NYMEX Natural Gas Future April 2021

Trading Metrics calculated at close of trading on 03-Nov-2020

Day Change Summary
	Previous	Current
	02-Nov-2020	03-Nov-2020	Change	Change %	Previous Week
Open	3.040	3.000	-0.040	-1.3%	2.906
High	3.052	3.000	-0.052	-1.7%	3.047
Low	2.971	2.895	-0.076	-2.6%	2.898
Close	3.002	2.907	-0.095	-3.2%	3.017
Range	0.081	0.105	0.024	29.6%	0.149
ATR	0.062	0.065	0.003	5.2%	0.000
Volume	30,059	47,729	17,670	58.8%	120,608

Daily Pivots for day following 03-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.249	3.183	2.965
R3	3.144	3.078	2.936
R2	3.039	3.039	2.926
R1	2.973	2.973	2.917	2.954
PP	2.934	2.934	2.934	2.924
S1	2.868	2.868	2.897	2.849
S2	2.829	2.829	2.888
S3	2.724	2.763	2.878
S4	2.619	2.658	2.849

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	2.895	0.157	5.4%	0.078	2.7%	8%	False	True	31,571
10	3.052	2.895	0.157	5.4%	0.070	2.4%	8%	False	True	27,258
20	3.052	2.764	0.288	9.9%	0.060	2.1%	50%	False	False	25,437
40	3.052	2.681	0.371	12.8%	0.059	2.0%	61%	False	False	22,105
60	3.052	2.647	0.405	13.9%	0.055	1.9%	64%	False	False	19,359
80	3.052	2.425	0.627	21.6%	0.051	1.8%	77%	False	False	17,346

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.011
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	3.446
2.618	3.275
1.618	3.170
1.000	3.105
0.618	3.065
HIGH	3.000
0.618	2.960
0.500	2.948
0.382	2.935
LOW	2.895
0.618	2.830
1.000	2.790
1.618	2.725
2.618	2.620
4.250	2.449

Fisher Pivots for day following 03-Nov-2020
Pivot	1 day	3 day
R1	2.948	2.974
PP	2.934	2.951
S1	2.921	2.929

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

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