NYMEX Natural Gas Future May 2024

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

Day Change Summary
	Previous	Current
	20-Nov-2023	21-Nov-2023	Change	Change %	Previous Week
Open	2.849	2.820	-0.029	-1.0%	3.045
High	2.883	2.834	-0.049	-1.7%	3.116
Low	2.811	2.773	-0.038	-1.4%	2.851
Close	2.820	2.785	-0.035	-1.2%	2.884
Range	0.072	0.061	-0.011	-15.3%	0.265
ATR	0.094	0.092	-0.002	-2.5%	0.000
Volume	11,330	13,288	1,958	17.3%	83,863

Daily Pivots for day following 21-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	2.980	2.944	2.819
R3	2.919	2.883	2.802
R2	2.858	2.858	2.796
R1	2.822	2.822	2.791	2.810
PP	2.797	2.797	2.797	2.791
S1	2.761	2.761	2.779	2.749
S2	2.736	2.736	2.774
S3	2.675	2.700	2.768
S4	2.614	2.639	2.751

Weekly Pivots for week ending 17-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.745	3.580	3.030
R3	3.480	3.315	2.957
R2	3.215	3.215	2.933
R1	3.050	3.050	2.908	3.000
PP	2.950	2.950	2.950	2.926
S1	2.785	2.785	2.860	2.735
S2	2.685	2.685	2.835
S3	2.420	2.520	2.811
S4	2.155	2.255	2.738

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.112	2.773	0.339	12.2%	0.102	3.6%	4%	False	True	15,016
10	3.159	2.773	0.386	13.9%	0.093	3.3%	3%	False	True	18,676
20	3.343	2.773	0.570	20.5%	0.093	3.3%	2%	False	True	16,820
40	3.343	2.773	0.570	20.5%	0.084	3.0%	2%	False	True	14,076
60	3.343	2.773	0.570	20.5%	0.076	2.7%	2%	False	True	11,387
80	3.343	2.773	0.570	20.5%	0.073	2.6%	2%	False	True	9,986

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.019
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	3.093
2.618	2.994
1.618	2.933
1.000	2.895
0.618	2.872
HIGH	2.834
0.618	2.811
0.500	2.804
0.382	2.796
LOW	2.773
0.618	2.735
1.000	2.712
1.618	2.674
2.618	2.613
4.250	2.514

Fisher Pivots for day following 21-Nov-2023
Pivot	1 day	3 day
R1	2.804	2.874
PP	2.797	2.844
S1	2.791	2.815

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

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