NYMEX Natural Gas Future August 2023

Trading Metrics calculated at close of trading on 27-Jul-2023

Day Change Summary
	Previous	Current
	26-Jul-2023	27-Jul-2023	Change	Change %	Previous Week
Open	2.720	2.627	-0.093	-3.4%	2.548
High	2.739	2.650	-0.089	-3.2%	2.789
Low	2.625	2.463	-0.162	-6.2%	2.484
Close	2.665	2.492	-0.173	-6.5%	2.713
Range	0.114	0.187	0.073	64.0%	0.305
ATR	0.126	0.131	0.005	4.3%	0.000
Volume	37,310	2,365	-34,945	-93.7%	607,852

Daily Pivots for day following 27-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.096	2.981	2.595
R3	2.909	2.794	2.543
R2	2.722	2.722	2.526
R1	2.607	2.607	2.509	2.571
PP	2.535	2.535	2.535	2.517
S1	2.420	2.420	2.475	2.384
S2	2.348	2.348	2.458
S3	2.161	2.233	2.441
S4	1.974	2.046	2.389

Weekly Pivots for week ending 21-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.577	3.450	2.881
R3	3.272	3.145	2.797
R2	2.967	2.967	2.769
R1	2.840	2.840	2.741	2.904
PP	2.662	2.662	2.662	2.694
S1	2.535	2.535	2.685	2.599
S2	2.357	2.357	2.657
S3	2.052	2.230	2.629
S4	1.747	1.925	2.545

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.786	2.463	0.323	13.0%	0.120	4.8%	9%	False	True	44,707
10	2.789	2.463	0.326	13.1%	0.117	4.7%	9%	False	True	87,183
20	2.828	2.463	0.365	14.6%	0.123	4.9%	8%	False	True	105,392
40	2.936	2.244	0.692	27.8%	0.131	5.3%	36%	False	False	100,061
60	2.936	2.244	0.692	27.8%	0.130	5.2%	36%	False	False	78,389
80	2.936	2.244	0.692	27.8%	0.127	5.1%	36%	False	False	64,009
100	3.379	2.244	1.135	45.5%	0.133	5.3%	22%	False	False	53,737
120	3.536	2.244	1.292	51.8%	0.137	5.5%	19%	False	False	46,656

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.031
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	3.445
2.618	3.140
1.618	2.953
1.000	2.837
0.618	2.766
HIGH	2.650
0.618	2.579
0.500	2.557
0.382	2.534
LOW	2.463
0.618	2.347
1.000	2.276
1.618	2.160
2.618	1.973
4.250	1.668

Fisher Pivots for day following 27-Jul-2023
Pivot	1 day	3 day
R1	2.557	2.609
PP	2.535	2.570
S1	2.514	2.531

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

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