NYMEX Natural Gas Future February 2021

Trading Metrics calculated at close of trading on 13-Oct-2020

Day Change Summary
	Previous	Current
	12-Oct-2020	13-Oct-2020	Change	Change %	Previous Week
Open	3.362	3.327	-0.035	-1.0%	3.100
High	3.400	3.354	-0.046	-1.4%	3.347
Low	3.309	3.284	-0.025	-0.8%	3.097
Close	3.355	3.341	-0.014	-0.4%	3.305
Range	0.091	0.070	-0.021	-23.1%	0.250
ATR	0.106	0.104	-0.003	-2.4%	0.000
Volume	21,131	21,048	-83	-0.4%	117,392

Daily Pivots for day following 13-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.536	3.509	3.380
R3	3.466	3.439	3.360
R2	3.396	3.396	3.354
R1	3.369	3.369	3.347	3.383
PP	3.326	3.326	3.326	3.333
S1	3.299	3.299	3.335	3.313
S2	3.256	3.256	3.328
S3	3.186	3.229	3.322
S4	3.116	3.159	3.303

Weekly Pivots for week ending 09-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	4.000	3.902	3.443
R3	3.750	3.652	3.374
R2	3.500	3.500	3.351
R1	3.402	3.402	3.328	3.451
PP	3.250	3.250	3.250	3.274
S1	3.152	3.152	3.282	3.201
S2	3.000	3.000	3.259
S3	2.750	2.902	3.236
S4	2.500	2.652	3.168

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.400	3.175	0.225	6.7%	0.095	2.9%	74%	False	False	23,307
10	3.400	3.041	0.359	10.7%	0.116	3.5%	84%	False	False	22,850
20	3.420	3.041	0.379	11.3%	0.112	3.4%	79%	False	False	19,275
40	3.420	3.041	0.379	11.3%	0.092	2.8%	79%	False	False	15,882
60	3.420	2.768	0.652	19.5%	0.084	2.5%	88%	False	False	13,124
80	3.420	2.750	0.670	20.1%	0.075	2.3%	88%	False	False	11,416
100	3.420	2.750	0.670	20.1%	0.070	2.1%	88%	False	False	10,089

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	0.025
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	3.652
2.618	3.537
1.618	3.467
1.000	3.424
0.618	3.397
HIGH	3.354
0.618	3.327
0.500	3.319
0.382	3.311
LOW	3.284
0.618	3.241
1.000	3.214
1.618	3.171
2.618	3.101
4.250	2.987

Fisher Pivots for day following 13-Oct-2020
Pivot	1 day	3 day
R1	3.334	3.334
PP	3.326	3.326
S1	3.319	3.319

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

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