NYMEX Natural Gas Future April 2021

Trading Metrics calculated at close of trading on 30-Sep-2020

Day Change Summary
	Previous	Current
	29-Sep-2020	30-Sep-2020	Change	Change %	Previous Week
Open	2.846	2.773	-0.073	-2.6%	2.779
High	2.855	2.814	-0.041	-1.4%	2.874
Low	2.767	2.753	-0.014	-0.5%	2.752
Close	2.796	2.794	-0.002	-0.1%	2.834
Range	0.088	0.061	-0.027	-30.7%	0.122
ATR	0.053	0.054	0.001	1.0%	0.000
Volume	25,916	13,699	-12,217	-47.1%	108,533

Daily Pivots for day following 30-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.970	2.943	2.828
R3	2.909	2.882	2.811
R2	2.848	2.848	2.805
R1	2.821	2.821	2.800	2.835
PP	2.787	2.787	2.787	2.794
S1	2.760	2.760	2.788	2.774
S2	2.726	2.726	2.783
S3	2.665	2.699	2.777
S4	2.604	2.638	2.760

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	2.753	0.121	4.3%	0.060	2.2%	34%	False	True	21,046
10	2.874	2.752	0.122	4.4%	0.061	2.2%	34%	False	False	20,910
20	2.875	2.752	0.123	4.4%	0.052	1.9%	34%	False	False	16,518
40	2.875	2.630	0.245	8.8%	0.048	1.7%	67%	False	False	15,368
60	2.875	2.425	0.450	16.1%	0.045	1.6%	82%	False	False	13,487

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	0.012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.073
2.618	2.974
1.618	2.913
1.000	2.875
0.618	2.852
HIGH	2.814
0.618	2.791
0.500	2.784
0.382	2.776
LOW	2.753
0.618	2.715
1.000	2.692
1.618	2.654
2.618	2.593
4.250	2.494

Fisher Pivots for day following 30-Sep-2020
Pivot	1 day	3 day
R1	2.791	2.809
PP	2.787	2.804
S1	2.784	2.799

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

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