NYMEX Natural Gas Future April 2021

Trading Metrics calculated at close of trading on 15-Sep-2020

Day Change Summary
	Previous	Current
	14-Sep-2020	15-Sep-2020	Change	Change %	Previous Week
Open	2.840	2.823	-0.017	-0.6%	2.841
High	2.862	2.844	-0.018	-0.6%	2.875
Low	2.809	2.803	-0.006	-0.2%	2.820
Close	2.831	2.842	0.011	0.4%	2.826
Range	0.053	0.041	-0.012	-22.6%	0.055
ATR	0.045	0.045	0.000	-0.6%	0.000
Volume	13,767	10,767	-3,000	-21.8%	49,479

Daily Pivots for day following 15-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.953	2.938	2.865
R3	2.912	2.897	2.853
R2	2.871	2.871	2.850
R1	2.856	2.856	2.846	2.864
PP	2.830	2.830	2.830	2.833
S1	2.815	2.815	2.838	2.823
S2	2.789	2.789	2.834
S3	2.748	2.774	2.831
S4	2.707	2.733	2.819

Weekly Pivots for week ending 11-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.005	2.971	2.856
R3	2.950	2.916	2.841
R2	2.895	2.895	2.836
R1	2.861	2.861	2.831	2.851
PP	2.840	2.840	2.840	2.835
S1	2.806	2.806	2.821	2.796
S2	2.785	2.785	2.816
S3	2.730	2.751	2.811
S4	2.675	2.696	2.796

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.868	2.803	0.065	2.3%	0.041	1.4%	60%	False	True	12,202
10	2.875	2.790	0.085	3.0%	0.044	1.5%	61%	False	False	13,081
20	2.875	2.726	0.149	5.2%	0.046	1.6%	78%	False	False	13,819
40	2.875	2.437	0.438	15.4%	0.045	1.6%	92%	False	False	13,248
60	2.875	2.420	0.455	16.0%	0.041	1.4%	93%	False	False	11,958

Crabel Price Patterns
NR	True
NR4	False
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	True
Bear Hook	False
Bull Hook	False
Stretch	0.014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.018
2.618	2.951
1.618	2.910
1.000	2.885
0.618	2.869
HIGH	2.844
0.618	2.828
0.500	2.824
0.382	2.819
LOW	2.803
0.618	2.778
1.000	2.762
1.618	2.737
2.618	2.696
4.250	2.629

Fisher Pivots for day following 15-Sep-2020
Pivot	1 day	3 day
R1	2.836	2.839
PP	2.830	2.836
S1	2.824	2.833

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

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