NYMEX Natural Gas Future April 2021

Trading Metrics calculated at close of trading on 16-Oct-2020

Day Change Summary
	Previous	Current
	15-Oct-2020	16-Oct-2020	Change	Change %	Previous Week
Open	2.896	2.934	0.038	1.3%	2.875
High	2.946	2.956	0.010	0.3%	2.956
Low	2.895	2.921	0.026	0.9%	2.861
Close	2.934	2.948	0.014	0.5%	2.948
Range	0.051	0.035	-0.016	-31.4%	0.095
ATR	0.057	0.056	-0.002	-2.8%	0.000
Volume	23,063	25,993	2,930	12.7%	120,902

Daily Pivots for day following 16-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.047	3.032	2.967
R3	3.012	2.997	2.958
R2	2.977	2.977	2.954
R1	2.962	2.962	2.951	2.970
PP	2.942	2.942	2.942	2.945
S1	2.927	2.927	2.945	2.935
S2	2.907	2.907	2.942
S3	2.872	2.892	2.938
S4	2.837	2.857	2.929

Weekly Pivots for week ending 16-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.207	3.172	3.000
R3	3.112	3.077	2.974
R2	3.017	3.017	2.965
R1	2.982	2.982	2.957	3.000
PP	2.922	2.922	2.922	2.930
S1	2.887	2.887	2.939	2.905
S2	2.827	2.827	2.931
S3	2.732	2.792	2.922
S4	2.637	2.697	2.896

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.956	2.861	0.095	3.2%	0.043	1.5%	92%	True	False	24,180
10	2.956	2.718	0.238	8.1%	0.055	1.9%	97%	True	False	23,631
20	2.956	2.681	0.275	9.3%	0.060	2.0%	97%	True	False	22,960
40	2.956	2.681	0.275	9.3%	0.054	1.8%	97%	True	False	18,656
60	2.956	2.462	0.494	16.8%	0.051	1.7%	98%	True	False	16,951
80	2.956	2.420	0.536	18.2%	0.046	1.6%	99%	True	False	14,925

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	3.105
2.618	3.048
1.618	3.013
1.000	2.991
0.618	2.978
HIGH	2.956
0.618	2.943
0.500	2.939
0.382	2.934
LOW	2.921
0.618	2.899
1.000	2.886
1.618	2.864
2.618	2.829
4.250	2.772

Fisher Pivots for day following 16-Oct-2020
Pivot	1 day	3 day
R1	2.945	2.935
PP	2.942	2.922
S1	2.939	2.909

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

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