NYMEX Natural Gas Future May 2024

Trading Metrics calculated at close of trading on 21-Sep-2023

Day Change Summary
	Previous	Current
	20-Sep-2023	21-Sep-2023	Change	Change %	Previous Week
Open	3.042	2.999	-0.043	-1.4%	3.034
High	3.054	3.019	-0.035	-1.1%	3.096
Low	2.992	2.970	-0.022	-0.7%	2.984
Close	2.998	2.978	-0.020	-0.7%	2.996
Range	0.062	0.049	-0.013	-21.0%	0.112
ATR	0.064	0.063	-0.001	-1.6%	0.000
Volume	9,573	9,867	294	3.1%	29,054

Daily Pivots for day following 21-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.136	3.106	3.005
R3	3.087	3.057	2.991
R2	3.038	3.038	2.987
R1	3.008	3.008	2.982	2.999
PP	2.989	2.989	2.989	2.984
S1	2.959	2.959	2.974	2.950
S2	2.940	2.940	2.969
S3	2.891	2.910	2.965
S4	2.842	2.861	2.951

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	3.076	2.970	0.106	3.6%	0.060	2.0%	8%	False	True	7,285
10	3.096	2.970	0.126	4.2%	0.057	1.9%	6%	False	True	6,494
20	3.196	2.970	0.226	7.6%	0.066	2.2%	4%	False	True	5,706
40	3.274	2.970	0.304	10.2%	0.064	2.1%	3%	False	True	5,688

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.227
2.618	3.147
1.618	3.098
1.000	3.068
0.618	3.049
HIGH	3.019
0.618	3.000
0.500	2.995
0.382	2.989
LOW	2.970
0.618	2.940
1.000	2.921
1.618	2.891
2.618	2.842
4.250	2.762

Fisher Pivots for day following 21-Sep-2023
Pivot	1 day	3 day
R1	2.995	3.023
PP	2.989	3.008
S1	2.984	2.993

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

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