NYMEX Natural Gas Future February 2021

Trading Metrics calculated at close of trading on 23-Oct-2020

Day Change Summary
	Previous	Current
	22-Oct-2020	23-Oct-2020	Change	Change %	Previous Week
Open	3.421	3.345	-0.076	-2.2%	3.312
High	3.435	3.358	-0.077	-2.2%	3.442
Low	3.341	3.258	-0.083	-2.5%	3.258
Close	3.356	3.285	-0.071	-2.1%	3.285
Range	0.094	0.100	0.006	6.4%	0.184
ATR	0.097	0.097	0.000	0.2%	0.000
Volume	17,077	13,900	-3,177	-18.6%	84,459

Daily Pivots for day following 23-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.600	3.543	3.340
R3	3.500	3.443	3.313
R2	3.400	3.400	3.303
R1	3.343	3.343	3.294	3.322
PP	3.300	3.300	3.300	3.290
S1	3.243	3.243	3.276	3.222
S2	3.200	3.200	3.267
S3	3.100	3.143	3.258
S4	3.000	3.043	3.230

Weekly Pivots for week ending 23-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.880	3.767	3.386
R3	3.696	3.583	3.336
R2	3.512	3.512	3.319
R1	3.399	3.399	3.302	3.364
PP	3.328	3.328	3.328	3.311
S1	3.215	3.215	3.268	3.180
S2	3.144	3.144	3.251
S3	2.960	3.031	3.234
S4	2.776	2.847	3.184

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.442	3.258	0.184	5.6%	0.091	2.8%	15%	False	True	16,891
10	3.442	3.241	0.201	6.1%	0.084	2.6%	22%	False	False	18,817
20	3.442	3.041	0.401	12.2%	0.104	3.2%	61%	False	False	20,827
40	3.442	3.041	0.401	12.2%	0.096	2.9%	61%	False	False	17,427
60	3.442	2.874	0.568	17.3%	0.087	2.6%	72%	False	False	14,883
80	3.442	2.756	0.686	20.9%	0.079	2.4%	77%	False	False	12,563
100	3.442	2.750	0.692	21.1%	0.073	2.2%	77%	False	False	11,168
120	3.442	2.750	0.692	21.1%	0.070	2.1%	77%	False	False	10,083

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	0.018
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	3.783
2.618	3.620
1.618	3.520
1.000	3.458
0.618	3.420
HIGH	3.358
0.618	3.320
0.500	3.308
0.382	3.296
LOW	3.258
0.618	3.196
1.000	3.158
1.618	3.096
2.618	2.996
4.250	2.833

Fisher Pivots for day following 23-Oct-2020
Pivot	1 day	3 day
R1	3.308	3.350
PP	3.300	3.328
S1	3.293	3.307

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

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