NYMEX Natural Gas Future November 2020

Trading Metrics calculated at close of trading on 09-Sep-2020

Day Change Summary
	Previous	Current
	08-Sep-2020	09-Sep-2020	Change	Change %	Previous Week
Open	2.982	2.861	-0.121	-4.1%	2.882
High	2.990	2.927	-0.063	-2.1%	3.002
Low	2.851	2.822	-0.029	-1.0%	2.811
Close	2.892	2.873	-0.019	-0.7%	2.987
Range	0.139	0.105	-0.034	-24.5%	0.191
ATR	0.105	0.105	0.000	0.0%	0.000
Volume	96,596	111,177	14,581	15.1%	503,272

Daily Pivots for day following 09-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.189	3.136	2.931
R3	3.084	3.031	2.902
R2	2.979	2.979	2.892
R1	2.926	2.926	2.883	2.953
PP	2.874	2.874	2.874	2.887
S1	2.821	2.821	2.863	2.848
S2	2.769	2.769	2.854
S3	2.664	2.716	2.844
S4	2.559	2.611	2.815

Weekly Pivots for week ending 04-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.506	3.438	3.092
R3	3.315	3.247	3.040
R2	3.124	3.124	3.022
R1	3.056	3.056	3.005	3.090
PP	2.933	2.933	2.933	2.951
S1	2.865	2.865	2.969	2.899
S2	2.742	2.742	2.952
S3	2.551	2.674	2.934
S4	2.360	2.483	2.882

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.002	2.822	0.180	6.3%	0.116	4.0%	28%	False	True	101,557
10	3.002	2.772	0.230	8.0%	0.120	4.2%	44%	False	False	88,579
20	3.002	2.595	0.407	14.2%	0.104	3.6%	68%	False	False	71,210
40	3.002	2.253	0.749	26.1%	0.095	3.3%	83%	False	False	55,942
60	3.002	2.133	0.869	30.2%	0.085	3.0%	85%	False	False	45,725
80	3.002	2.133	0.869	30.2%	0.080	2.8%	85%	False	False	37,672
100	3.002	2.133	0.869	30.2%	0.081	2.8%	85%	False	False	32,846
120	3.002	2.133	0.869	30.2%	0.078	2.7%	85%	False	False	28,916

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	0.040
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.373
2.618	3.202
1.618	3.097
1.000	3.032
0.618	2.992
HIGH	2.927
0.618	2.887
0.500	2.875
0.382	2.862
LOW	2.822
0.618	2.757
1.000	2.717
1.618	2.652
2.618	2.547
4.250	2.376

Fisher Pivots for day following 09-Sep-2020
Pivot	1 day	3 day
R1	2.875	2.912
PP	2.874	2.899
S1	2.874	2.886

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

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