NYMEX Natural Gas Future April 2021

Trading Metrics calculated at close of trading on 15-Oct-2020

Day Change Summary
	Previous	Current
	14-Oct-2020	15-Oct-2020	Change	Change %	Previous Week
Open	2.889	2.896	0.007	0.2%	2.723
High	2.914	2.946	0.032	1.1%	2.865
Low	2.861	2.895	0.034	1.2%	2.718
Close	2.898	2.934	0.036	1.2%	2.858
Range	0.053	0.051	-0.002	-3.8%	0.147
ATR	0.058	0.057	0.000	-0.9%	0.000
Volume	26,973	23,063	-3,910	-14.5%	115,414

Daily Pivots for day following 15-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.078	3.057	2.962
R3	3.027	3.006	2.948
R2	2.976	2.976	2.943
R1	2.955	2.955	2.939	2.966
PP	2.925	2.925	2.925	2.930
S1	2.904	2.904	2.929	2.915
S2	2.874	2.874	2.925
S3	2.823	2.853	2.920
S4	2.772	2.802	2.906

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	2.946	2.821	0.125	4.3%	0.045	1.5%	90%	True	False	24,211
10	2.946	2.681	0.265	9.0%	0.058	2.0%	95%	True	False	23,989
20	2.946	2.681	0.265	9.0%	0.061	2.1%	95%	True	False	22,343
40	2.946	2.681	0.265	9.0%	0.054	1.8%	95%	True	False	18,307
60	2.946	2.444	0.502	17.1%	0.051	1.7%	98%	True	False	16,687
80	2.946	2.420	0.526	17.9%	0.046	1.6%	98%	True	False	14,739

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	0.010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.163
2.618	3.080
1.618	3.029
1.000	2.997
0.618	2.978
HIGH	2.946
0.618	2.927
0.500	2.921
0.382	2.914
LOW	2.895
0.618	2.863
1.000	2.844
1.618	2.812
2.618	2.761
4.250	2.678

Fisher Pivots for day following 15-Oct-2020
Pivot	1 day	3 day
R1	2.930	2.924
PP	2.925	2.914
S1	2.921	2.904

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

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