NYMEX Natural Gas Future April 2021

Trading Metrics calculated at close of trading on 10-Sep-2020

Day Change Summary
	Previous	Current
	09-Sep-2020	10-Sep-2020	Change	Change %	Previous Week
Open	2.841	2.858	0.017	0.6%	2.794
High	2.868	2.866	-0.002	-0.1%	2.872
Low	2.820	2.832	0.012	0.4%	2.764
Close	2.862	2.832	-0.030	-1.0%	2.852
Range	0.048	0.034	-0.014	-29.2%	0.108
ATR	0.046	0.045	-0.001	-1.9%	0.000
Volume	14,894	11,151	-3,743	-25.1%	74,240

Daily Pivots for day following 10-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.945	2.923	2.851
R3	2.911	2.889	2.841
R2	2.877	2.877	2.838
R1	2.855	2.855	2.835	2.849
PP	2.843	2.843	2.843	2.841
S1	2.821	2.821	2.829	2.815
S2	2.809	2.809	2.826
S3	2.775	2.787	2.823
S4	2.741	2.753	2.813

Weekly Pivots for week ending 04-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.153	3.111	2.911
R3	3.045	3.003	2.882
R2	2.937	2.937	2.872
R1	2.895	2.895	2.862	2.916
PP	2.829	2.829	2.829	2.840
S1	2.787	2.787	2.842	2.808
S2	2.721	2.721	2.832
S3	2.613	2.679	2.822
S4	2.505	2.571	2.793

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.875	2.820	0.055	1.9%	0.040	1.4%	22%	False	False	11,384
10	2.875	2.731	0.144	5.1%	0.051	1.8%	70%	False	False	15,497
20	2.875	2.664	0.211	7.5%	0.046	1.6%	80%	False	False	14,451
40	2.875	2.425	0.450	15.9%	0.044	1.6%	90%	False	False	12,974

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.015
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.011
2.618	2.955
1.618	2.921
1.000	2.900
0.618	2.887
HIGH	2.866
0.618	2.853
0.500	2.849
0.382	2.845
LOW	2.832
0.618	2.811
1.000	2.798
1.618	2.777
2.618	2.743
4.250	2.688

Fisher Pivots for day following 10-Sep-2020
Pivot	1 day	3 day
R1	2.849	2.848
PP	2.843	2.842
S1	2.838	2.837

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

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