NYMEX Natural Gas Future June 2024

Trading Metrics calculated at close of trading on 15-Sep-2023

Day Change Summary
	Previous	Current
	14-Sep-2023	15-Sep-2023	Change	Change %	Previous Week
Open	3.166	3.163	-0.003	-0.1%	3.131
High	3.205	3.166	-0.039	-1.2%	3.205
Low	3.150	3.102	-0.048	-1.5%	3.102
Close	3.155	3.113	-0.042	-1.3%	3.113
Range	0.055	0.064	0.009	16.4%	0.103
ATR	0.062	0.062	0.000	0.2%	0.000
Volume	2,381	1,720	-661	-27.8%	10,717

Daily Pivots for day following 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.319	3.280	3.148
R3	3.255	3.216	3.131
R2	3.191	3.191	3.125
R1	3.152	3.152	3.119	3.140
PP	3.127	3.127	3.127	3.121
S1	3.088	3.088	3.107	3.076
S2	3.063	3.063	3.101
S3	2.999	3.024	3.095
S4	2.935	2.960	3.078

Weekly Pivots for week ending 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.449	3.384	3.170
R3	3.346	3.281	3.141
R2	3.243	3.243	3.132
R1	3.178	3.178	3.122	3.159
PP	3.140	3.140	3.140	3.131
S1	3.075	3.075	3.104	3.056
S2	3.037	3.037	3.094
S3	2.934	2.972	3.085
S4	2.831	2.869	3.056

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.205	3.102	0.103	3.3%	0.054	1.7%	11%	False	True	2,143
10	3.259	3.102	0.157	5.0%	0.054	1.7%	7%	False	True	1,959

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.016
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	3.438
2.618	3.334
1.618	3.270
1.000	3.230
0.618	3.206
HIGH	3.166
0.618	3.142
0.500	3.134
0.382	3.126
LOW	3.102
0.618	3.062
1.000	3.038
1.618	2.998
2.618	2.934
4.250	2.830

Fisher Pivots for day following 15-Sep-2023
Pivot	1 day	3 day
R1	3.134	3.154
PP	3.127	3.140
S1	3.120	3.127

Download as Excel Spreadsheet

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

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