NYMEX Natural Gas Future June 2024

Trading Metrics calculated at close of trading on 14-Dec-2023

Day Change Summary
	Previous	Current
	13-Dec-2023	14-Dec-2023	Change	Change %	Previous Week
Open	2.367	2.459	0.092	3.9%	2.744
High	2.501	2.548	0.047	1.9%	2.789
Low	2.334	2.445	0.111	4.8%	2.519
Close	2.453	2.527	0.074	3.0%	2.570
Range	0.167	0.103	-0.064	-38.3%	0.270
ATR	0.107	0.106	0.000	-0.3%	0.000
Volume	15,094	13,199	-1,895	-12.6%	64,075

Daily Pivots for day following 14-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	2.816	2.774	2.584
R3	2.713	2.671	2.555
R2	2.610	2.610	2.546
R1	2.568	2.568	2.536	2.589
PP	2.507	2.507	2.507	2.517
S1	2.465	2.465	2.518	2.486
S2	2.404	2.404	2.508
S3	2.301	2.362	2.499
S4	2.198	2.259	2.470

Weekly Pivots for week ending 08-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.436	3.273	2.719
R3	3.166	3.003	2.644
R2	2.896	2.896	2.620
R1	2.733	2.733	2.595	2.680
PP	2.626	2.626	2.626	2.599
S1	2.463	2.463	2.545	2.410
S2	2.356	2.356	2.521
S3	2.086	2.193	2.496
S4	1.816	1.923	2.422

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.601	2.322	0.279	11.0%	0.122	4.8%	73%	False	False	15,725
10	2.829	2.322	0.507	20.1%	0.111	4.4%	40%	False	False	13,796
20	3.211	2.322	0.889	35.2%	0.097	3.8%	23%	False	False	10,556
40	3.446	2.322	1.124	44.5%	0.088	3.5%	18%	False	False	8,254
60	3.446	2.322	1.124	44.5%	0.081	3.2%	18%	False	False	6,912
80	3.446	2.322	1.124	44.5%	0.076	3.0%	18%	False	False	5,730

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	0.021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.986
2.618	2.818
1.618	2.715
1.000	2.651
0.618	2.612
HIGH	2.548
0.618	2.509
0.500	2.497
0.382	2.484
LOW	2.445
0.618	2.381
1.000	2.342
1.618	2.278
2.618	2.175
4.250	2.007

Fisher Pivots for day following 14-Dec-2023
Pivot	1 day	3 day
R1	2.517	2.498
PP	2.507	2.470
S1	2.497	2.441

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

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