NYMEX Natural Gas Future November 2020

Trading Metrics calculated at close of trading on 07-Oct-2020

Day Change Summary
	Previous	Current
	06-Oct-2020	07-Oct-2020	Change	Change %	Previous Week
Open	2.623	2.511	-0.112	-4.3%	2.785
High	2.703	2.686	-0.017	-0.6%	2.823
Low	2.505	2.466	-0.039	-1.6%	2.373
Close	2.520	2.606	0.086	3.4%	2.438
Range	0.198	0.220	0.022	11.1%	0.450
ATR	0.161	0.165	0.004	2.6%	0.000
Volume	149,529	211,070	61,541	41.2%	775,189

Daily Pivots for day following 07-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.246	3.146	2.727
R3	3.026	2.926	2.667
R2	2.806	2.806	2.646
R1	2.706	2.706	2.626	2.756
PP	2.586	2.586	2.586	2.611
S1	2.486	2.486	2.586	2.536
S2	2.366	2.366	2.566
S3	2.146	2.266	2.546
S4	1.926	2.046	2.485

Weekly Pivots for week ending 02-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.895	3.616	2.686
R3	3.445	3.166	2.562
R2	2.995	2.995	2.521
R1	2.716	2.716	2.479	2.631
PP	2.545	2.545	2.545	2.502
S1	2.266	2.266	2.397	2.181
S2	2.095	2.095	2.356
S3	1.645	1.816	2.314
S4	1.195	1.366	2.191

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.727	2.373	0.354	13.6%	0.206	7.9%	66%	False	False	175,123
10	2.928	2.373	0.555	21.3%	0.188	7.2%	42%	False	False	160,842
20	2.928	2.373	0.555	21.3%	0.167	6.4%	42%	False	False	144,172
40	3.002	2.373	0.629	24.1%	0.135	5.2%	37%	False	False	107,691
60	3.002	2.253	0.749	28.7%	0.119	4.6%	47%	False	False	85,352
80	3.002	2.133	0.869	33.3%	0.106	4.1%	54%	False	False	70,337
100	3.002	2.133	0.869	33.3%	0.098	3.7%	54%	False	False	58,972
120	3.002	2.133	0.869	33.3%	0.095	3.7%	54%	False	False	51,400

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.048
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.621
2.618	3.262
1.618	3.042
1.000	2.906
0.618	2.822
HIGH	2.686
0.618	2.602
0.500	2.576
0.382	2.550
LOW	2.466
0.618	2.330
1.000	2.246
1.618	2.110
2.618	1.890
4.250	1.531

Fisher Pivots for day following 07-Oct-2020
Pivot	1 day	3 day
R1	2.596	2.600
PP	2.586	2.593
S1	2.576	2.587

Download as Excel Spreadsheet

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

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