NYMEX Natural Gas Future August 2023

Trading Metrics calculated at close of trading on 28-Dec-2022

Day Change Summary
	Previous	Current
	27-Dec-2022	28-Dec-2022	Change	Change %	Previous Week
Open	4.455	4.408	-0.047	-1.1%	5.188
High	4.524	4.408	-0.116	-2.6%	5.188
Low	4.318	4.153	-0.165	-3.8%	4.289
Close	4.402	4.246	-0.156	-3.5%	4.392
Range	0.206	0.255	0.049	23.8%	0.899
ATR	0.239	0.240	0.001	0.5%	0.000
Volume	3,631	4,152	521	14.3%	30,484

Daily Pivots for day following 28-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	5.034	4.895	4.386
R3	4.779	4.640	4.316
R2	4.524	4.524	4.293
R1	4.385	4.385	4.269	4.327
PP	4.269	4.269	4.269	4.240
S1	4.130	4.130	4.223	4.072
S2	4.014	4.014	4.199
S3	3.759	3.875	4.176
S4	3.504	3.620	4.106

Weekly Pivots for week ending 23-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	7.320	6.755	4.886
R3	6.421	5.856	4.639
R2	5.522	5.522	4.557
R1	4.957	4.957	4.474	4.790
PP	4.623	4.623	4.623	4.540
S1	4.058	4.058	4.310	3.891
S2	3.724	3.724	4.227
S3	2.825	3.159	4.145
S4	1.926	2.260	3.898

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.888	4.153	0.735	17.3%	0.255	6.0%	13%	False	True	5,033
10	5.461	4.153	1.308	30.8%	0.248	5.8%	7%	False	True	5,793
20	5.464	4.153	1.311	30.9%	0.228	5.4%	7%	False	True	6,343
40	5.464	4.153	1.311	30.9%	0.209	4.9%	7%	False	True	5,724

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.026
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.492
2.618	5.076
1.618	4.821
1.000	4.663
0.618	4.566
HIGH	4.408
0.618	4.311
0.500	4.281
0.382	4.250
LOW	4.153
0.618	3.995
1.000	3.898
1.618	3.740
2.618	3.485
4.250	3.069

Fisher Pivots for day following 28-Dec-2022
Pivot	1 day	3 day
R1	4.281	4.339
PP	4.269	4.308
S1	4.258	4.277

Download as Excel Spreadsheet

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

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