NYMEX Natural Gas Future March 2021

Trading Metrics calculated at close of trading on 02-Sep-2020

Day Change Summary
	Previous	Current
	01-Sep-2020	02-Sep-2020	Change	Change %	Previous Week
Open	3.166	3.176	0.010	0.3%	3.089
High	3.204	3.229	0.025	0.8%	3.154
Low	3.148	3.148	0.000	0.0%	3.017
Close	3.185	3.216	0.031	1.0%	3.146
Range	0.056	0.081	0.025	44.6%	0.137
ATR	0.063	0.064	0.001	2.1%	0.000
Volume	22,952	32,116	9,164	39.9%	105,067

Daily Pivots for day following 02-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.441	3.409	3.261
R3	3.360	3.328	3.238
R2	3.279	3.279	3.231
R1	3.247	3.247	3.223	3.263
PP	3.198	3.198	3.198	3.206
S1	3.166	3.166	3.209	3.182
S2	3.117	3.117	3.201
S3	3.036	3.085	3.194
S4	2.955	3.004	3.171

Weekly Pivots for week ending 28-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.517	3.468	3.221
R3	3.380	3.331	3.184
R2	3.243	3.243	3.171
R1	3.194	3.194	3.159	3.219
PP	3.106	3.106	3.106	3.118
S1	3.057	3.057	3.133	3.082
S2	2.969	2.969	3.121
S3	2.832	2.920	3.108
S4	2.695	2.783	3.071

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.229	3.017	0.212	6.6%	0.084	2.6%	94%	True	False	27,451
10	3.229	3.014	0.215	6.7%	0.068	2.1%	94%	True	False	21,245
20	3.229	2.896	0.333	10.4%	0.063	2.0%	96%	True	False	17,871
40	3.229	2.660	0.569	17.7%	0.059	1.8%	98%	True	False	14,747
60	3.229	2.653	0.576	17.9%	0.055	1.7%	98%	True	False	13,521

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.573
2.618	3.441
1.618	3.360
1.000	3.310
0.618	3.279
HIGH	3.229
0.618	3.198
0.500	3.189
0.382	3.179
LOW	3.148
0.618	3.098
1.000	3.067
1.618	3.017
2.618	2.936
4.250	2.804

Fisher Pivots for day following 02-Sep-2020
Pivot	1 day	3 day
R1	3.207	3.197
PP	3.198	3.178
S1	3.189	3.160

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

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