NYMEX Natural Gas Future June 2024

Trading Metrics calculated at close of trading on 15-Dec-2023

Day Change Summary
	Previous	Current
	14-Dec-2023	15-Dec-2023	Change	Change %	Previous Week
Open	2.459	2.549	0.090	3.7%	2.495
High	2.548	2.587	0.039	1.5%	2.587
Low	2.445	2.505	0.060	2.5%	2.322
Close	2.527	2.570	0.043	1.7%	2.570
Range	0.103	0.082	-0.021	-20.4%	0.265
ATR	0.106	0.105	-0.002	-1.6%	0.000
Volume	13,199	10,836	-2,363	-17.9%	76,953

Daily Pivots for day following 15-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	2.800	2.767	2.615
R3	2.718	2.685	2.593
R2	2.636	2.636	2.585
R1	2.603	2.603	2.578	2.620
PP	2.554	2.554	2.554	2.562
S1	2.521	2.521	2.562	2.538
S2	2.472	2.472	2.555
S3	2.390	2.439	2.547
S4	2.308	2.357	2.525

Weekly Pivots for week ending 15-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.288	3.194	2.716
R3	3.023	2.929	2.643
R2	2.758	2.758	2.619
R1	2.664	2.664	2.594	2.711
PP	2.493	2.493	2.493	2.517
S1	2.399	2.399	2.546	2.446
S2	2.228	2.228	2.521
S3	1.963	2.134	2.497
S4	1.698	1.869	2.424

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.587	2.322	0.265	10.3%	0.122	4.7%	94%	True	False	15,390
10	2.789	2.322	0.467	18.2%	0.113	4.4%	53%	False	False	14,102
20	3.090	2.322	0.768	29.9%	0.094	3.7%	32%	False	False	10,758
40	3.446	2.322	1.124	43.7%	0.088	3.4%	22%	False	False	8,441
60	3.446	2.322	1.124	43.7%	0.082	3.2%	22%	False	False	6,994
80	3.446	2.322	1.124	43.7%	0.077	3.0%	22%	False	False	5,846

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.022
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	2.936
2.618	2.802
1.618	2.720
1.000	2.669
0.618	2.638
HIGH	2.587
0.618	2.556
0.500	2.546
0.382	2.536
LOW	2.505
0.618	2.454
1.000	2.423
1.618	2.372
2.618	2.290
4.250	2.157

Fisher Pivots for day following 15-Dec-2023
Pivot	1 day	3 day
R1	2.562	2.534
PP	2.554	2.497
S1	2.546	2.461

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

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