NYMEX Natural Gas Future April 2021

Trading Metrics calculated at close of trading on 02-Nov-2020

Day Change Summary
	Previous	Current
	30-Oct-2020	02-Nov-2020	Change	Change %	Previous Week
Open	2.976	3.040	0.064	2.2%	2.906
High	3.047	3.052	0.005	0.2%	3.047
Low	2.960	2.971	0.011	0.4%	2.898
Close	3.017	3.002	-0.015	-0.5%	3.017
Range	0.087	0.081	-0.006	-6.9%	0.149
ATR	0.060	0.062	0.001	2.5%	0.000
Volume	29,892	30,059	167	0.6%	120,608

Daily Pivots for day following 02-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.251	3.208	3.047
R3	3.170	3.127	3.024
R2	3.089	3.089	3.017
R1	3.046	3.046	3.009	3.027
PP	3.008	3.008	3.008	2.999
S1	2.965	2.965	2.995	2.946
S2	2.927	2.927	2.987
S3	2.846	2.884	2.980
S4	2.765	2.803	2.957

Weekly Pivots for week ending 30-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.434	3.375	3.099
R3	3.285	3.226	3.058
R2	3.136	3.136	3.044
R1	3.077	3.077	3.031	3.107
PP	2.987	2.987	2.987	3.002
S1	2.928	2.928	3.003	2.958
S2	2.838	2.838	2.990
S3	2.689	2.779	2.976
S4	2.540	2.630	2.935

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.052	2.898	0.154	5.1%	0.072	2.4%	68%	True	False	26,787
10	3.052	2.898	0.154	5.1%	0.065	2.1%	68%	True	False	24,746
20	3.052	2.764	0.288	9.6%	0.058	1.9%	83%	True	False	23,966
40	3.052	2.681	0.371	12.4%	0.058	1.9%	87%	True	False	21,237
60	3.052	2.640	0.412	13.7%	0.054	1.8%	88%	True	False	18,759
80	3.052	2.425	0.627	20.9%	0.050	1.7%	92%	True	False	16,817

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	0.012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.396
2.618	3.264
1.618	3.183
1.000	3.133
0.618	3.102
HIGH	3.052
0.618	3.021
0.500	3.012
0.382	3.002
LOW	2.971
0.618	2.921
1.000	2.890
1.618	2.840
2.618	2.759
4.250	2.627

Fisher Pivots for day following 02-Nov-2020
Pivot	1 day	3 day
R1	3.012	2.993
PP	3.008	2.984
S1	3.005	2.975

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

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