NYMEX Natural Gas Future April 2021

Trading Metrics calculated at close of trading on 21-Oct-2020

Day Change Summary
	Previous	Current
	20-Oct-2020	21-Oct-2020	Change	Change %	Previous Week
Open	2.960	2.960	0.000	0.0%	2.875
High	2.998	3.010	0.012	0.4%	2.956
Low	2.951	2.959	0.008	0.3%	2.861
Close	2.963	2.996	0.033	1.1%	2.948
Range	0.047	0.051	0.004	8.5%	0.095
ATR	0.056	0.055	0.000	-0.6%	0.000
Volume	22,612	24,540	1,928	8.5%	120,902

Daily Pivots for day following 21-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.141	3.120	3.024
R3	3.090	3.069	3.010
R2	3.039	3.039	3.005
R1	3.018	3.018	3.001	3.029
PP	2.988	2.988	2.988	2.994
S1	2.967	2.967	2.991	2.978
S2	2.937	2.937	2.987
S3	2.886	2.916	2.982
S4	2.835	2.865	2.968

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	3.010	2.895	0.115	3.8%	0.049	1.6%	88%	True	False	23,319
10	3.010	2.771	0.239	8.0%	0.048	1.6%	94%	True	False	23,631
20	3.010	2.681	0.329	11.0%	0.059	2.0%	96%	True	False	23,118
40	3.010	2.681	0.329	11.0%	0.055	1.8%	96%	True	False	19,483
60	3.010	2.546	0.464	15.5%	0.051	1.7%	97%	True	False	17,630
80	3.010	2.425	0.585	19.5%	0.047	1.6%	98%	True	False	15,238

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.227
2.618	3.144
1.618	3.093
1.000	3.061
0.618	3.042
HIGH	3.010
0.618	2.991
0.500	2.985
0.382	2.978
LOW	2.959
0.618	2.927
1.000	2.908
1.618	2.876
2.618	2.825
4.250	2.742

Fisher Pivots for day following 21-Oct-2020
Pivot	1 day	3 day
R1	2.992	2.985
PP	2.988	2.974
S1	2.985	2.963

Download as Excel Spreadsheet

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

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