NYMEX Natural Gas Future November 2020

Trading Metrics calculated at close of trading on 28-Sep-2020

Day Change Summary
	Previous	Current
	25-Sep-2020	28-Sep-2020	Change	Change %	Previous Week
Open	2.865	2.785	-0.080	-2.8%	2.588
High	2.918	2.823	-0.095	-3.3%	2.928
Low	2.791	2.704	-0.087	-3.1%	2.518
Close	2.807	2.795	-0.012	-0.4%	2.807
Range	0.127	0.119	-0.008	-6.3%	0.410
ATR	0.134	0.133	-0.001	-0.8%	0.000
Volume	140,297	113,191	-27,106	-19.3%	805,326

Daily Pivots for day following 28-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.131	3.082	2.860
R3	3.012	2.963	2.828
R2	2.893	2.893	2.817
R1	2.844	2.844	2.806	2.869
PP	2.774	2.774	2.774	2.786
S1	2.725	2.725	2.784	2.750
S2	2.655	2.655	2.773
S3	2.536	2.606	2.762
S4	2.417	2.487	2.730

Weekly Pivots for week ending 25-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.981	3.804	3.033
R3	3.571	3.394	2.920
R2	3.161	3.161	2.882
R1	2.984	2.984	2.845	3.073
PP	2.751	2.751	2.751	2.795
S1	2.574	2.574	2.769	2.663
S2	2.341	2.341	2.732
S3	1.931	2.164	2.694
S4	1.521	1.754	2.582

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.928	2.518	0.410	14.7%	0.181	6.5%	68%	False	False	146,032
10	2.928	2.496	0.432	15.5%	0.157	5.6%	69%	False	False	138,067
20	3.002	2.496	0.506	18.1%	0.134	4.8%	59%	False	False	118,824
40	3.002	2.447	0.555	19.9%	0.118	4.2%	63%	False	False	88,870
60	3.002	2.253	0.749	26.8%	0.104	3.7%	72%	False	False	69,208
80	3.002	2.133	0.869	31.1%	0.093	3.3%	76%	False	False	56,428
100	3.002	2.133	0.869	31.1%	0.088	3.1%	76%	False	False	47,936
120	3.002	2.133	0.869	31.1%	0.087	3.1%	76%	False	False	41,780

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.034
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	3.329
2.618	3.135
1.618	3.016
1.000	2.942
0.618	2.897
HIGH	2.823
0.618	2.778
0.500	2.764
0.382	2.749
LOW	2.704
0.618	2.630
1.000	2.585
1.618	2.511
2.618	2.392
4.250	2.198

Fisher Pivots for day following 28-Sep-2020
Pivot	1 day	3 day
R1	2.785	2.816
PP	2.774	2.809
S1	2.764	2.802

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

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