NYMEX Natural Gas Future April 2021

Trading Metrics calculated at close of trading on 12-Oct-2020

Day Change Summary
	Previous	Current
	09-Oct-2020	12-Oct-2020	Change	Change %	Previous Week
Open	2.821	2.875	0.054	1.9%	2.723
High	2.865	2.904	0.039	1.4%	2.865
Low	2.821	2.869	0.048	1.7%	2.718
Close	2.858	2.893	0.035	1.2%	2.858
Range	0.044	0.035	-0.009	-20.5%	0.147
ATR	0.061	0.060	-0.001	-1.7%	0.000
Volume	26,148	24,467	-1,681	-6.4%	115,414

Daily Pivots for day following 12-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.994	2.978	2.912
R3	2.959	2.943	2.903
R2	2.924	2.924	2.899
R1	2.908	2.908	2.896	2.916
PP	2.889	2.889	2.889	2.893
S1	2.873	2.873	2.890	2.881
S2	2.854	2.854	2.887
S3	2.819	2.838	2.883
S4	2.784	2.803	2.874

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	2.904	2.764	0.140	4.8%	0.053	1.8%	92%	True	False	23,007
10	2.904	2.681	0.223	7.7%	0.068	2.3%	95%	True	False	23,278
20	2.904	2.681	0.223	7.7%	0.061	2.1%	95%	True	False	21,097
40	2.904	2.681	0.223	7.7%	0.053	1.8%	95%	True	False	17,390
60	2.904	2.425	0.479	16.6%	0.050	1.7%	98%	True	False	15,880

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 21 trading days

Fibonacci Retracements and Extensions
4.250	3.053
2.618	2.996
1.618	2.961
1.000	2.939
0.618	2.926
HIGH	2.904
0.618	2.891
0.500	2.887
0.382	2.882
LOW	2.869
0.618	2.847
1.000	2.834
1.618	2.812
2.618	2.777
4.250	2.720

Fisher Pivots for day following 12-Oct-2020
Pivot	1 day	3 day
R1	2.891	2.875
PP	2.889	2.856
S1	2.887	2.838

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

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