NYMEX Natural Gas Future April 2021

Trading Metrics calculated at close of trading on 23-Sep-2020

Day Change Summary
	Previous	Current
	22-Sep-2020	23-Sep-2020	Change	Change %	Previous Week
Open	2.806	2.774	-0.032	-1.1%	2.840
High	2.810	2.844	0.034	1.2%	2.862
Low	2.769	2.752	-0.017	-0.6%	2.760
Close	2.792	2.834	0.042	1.5%	2.813
Range	0.041	0.092	0.051	124.4%	0.102
ATR	0.047	0.050	0.003	6.9%	0.000
Volume	15,459	27,734	12,275	79.4%	72,947

Daily Pivots for day following 23-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.086	3.052	2.885
R3	2.994	2.960	2.859
R2	2.902	2.902	2.851
R1	2.868	2.868	2.842	2.885
PP	2.810	2.810	2.810	2.819
S1	2.776	2.776	2.826	2.793
S2	2.718	2.718	2.817
S3	2.626	2.684	2.809
S4	2.534	2.592	2.783

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	2.844	2.752	0.092	3.2%	0.061	2.2%	89%	True	True	20,774
10	2.866	2.752	0.114	4.0%	0.051	1.8%	72%	False	True	15,889
20	2.875	2.731	0.144	5.1%	0.052	1.8%	72%	False	False	15,849
40	2.875	2.546	0.329	11.6%	0.047	1.7%	88%	False	False	14,886
60	2.875	2.425	0.450	15.9%	0.044	1.5%	91%	False	False	12,611

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.013
Widest range in 67 trading days

Fibonacci Retracements and Extensions
4.250	3.235
2.618	3.085
1.618	2.993
1.000	2.936
0.618	2.901
HIGH	2.844
0.618	2.809
0.500	2.798
0.382	2.787
LOW	2.752
0.618	2.695
1.000	2.660
1.618	2.603
2.618	2.511
4.250	2.361

Fisher Pivots for day following 23-Sep-2020
Pivot	1 day	3 day
R1	2.822	2.822
PP	2.810	2.810
S1	2.798	2.798

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

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