NYMEX Natural Gas Future April 2021

Trading Metrics calculated at close of trading on 20-Oct-2020

Day Change Summary
	Previous	Current
	19-Oct-2020	20-Oct-2020	Change	Change %	Previous Week
Open	2.928	2.960	0.032	1.1%	2.875
High	2.976	2.998	0.022	0.7%	2.956
Low	2.915	2.951	0.036	1.2%	2.861
Close	2.960	2.963	0.003	0.1%	2.948
Range	0.061	0.047	-0.014	-23.0%	0.095
ATR	0.056	0.056	-0.001	-1.2%	0.000
Volume	20,387	22,612	2,225	10.9%	120,902

Daily Pivots for day following 20-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.112	3.084	2.989
R3	3.065	3.037	2.976
R2	3.018	3.018	2.972
R1	2.990	2.990	2.967	3.004
PP	2.971	2.971	2.971	2.978
S1	2.943	2.943	2.959	2.957
S2	2.924	2.924	2.954
S3	2.877	2.896	2.950
S4	2.830	2.849	2.937

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	2.998	2.861	0.137	4.6%	0.049	1.7%	74%	True	False	23,805
10	2.998	2.764	0.234	7.9%	0.049	1.7%	85%	True	False	23,615
20	2.998	2.681	0.317	10.7%	0.061	2.0%	89%	True	False	23,278
40	2.998	2.681	0.317	10.7%	0.055	1.8%	89%	True	False	19,199
60	2.998	2.518	0.480	16.2%	0.051	1.7%	93%	True	False	17,395
80	2.998	2.425	0.573	19.3%	0.047	1.6%	94%	True	False	15,086

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	3.198
2.618	3.121
1.618	3.074
1.000	3.045
0.618	3.027
HIGH	2.998
0.618	2.980
0.500	2.975
0.382	2.969
LOW	2.951
0.618	2.922
1.000	2.904
1.618	2.875
2.618	2.828
4.250	2.751

Fisher Pivots for day following 20-Oct-2020
Pivot	1 day	3 day
R1	2.975	2.961
PP	2.971	2.959
S1	2.967	2.957

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

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