NYMEX Natural Gas Future June 2024

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

Day Change Summary
	Previous	Current
	26-Oct-2023	27-Oct-2023	Change	Change %	Previous Week
Open	3.233	3.288	0.055	1.7%	3.160
High	3.291	3.311	0.020	0.6%	3.311
Low	3.207	3.228	0.021	0.7%	3.142
Close	3.255	3.255	0.000	0.0%	3.255
Range	0.084	0.083	-0.001	-1.2%	0.169
ATR	0.070	0.071	0.001	1.4%	0.000
Volume	4,712	6,151	1,439	30.5%	21,017

Daily Pivots for day following 27-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.514	3.467	3.301
R3	3.431	3.384	3.278
R2	3.348	3.348	3.270
R1	3.301	3.301	3.263	3.283
PP	3.265	3.265	3.265	3.256
S1	3.218	3.218	3.247	3.200
S2	3.182	3.182	3.240
S3	3.099	3.135	3.232
S4	3.016	3.052	3.209

Weekly Pivots for week ending 27-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.743	3.668	3.348
R3	3.574	3.499	3.301
R2	3.405	3.405	3.286
R1	3.330	3.330	3.270	3.368
PP	3.236	3.236	3.236	3.255
S1	3.161	3.161	3.240	3.199
S2	3.067	3.067	3.224
S3	2.898	2.992	3.209
S4	2.729	2.823	3.162

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.311	3.142	0.169	5.2%	0.066	2.0%	67%	True	False	4,203
10	3.345	3.142	0.203	6.2%	0.069	2.1%	56%	False	False	3,444
20	3.427	3.099	0.328	10.1%	0.074	2.3%	48%	False	False	4,478
40	3.427	3.080	0.347	10.7%	0.064	2.0%	50%	False	False	3,604

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	0.017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.664
2.618	3.528
1.618	3.445
1.000	3.394
0.618	3.362
HIGH	3.311
0.618	3.279
0.500	3.270
0.382	3.260
LOW	3.228
0.618	3.177
1.000	3.145
1.618	3.094
2.618	3.011
4.250	2.875

Fisher Pivots for day following 27-Oct-2023
Pivot	1 day	3 day
R1	3.270	3.253
PP	3.265	3.251
S1	3.260	3.249

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

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