NYMEX Natural Gas Future March 2021

Trading Metrics calculated at close of trading on 11-Sep-2020

Day Change Summary
	Previous	Current
	10-Sep-2020	11-Sep-2020	Change	Change %	Previous Week
Open	3.188	3.152	-0.036	-1.1%	3.209
High	3.203	3.171	-0.032	-1.0%	3.229
Low	3.147	3.122	-0.025	-0.8%	3.122
Close	3.154	3.138	-0.016	-0.5%	3.138
Range	0.056	0.049	-0.007	-12.5%	0.107
ATR	0.065	0.063	-0.001	-1.7%	0.000
Volume	20,472	22,630	2,158	10.5%	92,052

Daily Pivots for day following 11-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.291	3.263	3.165
R3	3.242	3.214	3.151
R2	3.193	3.193	3.147
R1	3.165	3.165	3.142	3.155
PP	3.144	3.144	3.144	3.138
S1	3.116	3.116	3.134	3.106
S2	3.095	3.095	3.129
S3	3.046	3.067	3.125
S4	2.997	3.018	3.111

Weekly Pivots for week ending 11-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.484	3.418	3.197
R3	3.377	3.311	3.167
R2	3.270	3.270	3.158
R1	3.204	3.204	3.148	3.184
PP	3.163	3.163	3.163	3.153
S1	3.097	3.097	3.128	3.077
S2	3.056	3.056	3.118
S3	2.949	2.990	3.109
S4	2.842	2.883	3.079

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.245	3.122	0.123	3.9%	0.067	2.1%	13%	False	True	21,956
10	3.245	3.090	0.155	4.9%	0.068	2.2%	31%	False	False	23,471
20	3.245	2.947	0.298	9.5%	0.064	2.1%	64%	False	False	19,962
40	3.245	2.660	0.585	18.6%	0.062	2.0%	82%	False	False	16,322
60	3.245	2.653	0.592	18.9%	0.056	1.8%	82%	False	False	14,543

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.022
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.379
2.618	3.299
1.618	3.250
1.000	3.220
0.618	3.201
HIGH	3.171
0.618	3.152
0.500	3.147
0.382	3.141
LOW	3.122
0.618	3.092
1.000	3.073
1.618	3.043
2.618	2.994
4.250	2.914

Fisher Pivots for day following 11-Sep-2020
Pivot	1 day	3 day
R1	3.147	3.165
PP	3.144	3.156
S1	3.141	3.147

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

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