NYMEX Natural Gas Future April 2021

Trading Metrics calculated at close of trading on 22-Sep-2020

Day Change Summary
	Previous	Current
	21-Sep-2020	22-Sep-2020	Change	Change %	Previous Week
Open	2.779	2.806	0.027	1.0%	2.840
High	2.826	2.810	-0.016	-0.6%	2.862
Low	2.779	2.769	-0.010	-0.4%	2.760
Close	2.814	2.792	-0.022	-0.8%	2.813
Range	0.047	0.041	-0.006	-12.8%	0.102
ATR	0.047	0.047	0.000	-0.3%	0.000
Volume	21,174	15,459	-5,715	-27.0%	72,947

Daily Pivots for day following 22-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.913	2.894	2.815
R3	2.872	2.853	2.803
R2	2.831	2.831	2.800
R1	2.812	2.812	2.796	2.801
PP	2.790	2.790	2.790	2.785
S1	2.771	2.771	2.788	2.760
S2	2.749	2.749	2.784
S3	2.708	2.730	2.781
S4	2.667	2.689	2.769

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	2.853	2.760	0.093	3.3%	0.051	1.8%	34%	False	False	17,009
10	2.868	2.760	0.108	3.9%	0.046	1.7%	30%	False	False	14,605
20	2.875	2.731	0.144	5.2%	0.049	1.8%	42%	False	False	15,120
40	2.875	2.518	0.357	12.8%	0.046	1.7%	77%	False	False	14,454
60	2.875	2.425	0.450	16.1%	0.043	1.5%	82%	False	False	12,355

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.013
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	2.984
2.618	2.917
1.618	2.876
1.000	2.851
0.618	2.835
HIGH	2.810
0.618	2.794
0.500	2.790
0.382	2.785
LOW	2.769
0.618	2.744
1.000	2.728
1.618	2.703
2.618	2.662
4.250	2.595

Fisher Pivots for day following 22-Sep-2020
Pivot	1 day	3 day
R1	2.791	2.793
PP	2.790	2.793
S1	2.790	2.792

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

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