NYMEX Natural Gas Future June 2024

Trading Metrics calculated at close of trading on 18-Sep-2023

Day Change Summary
	Previous	Current
	15-Sep-2023	18-Sep-2023	Change	Change %	Previous Week
Open	3.163	3.104	-0.059	-1.9%	3.131
High	3.166	3.170	0.004	0.1%	3.205
Low	3.102	3.093	-0.009	-0.3%	3.102
Close	3.113	3.166	0.053	1.7%	3.113
Range	0.064	0.077	0.013	20.3%	0.103
ATR	0.062	0.063	0.001	1.7%	0.000
Volume	1,720	2,059	339	19.7%	10,717

Daily Pivots for day following 18-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.374	3.347	3.208
R3	3.297	3.270	3.187
R2	3.220	3.220	3.180
R1	3.193	3.193	3.173	3.207
PP	3.143	3.143	3.143	3.150
S1	3.116	3.116	3.159	3.130
S2	3.066	3.066	3.152
S3	2.989	3.039	3.145
S4	2.912	2.962	3.124

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	3.093	0.112	3.5%	0.061	1.9%	65%	False	True	2,171
10	3.205	3.093	0.112	3.5%	0.054	1.7%	65%	False	True	2,060
20	3.304	3.093	0.211	6.7%	0.061	1.9%	35%	False	True	1,828

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.015
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	3.497
2.618	3.372
1.618	3.295
1.000	3.247
0.618	3.218
HIGH	3.170
0.618	3.141
0.500	3.132
0.382	3.122
LOW	3.093
0.618	3.045
1.000	3.016
1.618	2.968
2.618	2.891
4.250	2.766

Fisher Pivots for day following 18-Sep-2023
Pivot	1 day	3 day
R1	3.155	3.160
PP	3.143	3.155
S1	3.132	3.149

Download as Excel Spreadsheet

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

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