NYMEX Natural Gas Future June 2024

Trading Metrics calculated at close of trading on 22-Dec-2023

Day Change Summary
	Previous	Current
	21-Dec-2023	22-Dec-2023	Change	Change %	Previous Week
Open	2.413	2.497	0.084	3.5%	2.570
High	2.517	2.518	0.001	0.0%	2.600
Low	2.402	2.435	0.033	1.4%	2.400
Close	2.497	2.509	0.012	0.5%	2.509
Range	0.115	0.083	-0.032	-27.8%	0.200
ATR	0.105	0.103	-0.002	-1.5%	0.000
Volume	11,585	6,978	-4,607	-39.8%	55,615

Daily Pivots for day following 22-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	2.736	2.706	2.555
R3	2.653	2.623	2.532
R2	2.570	2.570	2.524
R1	2.540	2.540	2.517	2.555
PP	2.487	2.487	2.487	2.495
S1	2.457	2.457	2.501	2.472
S2	2.404	2.404	2.494
S3	2.321	2.374	2.486
S4	2.238	2.291	2.463

Weekly Pivots for week ending 22-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.103	3.006	2.619
R3	2.903	2.806	2.564
R2	2.703	2.703	2.546
R1	2.606	2.606	2.527	2.555
PP	2.503	2.503	2.503	2.477
S1	2.406	2.406	2.491	2.355
S2	2.303	2.303	2.472
S3	2.103	2.206	2.454
S4	1.903	2.006	2.399

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.600	2.400	0.200	8.0%	0.100	4.0%	55%	False	False	11,123
10	2.600	2.322	0.278	11.1%	0.111	4.4%	67%	False	False	13,256
20	2.915	2.322	0.593	23.6%	0.099	4.0%	32%	False	False	11,942
40	3.446	2.322	1.124	44.8%	0.093	3.7%	17%	False	False	9,372
60	3.446	2.322	1.124	44.8%	0.086	3.4%	17%	False	False	7,733
80	3.446	2.322	1.124	44.8%	0.078	3.1%	17%	False	False	6,435

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	2.871
2.618	2.735
1.618	2.652
1.000	2.601
0.618	2.569
HIGH	2.518
0.618	2.486
0.500	2.477
0.382	2.467
LOW	2.435
0.618	2.384
1.000	2.352
1.618	2.301
2.618	2.218
4.250	2.082

Fisher Pivots for day following 22-Dec-2023
Pivot	1 day	3 day
R1	2.498	2.492
PP	2.487	2.476
S1	2.477	2.459

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

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