NYMEX Natural Gas Future November 2020

Trading Metrics calculated at close of trading on 10-Sep-2020

Day Change Summary
	Previous	Current
	09-Sep-2020	10-Sep-2020	Change	Change %	Previous Week
Open	2.861	2.856	-0.005	-0.2%	2.882
High	2.927	2.874	-0.053	-1.8%	3.002
Low	2.822	2.787	-0.035	-1.2%	2.811
Close	2.873	2.798	-0.075	-2.6%	2.987
Range	0.105	0.087	-0.018	-17.1%	0.191
ATR	0.105	0.103	-0.001	-1.2%	0.000
Volume	111,177	88,724	-22,453	-20.2%	503,272

Daily Pivots for day following 10-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.081	3.026	2.846
R3	2.994	2.939	2.822
R2	2.907	2.907	2.814
R1	2.852	2.852	2.806	2.836
PP	2.820	2.820	2.820	2.812
S1	2.765	2.765	2.790	2.749
S2	2.733	2.733	2.782
S3	2.646	2.678	2.774
S4	2.559	2.591	2.750

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	2.787	0.215	7.7%	0.105	3.8%	5%	False	True	89,089
10	3.002	2.772	0.230	8.2%	0.118	4.2%	11%	False	False	93,190
20	3.002	2.656	0.346	12.4%	0.104	3.7%	41%	False	False	70,942
40	3.002	2.253	0.749	26.8%	0.096	3.4%	73%	False	False	57,750
60	3.002	2.133	0.869	31.1%	0.086	3.1%	77%	False	False	46,957
80	3.002	2.133	0.869	31.1%	0.080	2.9%	77%	False	False	38,558
100	3.002	2.133	0.869	31.1%	0.080	2.9%	77%	False	False	33,586
120	3.002	2.133	0.869	31.1%	0.078	2.8%	77%	False	False	29,583

Crabel Price Patterns
NR	True
NR4	True
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	0.037
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.244
2.618	3.102
1.618	3.015
1.000	2.961
0.618	2.928
HIGH	2.874
0.618	2.841
0.500	2.831
0.382	2.820
LOW	2.787
0.618	2.733
1.000	2.700
1.618	2.646
2.618	2.559
4.250	2.417

Fisher Pivots for day following 10-Sep-2020
Pivot	1 day	3 day
R1	2.831	2.889
PP	2.820	2.858
S1	2.809	2.828

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

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