NYMEX Natural Gas Future April 2021

Trading Metrics calculated at close of trading on 29-Sep-2020

Day Change Summary
	Previous	Current
	28-Sep-2020	29-Sep-2020	Change	Change %	Previous Week
Open	2.821	2.846	0.025	0.9%	2.779
High	2.864	2.855	-0.009	-0.3%	2.874
Low	2.813	2.767	-0.046	-1.6%	2.752
Close	2.862	2.796	-0.066	-2.3%	2.834
Range	0.051	0.088	0.037	72.5%	0.122
ATR	0.050	0.053	0.003	6.3%	0.000
Volume	21,449	25,916	4,467	20.8%	108,533

Daily Pivots for day following 29-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.070	3.021	2.844
R3	2.982	2.933	2.820
R2	2.894	2.894	2.812
R1	2.845	2.845	2.804	2.826
PP	2.806	2.806	2.806	2.796
S1	2.757	2.757	2.788	2.738
S2	2.718	2.718	2.780
S3	2.630	2.669	2.772
S4	2.542	2.581	2.748

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	4.4%	0.067	2.4%	36%	False	False	23,853
10	2.874	2.752	0.122	4.4%	0.059	2.1%	36%	False	False	20,431
20	2.875	2.752	0.123	4.4%	0.051	1.8%	36%	False	False	16,756
40	2.875	2.596	0.279	10.0%	0.048	1.7%	72%	False	False	15,577
60	2.875	2.425	0.450	16.1%	0.045	1.6%	82%	False	False	13,463

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.012
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.229
2.618	3.085
1.618	2.997
1.000	2.943
0.618	2.909
HIGH	2.855
0.618	2.821
0.500	2.811
0.382	2.801
LOW	2.767
0.618	2.713
1.000	2.679
1.618	2.625
2.618	2.537
4.250	2.393

Fisher Pivots for day following 29-Sep-2020
Pivot	1 day	3 day
R1	2.811	2.821
PP	2.806	2.812
S1	2.801	2.804

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

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