NYMEX Natural Gas Future April 2021

Trading Metrics calculated at close of trading on 25-Sep-2020

Day Change Summary
	Previous	Current
	24-Sep-2020	25-Sep-2020	Change	Change %	Previous Week
Open	2.842	2.861	0.019	0.7%	2.779
High	2.874	2.874	0.000	0.0%	2.874
Low	2.822	2.824	0.002	0.1%	2.752
Close	2.868	2.834	-0.034	-1.2%	2.834
Range	0.052	0.050	-0.002	-3.8%	0.122
ATR	0.050	0.050	0.000	0.0%	0.000
Volume	23,603	20,563	-3,040	-12.9%	108,533

Daily Pivots for day following 25-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.994	2.964	2.862
R3	2.944	2.914	2.848
R2	2.894	2.894	2.843
R1	2.864	2.864	2.839	2.854
PP	2.844	2.844	2.844	2.839
S1	2.814	2.814	2.829	2.804
S2	2.794	2.794	2.825
S3	2.744	2.764	2.820
S4	2.694	2.714	2.807

Weekly Pivots for week ending 25-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.186	3.132	2.901
R3	3.064	3.010	2.868
R2	2.942	2.942	2.856
R1	2.888	2.888	2.845	2.915
PP	2.820	2.820	2.820	2.834
S1	2.766	2.766	2.823	2.793
S2	2.698	2.698	2.812
S3	2.576	2.644	2.800
S4	2.454	2.522	2.767

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.874	2.752	0.122	4.3%	0.056	2.0%	67%	True	False	21,706
10	2.874	2.752	0.122	4.3%	0.055	1.9%	67%	True	False	18,148
20	2.875	2.752	0.123	4.3%	0.050	1.8%	67%	False	False	15,954
40	2.875	2.546	0.329	11.6%	0.047	1.7%	88%	False	False	15,376
60	2.875	2.425	0.450	15.9%	0.044	1.5%	91%	False	False	13,075

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	0.014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.087
2.618	3.005
1.618	2.955
1.000	2.924
0.618	2.905
HIGH	2.874
0.618	2.855
0.500	2.849
0.382	2.843
LOW	2.824
0.618	2.793
1.000	2.774
1.618	2.743
2.618	2.693
4.250	2.612

Fisher Pivots for day following 25-Sep-2020
Pivot	1 day	3 day
R1	2.849	2.827
PP	2.844	2.820
S1	2.839	2.813

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

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