NYMEX Natural Gas Future April 2021

Trading Metrics calculated at close of trading on 28-Oct-2020

Day Change Summary
	Previous	Current
	27-Oct-2020	28-Oct-2020	Change	Change %	Previous Week
Open	2.950	2.972	0.022	0.7%	2.928
High	2.993	2.978	-0.015	-0.5%	3.010
Low	2.918	2.949	0.031	1.1%	2.902
Close	2.973	2.970	-0.003	-0.1%	2.927
Range	0.075	0.029	-0.046	-61.3%	0.108
ATR	0.058	0.056	-0.002	-3.6%	0.000
Volume	23,809	19,421	-4,388	-18.4%	117,187

Daily Pivots for day following 28-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.053	3.040	2.986
R3	3.024	3.011	2.978
R2	2.995	2.995	2.975
R1	2.982	2.982	2.973	2.974
PP	2.966	2.966	2.966	2.962
S1	2.953	2.953	2.967	2.945
S2	2.937	2.937	2.965
S3	2.908	2.924	2.962
S4	2.879	2.895	2.954

Weekly Pivots for week ending 23-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.270	3.207	2.986
R3	3.162	3.099	2.957
R2	3.054	3.054	2.947
R1	2.991	2.991	2.937	2.969
PP	2.946	2.946	2.946	2.935
S1	2.883	2.883	2.917	2.861
S2	2.838	2.838	2.907
S3	2.730	2.775	2.897
S4	2.622	2.667	2.868

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.007	2.902	0.105	3.5%	0.058	2.0%	65%	False	False	21,922
10	3.010	2.895	0.115	3.9%	0.054	1.8%	65%	False	False	22,620
20	3.010	2.681	0.329	11.1%	0.058	2.0%	88%	False	False	23,337
40	3.010	2.681	0.329	11.1%	0.055	1.9%	88%	False	False	19,928
60	3.010	2.630	0.380	12.8%	0.052	1.7%	89%	False	False	18,024
80	3.010	2.425	0.585	19.7%	0.048	1.6%	93%	False	False	15,949

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.009
Narrowest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	3.101
2.618	3.054
1.618	3.025
1.000	3.007
0.618	2.996
HIGH	2.978
0.618	2.967
0.500	2.964
0.382	2.960
LOW	2.949
0.618	2.931
1.000	2.920
1.618	2.902
2.618	2.873
4.250	2.826

Fisher Pivots for day following 28-Oct-2020
Pivot	1 day	3 day
R1	2.968	2.963
PP	2.966	2.956
S1	2.964	2.949

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

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