NYMEX Natural Gas Future June 2024

Trading Metrics calculated at close of trading on 28-Sep-2023

Day Change Summary
	Previous	Current
	27-Sep-2023	28-Sep-2023	Change	Change %	Previous Week
Open	3.103	3.118	0.015	0.5%	3.104
High	3.138	3.168	0.030	1.0%	3.193
Low	3.097	3.102	0.005	0.2%	3.093
Close	3.116	3.159	0.043	1.4%	3.115
Range	0.041	0.066	0.025	61.0%	0.100
ATR	0.056	0.057	0.001	1.2%	0.000
Volume	1,700	2,721	1,021	60.1%	19,934

Daily Pivots for day following 28-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.341	3.316	3.195
R3	3.275	3.250	3.177
R2	3.209	3.209	3.171
R1	3.184	3.184	3.165	3.197
PP	3.143	3.143	3.143	3.149
S1	3.118	3.118	3.153	3.131
S2	3.077	3.077	3.147
S3	3.011	3.052	3.141
S4	2.945	2.986	3.123

Weekly Pivots for week ending 22-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.434	3.374	3.170
R3	3.334	3.274	3.143
R2	3.234	3.234	3.133
R1	3.174	3.174	3.124	3.204
PP	3.134	3.134	3.134	3.149
S1	3.074	3.074	3.106	3.104
S2	3.034	3.034	3.097
S3	2.934	2.974	3.088
S4	2.834	2.874	3.060

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.168	3.080	0.088	2.8%	0.049	1.5%	90%	True	False	2,251
10	3.193	3.080	0.113	3.6%	0.053	1.7%	70%	False	False	3,103
20	3.263	3.080	0.183	5.8%	0.054	1.7%	43%	False	False	2,539

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	0.013
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	3.449
2.618	3.341
1.618	3.275
1.000	3.234
0.618	3.209
HIGH	3.168
0.618	3.143
0.500	3.135
0.382	3.127
LOW	3.102
0.618	3.061
1.000	3.036
1.618	2.995
2.618	2.929
4.250	2.822

Fisher Pivots for day following 28-Sep-2023
Pivot	1 day	3 day
R1	3.151	3.147
PP	3.143	3.136
S1	3.135	3.124

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

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