NYMEX Natural Gas Future April 2021

Trading Metrics calculated at close of trading on 28-Sep-2020

Day Change Summary
	Previous	Current
	25-Sep-2020	28-Sep-2020	Change	Change %	Previous Week
Open	2.861	2.821	-0.040	-1.4%	2.779
High	2.874	2.864	-0.010	-0.3%	2.874
Low	2.824	2.813	-0.011	-0.4%	2.752
Close	2.834	2.862	0.028	1.0%	2.834
Range	0.050	0.051	0.001	2.0%	0.122
ATR	0.050	0.050	0.000	0.1%	0.000
Volume	20,563	21,449	886	4.3%	108,533

Daily Pivots for day following 28-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.999	2.982	2.890
R3	2.948	2.931	2.876
R2	2.897	2.897	2.871
R1	2.880	2.880	2.867	2.889
PP	2.846	2.846	2.846	2.851
S1	2.829	2.829	2.857	2.838
S2	2.795	2.795	2.853
S3	2.744	2.778	2.848
S4	2.693	2.727	2.834

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%	0.057	2.0%	90%	False	False	21,761
10	2.874	2.752	0.122	4.3%	0.054	1.9%	90%	False	False	18,916
20	2.875	2.752	0.123	4.3%	0.050	1.8%	89%	False	False	16,332
40	2.875	2.565	0.310	10.8%	0.047	1.7%	96%	False	False	15,639
60	2.875	2.425	0.450	15.7%	0.044	1.5%	97%	False	False	13,299

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.081
2.618	2.998
1.618	2.947
1.000	2.915
0.618	2.896
HIGH	2.864
0.618	2.845
0.500	2.839
0.382	2.832
LOW	2.813
0.618	2.781
1.000	2.762
1.618	2.730
2.618	2.679
4.250	2.596

Fisher Pivots for day following 28-Sep-2020
Pivot	1 day	3 day
R1	2.854	2.856
PP	2.846	2.850
S1	2.839	2.844

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

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