NYMEX Natural Gas Future June 2024

Trading Metrics calculated at close of trading on 26-Dec-2023

Day Change Summary
	Previous	Current
	22-Dec-2023	26-Dec-2023	Change	Change %	Previous Week
Open	2.497	2.449	-0.048	-1.9%	2.570
High	2.518	2.492	-0.026	-1.0%	2.600
Low	2.435	2.431	-0.004	-0.2%	2.400
Close	2.509	2.459	-0.050	-2.0%	2.509
Range	0.083	0.061	-0.022	-26.5%	0.200
ATR	0.103	0.101	-0.002	-1.7%	0.000
Volume	6,978	5,971	-1,007	-14.4%	55,615

Daily Pivots for day following 26-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	2.644	2.612	2.493
R3	2.583	2.551	2.476
R2	2.522	2.522	2.470
R1	2.490	2.490	2.465	2.506
PP	2.461	2.461	2.461	2.469
S1	2.429	2.429	2.453	2.445
S2	2.400	2.400	2.448
S3	2.339	2.368	2.442
S4	2.278	2.307	2.425

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	2.551	2.400	0.151	6.1%	0.100	4.1%	39%	False	False	9,953
10	2.600	2.334	0.266	10.8%	0.100	4.0%	47%	False	False	11,625
20	2.915	2.322	0.593	24.1%	0.099	4.0%	23%	False	False	11,903
40	3.446	2.322	1.124	45.7%	0.092	3.8%	12%	False	False	9,368
60	3.446	2.322	1.124	45.7%	0.086	3.5%	12%	False	False	7,738
80	3.446	2.322	1.124	45.7%	0.078	3.2%	12%	False	False	6,486

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.019
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	2.751
2.618	2.652
1.618	2.591
1.000	2.553
0.618	2.530
HIGH	2.492
0.618	2.469
0.500	2.462
0.382	2.454
LOW	2.431
0.618	2.393
1.000	2.370
1.618	2.332
2.618	2.271
4.250	2.172

Fisher Pivots for day following 26-Dec-2023
Pivot	1 day	3 day
R1	2.462	2.460
PP	2.461	2.460
S1	2.460	2.459

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

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