NYMEX Natural Gas Future May 2024

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

Day Change Summary
	Previous	Current
	24-Nov-2023	27-Nov-2023	Change	Change %	Previous Week
Open	2.796	2.732	-0.064	-2.3%	2.849
High	2.840	2.758	-0.082	-2.9%	2.883
Low	2.742	2.695	-0.047	-1.7%	2.742
Close	2.790	2.756	-0.034	-1.2%	2.790
Range	0.098	0.063	-0.035	-35.7%	0.141
ATR	0.090	0.090	0.000	0.4%	0.000
Volume	13,440	13,528	88	0.7%	49,835

Daily Pivots for day following 27-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	2.925	2.904	2.791
R3	2.862	2.841	2.773
R2	2.799	2.799	2.768
R1	2.778	2.778	2.762	2.789
PP	2.736	2.736	2.736	2.742
S1	2.715	2.715	2.750	2.726
S2	2.673	2.673	2.744
S3	2.610	2.652	2.739
S4	2.547	2.589	2.721

Weekly Pivots for week ending 24-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.228	3.150	2.868
R3	3.087	3.009	2.829
R2	2.946	2.946	2.816
R1	2.868	2.868	2.803	2.837
PP	2.805	2.805	2.805	2.789
S1	2.727	2.727	2.777	2.696
S2	2.664	2.664	2.764
S3	2.523	2.586	2.751
S4	2.382	2.445	2.712

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.883	2.695	0.188	6.8%	0.070	2.5%	32%	False	True	12,672
10	3.116	2.695	0.421	15.3%	0.089	3.2%	14%	False	True	14,722
20	3.343	2.695	0.648	23.5%	0.090	3.3%	9%	False	True	16,948
40	3.343	2.695	0.648	23.5%	0.085	3.1%	9%	False	True	14,542
60	3.343	2.695	0.648	23.5%	0.076	2.7%	9%	False	True	11,758
80	3.343	2.695	0.648	23.5%	0.074	2.7%	9%	False	True	10,285

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	0.025
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.026
2.618	2.923
1.618	2.860
1.000	2.821
0.618	2.797
HIGH	2.758
0.618	2.734
0.500	2.727
0.382	2.719
LOW	2.695
0.618	2.656
1.000	2.632
1.618	2.593
2.618	2.530
4.250	2.427

Fisher Pivots for day following 27-Nov-2023
Pivot	1 day	3 day
R1	2.746	2.768
PP	2.736	2.764
S1	2.727	2.760

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

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