NYMEX Natural Gas Future May 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	3.060	3.042	-0.018	-0.6%	3.034
High	3.076	3.054	-0.022	-0.7%	3.096
Low	3.035	2.992	-0.043	-1.4%	2.984
Close	3.042	2.998	-0.044	-1.4%	2.996
Range	0.041	0.062	0.021	51.2%	0.112
ATR	0.064	0.064	0.000	-0.2%	0.000
Volume	7,488	9,573	2,085	27.8%	29,054

Daily Pivots for day following 20-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.201	3.161	3.032
R3	3.139	3.099	3.015
R2	3.077	3.077	3.009
R1	3.037	3.037	3.004	3.026
PP	3.015	3.015	3.015	3.009
S1	2.975	2.975	2.992	2.964
S2	2.953	2.953	2.987
S3	2.891	2.913	2.981
S4	2.829	2.851	2.964

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	2.978	0.118	3.9%	0.062	2.1%	17%	False	False	6,786
10	3.096	2.978	0.118	3.9%	0.059	2.0%	17%	False	False	6,165
20	3.196	2.978	0.218	7.3%	0.066	2.2%	9%	False	False	5,414
40	3.274	2.978	0.296	9.9%	0.064	2.1%	7%	False	False	5,524

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	0.017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.318
2.618	3.216
1.618	3.154
1.000	3.116
0.618	3.092
HIGH	3.054
0.618	3.030
0.500	3.023
0.382	3.016
LOW	2.992
0.618	2.954
1.000	2.930
1.618	2.892
2.618	2.830
4.250	2.729

Fisher Pivots for day following 20-Sep-2023
Pivot	1 day	3 day
R1	3.023	3.027
PP	3.015	3.017
S1	3.006	3.008

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

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