NYMEX Natural Gas Future May 2024

Trading Metrics calculated at close of trading on 28-Aug-2023

Day Change Summary
	Previous	Current
	25-Aug-2023	28-Aug-2023	Change	Change %	Previous Week
Open	3.102	3.180	0.078	2.5%	3.162
High	3.154	3.196	0.042	1.3%	3.214
Low	3.088	3.096	0.008	0.3%	3.060
Close	3.141	3.112	-0.029	-0.9%	3.141
Range	0.066	0.100	0.034	51.5%	0.154
ATR	0.062	0.064	0.003	4.4%	0.000
Volume	2,842	3,805	963	33.9%	21,407

Daily Pivots for day following 28-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.435	3.373	3.167
R3	3.335	3.273	3.140
R2	3.235	3.235	3.130
R1	3.173	3.173	3.121	3.154
PP	3.135	3.135	3.135	3.125
S1	3.073	3.073	3.103	3.054
S2	3.035	3.035	3.094
S3	2.935	2.973	3.085
S4	2.835	2.873	3.057

Weekly Pivots for week ending 25-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.600	3.525	3.226
R3	3.446	3.371	3.183
R2	3.292	3.292	3.169
R1	3.217	3.217	3.155	3.178
PP	3.138	3.138	3.138	3.119
S1	3.063	3.063	3.127	3.024
S2	2.984	2.984	3.113
S3	2.830	2.909	3.099
S4	2.676	2.755	3.056

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.196	3.060	0.136	4.4%	0.070	2.3%	38%	True	False	4,446
10	3.269	3.060	0.209	6.7%	0.065	2.1%	25%	False	False	4,443
20	3.274	3.036	0.238	7.6%	0.065	2.1%	32%	False	False	5,786

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.011
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	3.621
2.618	3.458
1.618	3.358
1.000	3.296
0.618	3.258
HIGH	3.196
0.618	3.158
0.500	3.146
0.382	3.134
LOW	3.096
0.618	3.034
1.000	2.996
1.618	2.934
2.618	2.834
4.250	2.671

Fisher Pivots for day following 28-Aug-2023
Pivot	1 day	3 day
R1	3.146	3.128
PP	3.135	3.123
S1	3.123	3.117

Download as Excel Spreadsheet

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

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