NYMEX Natural Gas Future May 2024

Trading Metrics calculated at close of trading on 20-Oct-2023

Day Change Summary
	Previous	Current
	19-Oct-2023	20-Oct-2023	Change	Change %	Previous Week
Open	3.173	3.072	-0.101	-3.2%	3.225
High	3.182	3.086	-0.096	-3.0%	3.234
Low	3.074	3.038	-0.036	-1.2%	3.038
Close	3.082	3.065	-0.017	-0.6%	3.065
Range	0.108	0.048	-0.060	-55.6%	0.196
ATR	0.079	0.076	-0.002	-2.8%	0.000
Volume	10,550	9,803	-747	-7.1%	46,348

Daily Pivots for day following 20-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.207	3.184	3.091
R3	3.159	3.136	3.078
R2	3.111	3.111	3.074
R1	3.088	3.088	3.069	3.076
PP	3.063	3.063	3.063	3.057
S1	3.040	3.040	3.061	3.028
S2	3.015	3.015	3.056
S3	2.967	2.992	3.052
S4	2.919	2.944	3.039

Weekly Pivots for week ending 20-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.700	3.579	3.173
R3	3.504	3.383	3.119
R2	3.308	3.308	3.101
R1	3.187	3.187	3.083	3.150
PP	3.112	3.112	3.112	3.094
S1	2.991	2.991	3.047	2.954
S2	2.916	2.916	3.029
S3	2.720	2.795	3.011
S4	2.524	2.599	2.957

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.234	3.038	0.196	6.4%	0.076	2.5%	14%	False	True	9,269
10	3.326	3.038	0.288	9.4%	0.080	2.6%	9%	False	True	11,006
20	3.326	2.948	0.378	12.3%	0.077	2.5%	31%	False	False	11,053
40	3.326	2.948	0.378	12.3%	0.070	2.3%	31%	False	False	8,359
60	3.326	2.948	0.378	12.3%	0.067	2.2%	31%	False	False	7,501

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	3.290
2.618	3.212
1.618	3.164
1.000	3.134
0.618	3.116
HIGH	3.086
0.618	3.068
0.500	3.062
0.382	3.056
LOW	3.038
0.618	3.008
1.000	2.990
1.618	2.960
2.618	2.912
4.250	2.834

Fisher Pivots for day following 20-Oct-2023
Pivot	1 day	3 day
R1	3.064	3.122
PP	3.063	3.103
S1	3.062	3.084

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

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