
High	3.260	3.263	0.003	0.1%	3.274
Low	3.201	3.187	-0.014	-0.4%	3.073
Close	3.207	3.246	0.039	1.2%	3.246
Range	0.059	0.076	0.017	28.8%	0.201
ATR	0.063	0.064	0.001	1.5%	0.000
Volume	9,888	8,184	-1,704	-17.2%	47,238

Daily Pivots for day following 11-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.460	3.429	3.288
R3	3.384	3.353	3.267
R2	3.308	3.308	3.260
R1	3.277	3.277	3.253	3.293
PP	3.232	3.232	3.232	3.240
S1	3.201	3.201	3.239	3.217
S2	3.156	3.156	3.232
S3	3.080	3.125	3.225
S4	3.004	3.049	3.204

Weekly Pivots for week ending 11-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.801	3.724	3.357
R3	3.600	3.523	3.301
R2	3.399	3.399	3.283
R1	3.322	3.322	3.264	3.361
PP	3.198	3.198	3.198	3.217
S1	3.121	3.121	3.228	3.160
S2	2.997	2.997	3.209
S3	2.796	2.920	3.191
S4	2.595	2.719	3.135

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.274	3.073	0.201	6.2%	0.077	2.4%	86%	False	False	9,447
10	3.274	3.036	0.238	7.3%	0.066	2.0%	88%	False	False	6,790

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.586
2.618	3.462
1.618	3.386
1.000	3.339
0.618	3.310
HIGH	3.263
0.618	3.234
0.500	3.225
0.382	3.216
LOW	3.187
0.618	3.140
1.000	3.111
1.618	3.064
2.618	2.988
4.250	2.864

Fisher Pivots for day following 11-Aug-2023
Pivot	1 day	3 day
R1	3.239	3.238
PP	3.232	3.231
S1	3.225	3.223

Download as Excel Spreadsheet

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

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