NYMEX Natural Gas Future June 2024

Trading Metrics calculated at close of trading on 29-Sep-2023

Day Change Summary
	Previous	Current
	28-Sep-2023	29-Sep-2023	Change	Change %	Previous Week
Open	3.118	3.170	0.052	1.7%	3.116
High	3.168	3.179	0.011	0.3%	3.179
Low	3.102	3.113	0.011	0.4%	3.080
Close	3.159	3.151	-0.008	-0.3%	3.151
Range	0.066	0.066	0.000	0.0%	0.099
ATR	0.057	0.058	0.001	1.1%	0.000
Volume	2,721	5,700	2,979	109.5%	15,082

Daily Pivots for day following 29-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.346	3.314	3.187
R3	3.280	3.248	3.169
R2	3.214	3.214	3.163
R1	3.182	3.182	3.157	3.165
PP	3.148	3.148	3.148	3.139
S1	3.116	3.116	3.145	3.099
S2	3.082	3.082	3.139
S3	3.016	3.050	3.133
S4	2.950	2.984	3.115

Weekly Pivots for week ending 29-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.434	3.391	3.205
R3	3.335	3.292	3.178
R2	3.236	3.236	3.169
R1	3.193	3.193	3.160	3.215
PP	3.137	3.137	3.137	3.147
S1	3.094	3.094	3.142	3.116
S2	3.038	3.038	3.133
S3	2.939	2.995	3.124
S4	2.840	2.896	3.097

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.179	3.080	0.099	3.1%	0.055	1.8%	72%	True	False	3,016
10	3.193	3.080	0.113	3.6%	0.053	1.7%	63%	False	False	3,501
20	3.259	3.080	0.179	5.7%	0.053	1.7%	40%	False	False	2,730

Crabel Price Patterns
NR	False
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	0.013

Fibonacci Retracements and Extensions
4.250	3.460
2.618	3.352
1.618	3.286
1.000	3.245
0.618	3.220
HIGH	3.179
0.618	3.154
0.500	3.146
0.382	3.138
LOW	3.113
0.618	3.072
1.000	3.047
1.618	3.006
2.618	2.940
4.250	2.833

Fisher Pivots for day following 29-Sep-2023
Pivot	1 day	3 day
R1	3.149	3.147
PP	3.148	3.142
S1	3.146	3.138

Download as Excel Spreadsheet

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

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