NYMEX Natural Gas Future February 2021

Trading Metrics calculated at close of trading on 17-Sep-2020

Day Change Summary
	Previous	Current
	16-Sep-2020	17-Sep-2020	Change	Change %	Previous Week
Open	3.243	3.211	-0.032	-1.0%	3.336
High	3.271	3.222	-0.049	-1.5%	3.365
Low	3.196	3.123	-0.073	-2.3%	3.233
Close	3.210	3.189	-0.021	-0.7%	3.253
Range	0.075	0.099	0.024	32.0%	0.132
ATR	0.071	0.073	0.002	2.8%	0.000
Volume	7,383	16,186	8,803	119.2%	55,274

Daily Pivots for day following 17-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.475	3.431	3.243
R3	3.376	3.332	3.216
R2	3.277	3.277	3.207
R1	3.233	3.233	3.198	3.206
PP	3.178	3.178	3.178	3.164
S1	3.134	3.134	3.180	3.107
S2	3.079	3.079	3.171
S3	2.980	3.035	3.162
S4	2.881	2.936	3.135

Weekly Pivots for week ending 11-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.680	3.598	3.326
R3	3.548	3.466	3.289
R2	3.416	3.416	3.277
R1	3.334	3.334	3.265	3.309
PP	3.284	3.284	3.284	3.271
S1	3.202	3.202	3.241	3.177
S2	3.152	3.152	3.229
S3	3.020	3.070	3.217
S4	2.888	2.938	3.180

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.311	3.123	0.188	5.9%	0.074	2.3%	35%	False	True	11,938
10	3.389	3.123	0.266	8.3%	0.073	2.3%	25%	False	True	12,746
20	3.389	3.123	0.266	8.3%	0.075	2.3%	25%	False	True	12,828
40	3.389	2.771	0.618	19.4%	0.072	2.2%	68%	False	False	10,470
60	3.389	2.750	0.639	20.0%	0.064	2.0%	69%	False	False	8,991
80	3.389	2.750	0.639	20.0%	0.060	1.9%	69%	False	False	8,006

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.024
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	3.643
2.618	3.481
1.618	3.382
1.000	3.321
0.618	3.283
HIGH	3.222
0.618	3.184
0.500	3.173
0.382	3.161
LOW	3.123
0.618	3.062
1.000	3.024
1.618	2.963
2.618	2.864
4.250	2.702

Fisher Pivots for day following 17-Sep-2020
Pivot	1 day	3 day
R1	3.184	3.197
PP	3.178	3.194
S1	3.173	3.192

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

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