NYMEX Natural Gas Future May 2024

Trading Metrics calculated at close of trading on 15-Sep-2023

Day Change Summary
	Previous	Current
	14-Sep-2023	15-Sep-2023	Change	Change %	Previous Week
Open	3.054	3.043	-0.011	-0.4%	3.034
High	3.096	3.056	-0.040	-1.3%	3.096
Low	3.036	2.984	-0.052	-1.7%	2.984
Close	3.045	2.996	-0.049	-1.6%	2.996
Range	0.060	0.072	0.012	20.0%	0.112
ATR	0.064	0.065	0.001	0.9%	0.000
Volume	7,372	4,608	-2,764	-37.5%	29,054

Daily Pivots for day following 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.228	3.184	3.036
R3	3.156	3.112	3.016
R2	3.084	3.084	3.009
R1	3.040	3.040	3.003	3.026
PP	3.012	3.012	3.012	3.005
S1	2.968	2.968	2.989	2.954
S2	2.940	2.940	2.983
S3	2.868	2.896	2.976
S4	2.796	2.824	2.956

Weekly Pivots for week ending 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.361	3.291	3.058
R3	3.249	3.179	3.027
R2	3.137	3.137	3.017
R1	3.067	3.067	3.006	3.046
PP	3.025	3.025	3.025	3.015
S1	2.955	2.955	2.986	2.934
S2	2.913	2.913	2.975
S3	2.801	2.843	2.965
S4	2.689	2.731	2.934

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.096	2.984	0.112	3.7%	0.059	2.0%	11%	False	True	5,810
10	3.160	2.984	0.176	5.9%	0.058	1.9%	7%	False	True	5,383
20	3.214	2.984	0.230	7.7%	0.065	2.2%	5%	False	True	5,031
40	3.274	2.984	0.290	9.7%	0.063	2.1%	4%	False	True	5,257

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	0.020
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	3.362
2.618	3.244
1.618	3.172
1.000	3.128
0.618	3.100
HIGH	3.056
0.618	3.028
0.500	3.020
0.382	3.012
LOW	2.984
0.618	2.940
1.000	2.912
1.618	2.868
2.618	2.796
4.250	2.678

Fisher Pivots for day following 15-Sep-2023
Pivot	1 day	3 day
R1	3.020	3.040
PP	3.012	3.025
S1	3.004	3.011

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

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