NYMEX Natural Gas Future April 2021

Trading Metrics calculated at close of trading on 16-Sep-2020

Day Change Summary
	Previous	Current
	15-Sep-2020	16-Sep-2020	Change	Change %	Previous Week
Open	2.823	2.838	0.015	0.5%	2.841
High	2.844	2.853	0.009	0.3%	2.875
Low	2.803	2.809	0.006	0.2%	2.820
Close	2.842	2.814	-0.028	-1.0%	2.826
Range	0.041	0.044	0.003	7.3%	0.055
ATR	0.045	0.045	0.000	-0.1%	0.000
Volume	10,767	8,906	-1,861	-17.3%	49,479

Daily Pivots for day following 16-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.957	2.930	2.838
R3	2.913	2.886	2.826
R2	2.869	2.869	2.822
R1	2.842	2.842	2.818	2.834
PP	2.825	2.825	2.825	2.821
S1	2.798	2.798	2.810	2.790
S2	2.781	2.781	2.806
S3	2.737	2.754	2.802
S4	2.693	2.710	2.790

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	2.866	2.803	0.063	2.2%	0.040	1.4%	17%	False	False	11,004
10	2.875	2.790	0.085	3.0%	0.044	1.6%	28%	False	False	12,126
20	2.875	2.731	0.144	5.1%	0.045	1.6%	58%	False	False	13,417
40	2.875	2.437	0.438	15.6%	0.045	1.6%	86%	False	False	13,323
60	2.875	2.420	0.455	16.2%	0.041	1.4%	87%	False	False	11,986

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.040
2.618	2.968
1.618	2.924
1.000	2.897
0.618	2.880
HIGH	2.853
0.618	2.836
0.500	2.831
0.382	2.826
LOW	2.809
0.618	2.782
1.000	2.765
1.618	2.738
2.618	2.694
4.250	2.622

Fisher Pivots for day following 16-Sep-2020
Pivot	1 day	3 day
R1	2.831	2.833
PP	2.825	2.826
S1	2.820	2.820

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

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