NYMEX Natural Gas Future April 2021

Trading Metrics calculated at close of trading on 09-Oct-2020

Day Change Summary
	Previous	Current
	08-Oct-2020	09-Oct-2020	Change	Change %	Previous Week
Open	2.782	2.821	0.039	1.4%	2.723
High	2.830	2.865	0.035	1.2%	2.865
Low	2.771	2.821	0.050	1.8%	2.718
Close	2.830	2.858	0.028	1.0%	2.858
Range	0.059	0.044	-0.015	-25.4%	0.147
ATR	0.062	0.061	-0.001	-2.1%	0.000
Volume	21,730	26,148	4,418	20.3%	115,414

Daily Pivots for day following 09-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.980	2.963	2.882
R3	2.936	2.919	2.870
R2	2.892	2.892	2.866
R1	2.875	2.875	2.862	2.884
PP	2.848	2.848	2.848	2.852
S1	2.831	2.831	2.854	2.840
S2	2.804	2.804	2.850
S3	2.760	2.787	2.846
S4	2.716	2.743	2.834

Weekly Pivots for week ending 09-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.255	3.203	2.939
R3	3.108	3.056	2.898
R2	2.961	2.961	2.885
R1	2.909	2.909	2.871	2.935
PP	2.814	2.814	2.814	2.827
S1	2.762	2.762	2.845	2.788
S2	2.667	2.667	2.831
S3	2.520	2.615	2.818
S4	2.373	2.468	2.777

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.865	2.718	0.147	5.1%	0.068	2.4%	95%	True	False	23,082
10	2.865	2.681	0.184	6.4%	0.069	2.4%	96%	True	False	22,976
20	2.874	2.681	0.193	6.8%	0.062	2.2%	92%	False	False	20,562
40	2.875	2.681	0.194	6.8%	0.054	1.9%	91%	False	False	17,516
60	2.875	2.425	0.450	15.7%	0.050	1.8%	96%	False	False	15,542

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.011
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	3.052
2.618	2.980
1.618	2.936
1.000	2.909
0.618	2.892
HIGH	2.865
0.618	2.848
0.500	2.843
0.382	2.838
LOW	2.821
0.618	2.794
1.000	2.777
1.618	2.750
2.618	2.706
4.250	2.634

Fisher Pivots for day following 09-Oct-2020
Pivot	1 day	3 day
R1	2.853	2.844
PP	2.848	2.829
S1	2.843	2.815

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

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