NYMEX Natural Gas Future November 2020

Trading Metrics calculated at close of trading on 26-Oct-2020

Day Change Summary
	Previous	Current
	23-Oct-2020	26-Oct-2020	Change	Change %	Previous Week
Open	2.985	2.941	-0.044	-1.5%	2.641
High	3.006	3.080	0.074	2.5%	3.066
Low	2.918	2.907	-0.011	-0.4%	2.638
Close	2.971	3.024	0.053	1.8%	2.971
Range	0.088	0.173	0.085	96.6%	0.428
ATR	0.165	0.166	0.001	0.3%	0.000
Volume	73,245	35,714	-37,531	-51.2%	591,070

Daily Pivots for day following 26-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.523	3.446	3.119
R3	3.350	3.273	3.072
R2	3.177	3.177	3.056
R1	3.100	3.100	3.040	3.139
PP	3.004	3.004	3.004	3.023
S1	2.927	2.927	3.008	2.966
S2	2.831	2.831	2.992
S3	2.658	2.754	2.976
S4	2.485	2.581	2.929

Weekly Pivots for week ending 23-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	4.176	4.001	3.206
R3	3.748	3.573	3.089
R2	3.320	3.320	3.049
R1	3.145	3.145	3.010	3.233
PP	2.892	2.892	2.892	2.935
S1	2.717	2.717	2.932	2.805
S2	2.464	2.464	2.893
S3	2.036	2.289	2.853
S4	1.608	1.861	2.736

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.080	2.824	0.256	8.5%	0.127	4.2%	78%	True	False	95,266
10	3.080	2.610	0.470	15.5%	0.155	5.1%	88%	True	False	128,656
20	3.080	2.373	0.707	23.4%	0.176	5.8%	92%	True	False	154,504
40	3.080	2.373	0.707	23.4%	0.155	5.1%	92%	True	False	136,664
60	3.080	2.373	0.707	23.4%	0.137	4.5%	92%	True	False	110,748
80	3.080	2.253	0.827	27.3%	0.122	4.0%	93%	True	False	90,532
100	3.080	2.133	0.947	31.3%	0.109	3.6%	94%	True	False	76,043
120	3.080	2.133	0.947	31.3%	0.102	3.4%	94%	True	False	65,697

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.025
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.815
2.618	3.533
1.618	3.360
1.000	3.253
0.618	3.187
HIGH	3.080
0.618	3.014
0.500	2.994
0.382	2.973
LOW	2.907
0.618	2.800
1.000	2.734
1.618	2.627
2.618	2.454
4.250	2.172

Fisher Pivots for day following 26-Oct-2020
Pivot	1 day	3 day
R1	3.014	3.014
PP	3.004	3.004
S1	2.994	2.994

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

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