NYMEX Natural Gas Future April 2021

Trading Metrics calculated at close of trading on 18-Sep-2020

Day Change Summary
	Previous	Current
	17-Sep-2020	18-Sep-2020	Change	Change %	Previous Week
Open	2.816	2.775	-0.041	-1.5%	2.840
High	2.825	2.820	-0.005	-0.2%	2.862
Low	2.760	2.760	0.000	0.0%	2.760
Close	2.795	2.813	0.018	0.6%	2.813
Range	0.065	0.060	-0.005	-7.7%	0.102
ATR	0.046	0.047	0.001	2.2%	0.000
Volume	25,846	13,661	-12,185	-47.1%	72,947

Daily Pivots for day following 18-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.978	2.955	2.846
R3	2.918	2.895	2.830
R2	2.858	2.858	2.824
R1	2.835	2.835	2.819	2.847
PP	2.798	2.798	2.798	2.803
S1	2.775	2.775	2.808	2.787
S2	2.738	2.738	2.802
S3	2.678	2.715	2.797
S4	2.618	2.655	2.780

Weekly Pivots for week ending 18-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.118	3.067	2.869
R3	3.016	2.965	2.841
R2	2.914	2.914	2.832
R1	2.863	2.863	2.822	2.838
PP	2.812	2.812	2.812	2.799
S1	2.761	2.761	2.804	2.736
S2	2.710	2.710	2.794
S3	2.608	2.659	2.785
S4	2.506	2.557	2.757

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.862	2.760	0.102	3.6%	0.053	1.9%	52%	False	True	14,589
10	2.875	2.760	0.115	4.1%	0.046	1.6%	46%	False	True	13,171
20	2.875	2.731	0.144	5.1%	0.049	1.7%	57%	False	False	14,353
40	2.875	2.462	0.413	14.7%	0.046	1.6%	85%	False	False	13,947
60	2.875	2.420	0.455	16.2%	0.042	1.5%	86%	False	False	12,247

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.075
2.618	2.977
1.618	2.917
1.000	2.880
0.618	2.857
HIGH	2.820
0.618	2.797
0.500	2.790
0.382	2.783
LOW	2.760
0.618	2.723
1.000	2.700
1.618	2.663
2.618	2.603
4.250	2.505

Fisher Pivots for day following 18-Sep-2020
Pivot	1 day	3 day
R1	2.805	2.811
PP	2.798	2.809
S1	2.790	2.807

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

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