NYMEX Natural Gas Future November 2020

Trading Metrics calculated at close of trading on 22-Sep-2020

Day Change Summary
	Previous	Current
	21-Sep-2020	22-Sep-2020	Change	Change %	Previous Week
Open	2.588	2.732	0.144	5.6%	2.767
High	2.738	2.742	0.004	0.1%	2.833
Low	2.576	2.561	-0.015	-0.6%	2.496
Close	2.710	2.597	-0.113	-4.2%	2.633
Range	0.162	0.181	0.019	11.7%	0.337
ATR	0.113	0.118	0.005	4.3%	0.000
Volume	188,354	137,017	-51,337	-27.3%	567,899

Daily Pivots for day following 22-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.176	3.068	2.697
R3	2.995	2.887	2.647
R2	2.814	2.814	2.630
R1	2.706	2.706	2.614	2.670
PP	2.633	2.633	2.633	2.615
S1	2.525	2.525	2.580	2.489
S2	2.452	2.452	2.564
S3	2.271	2.344	2.547
S4	2.090	2.163	2.497

Weekly Pivots for week ending 18-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.665	3.486	2.818
R3	3.328	3.149	2.726
R2	2.991	2.991	2.695
R1	2.812	2.812	2.664	2.733
PP	2.654	2.654	2.654	2.615
S1	2.475	2.475	2.602	2.396
S2	2.317	2.317	2.571
S3	1.980	2.138	2.540
S4	1.643	1.801	2.448

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.775	2.496	0.279	10.7%	0.156	6.0%	36%	False	False	141,458
10	2.927	2.496	0.431	16.6%	0.124	4.8%	23%	False	False	118,347
20	3.002	2.496	0.506	19.5%	0.120	4.6%	20%	False	False	99,865
40	3.002	2.371	0.631	24.3%	0.110	4.2%	36%	False	False	77,551
60	3.002	2.176	0.826	31.8%	0.097	3.7%	51%	False	False	61,125
80	3.002	2.133	0.869	33.5%	0.086	3.3%	53%	False	False	49,655
100	3.002	2.133	0.869	33.5%	0.084	3.2%	53%	False	False	42,607
120	3.002	2.133	0.869	33.5%	0.083	3.2%	53%	False	False	37,247

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.025
Widest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	3.511
2.618	3.216
1.618	3.035
1.000	2.923
0.618	2.854
HIGH	2.742
0.618	2.673
0.500	2.652
0.382	2.630
LOW	2.561
0.618	2.449
1.000	2.380
1.618	2.268
2.618	2.087
4.250	1.792

Fisher Pivots for day following 22-Sep-2020
Pivot	1 day	3 day
R1	2.652	2.632
PP	2.633	2.620
S1	2.615	2.609

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

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