NYMEX Natural Gas Future May 2024

Trading Metrics calculated at close of trading on 27-Oct-2023

Day Change Summary
	Previous	Current
	26-Oct-2023	27-Oct-2023	Change	Change %	Previous Week
Open	3.120	3.186	0.066	2.1%	3.039
High	3.189	3.215	0.026	0.8%	3.215
Low	3.097	3.118	0.021	0.7%	3.022
Close	3.150	3.148	-0.002	-0.1%	3.148
Range	0.092	0.097	0.005	5.4%	0.193
ATR	0.074	0.075	0.002	2.3%	0.000
Volume	15,284	13,687	-1,597	-10.4%	55,268

Daily Pivots for day following 27-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.451	3.397	3.201
R3	3.354	3.300	3.175
R2	3.257	3.257	3.166
R1	3.203	3.203	3.157	3.182
PP	3.160	3.160	3.160	3.150
S1	3.106	3.106	3.139	3.085
S2	3.063	3.063	3.130
S3	2.966	3.009	3.121
S4	2.869	2.912	3.095

Weekly Pivots for week ending 27-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.707	3.621	3.254
R3	3.514	3.428	3.201
R2	3.321	3.321	3.183
R1	3.235	3.235	3.166	3.278
PP	3.128	3.128	3.128	3.150
S1	3.042	3.042	3.130	3.085
S2	2.935	2.935	3.113
S3	2.742	2.849	3.095
S4	2.549	2.656	3.042

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.215	3.022	0.193	6.1%	0.071	2.2%	65%	True	False	11,053
10	3.234	3.022	0.212	6.7%	0.074	2.3%	59%	False	False	10,161
20	3.326	2.962	0.364	11.6%	0.080	2.5%	51%	False	False	12,136
40	3.326	2.948	0.378	12.0%	0.068	2.2%	53%	False	False	9,164
60	3.326	2.948	0.378	12.0%	0.068	2.2%	53%	False	False	8,064

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.015
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	3.627
2.618	3.469
1.618	3.372
1.000	3.312
0.618	3.275
HIGH	3.215
0.618	3.178
0.500	3.167
0.382	3.155
LOW	3.118
0.618	3.058
1.000	3.021
1.618	2.961
2.618	2.864
4.250	2.706

Fisher Pivots for day following 27-Oct-2023
Pivot	1 day	3 day
R1	3.167	3.145
PP	3.160	3.143
S1	3.154	3.140

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

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