NYMEX Natural Gas Future November 2020

Trading Metrics calculated at close of trading on 08-Oct-2020

Day Change Summary
	Previous	Current
	07-Oct-2020	08-Oct-2020	Change	Change %	Previous Week
Open	2.511	2.590	0.079	3.1%	2.785
High	2.686	2.651	-0.035	-1.3%	2.823
Low	2.466	2.508	0.042	1.7%	2.373
Close	2.606	2.627	0.021	0.8%	2.438
Range	0.220	0.143	-0.077	-35.0%	0.450
ATR	0.165	0.164	-0.002	-1.0%	0.000
Volume	211,070	198,488	-12,582	-6.0%	775,189

Daily Pivots for day following 08-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.024	2.969	2.706
R3	2.881	2.826	2.666
R2	2.738	2.738	2.653
R1	2.683	2.683	2.640	2.711
PP	2.595	2.595	2.595	2.609
S1	2.540	2.540	2.614	2.568
S2	2.452	2.452	2.601
S3	2.309	2.397	2.588
S4	2.166	2.254	2.548

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	13.5%	0.204	7.8%	72%	False	False	183,643
10	2.918	2.373	0.545	20.7%	0.187	7.1%	47%	False	False	166,997
20	2.928	2.373	0.555	21.1%	0.170	6.5%	46%	False	False	149,660
40	3.002	2.373	0.629	23.9%	0.137	5.2%	40%	False	False	110,301
60	3.002	2.253	0.749	28.5%	0.121	4.6%	50%	False	False	88,387
80	3.002	2.133	0.869	33.1%	0.107	4.1%	57%	False	False	72,633
100	3.002	2.133	0.869	33.1%	0.098	3.7%	57%	False	False	60,778
120	3.002	2.133	0.869	33.1%	0.095	3.6%	57%	False	False	52,932

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.049
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	3.259
2.618	3.025
1.618	2.882
1.000	2.794
0.618	2.739
HIGH	2.651
0.618	2.596
0.500	2.580
0.382	2.563
LOW	2.508
0.618	2.420
1.000	2.365
1.618	2.277
2.618	2.134
4.250	1.900

Fisher Pivots for day following 08-Oct-2020
Pivot	1 day	3 day
R1	2.611	2.613
PP	2.595	2.599
S1	2.580	2.585

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

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