NYMEX Natural Gas Future March 2021

Trading Metrics calculated at close of trading on 15-Sep-2020

Day Change Summary
	Previous	Current
	14-Sep-2020	15-Sep-2020	Change	Change %	Previous Week
Open	3.161	3.126	-0.035	-1.1%	3.209
High	3.190	3.142	-0.048	-1.5%	3.229
Low	3.106	3.095	-0.011	-0.4%	3.122
Close	3.133	3.133	0.000	0.0%	3.138
Range	0.084	0.047	-0.037	-44.0%	0.107
ATR	0.065	0.064	-0.001	-2.0%	0.000
Volume	23,397	18,238	-5,159	-22.0%	92,052

Daily Pivots for day following 15-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.264	3.246	3.159
R3	3.217	3.199	3.146
R2	3.170	3.170	3.142
R1	3.152	3.152	3.137	3.161
PP	3.123	3.123	3.123	3.128
S1	3.105	3.105	3.129	3.114
S2	3.076	3.076	3.124
S3	3.029	3.058	3.120
S4	2.982	3.011	3.107

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	3.207	3.095	0.112	3.6%	0.062	2.0%	34%	False	True	22,238
10	3.245	3.095	0.150	4.8%	0.064	2.0%	25%	False	True	22,084
20	3.245	3.011	0.234	7.5%	0.064	2.1%	52%	False	False	20,146
40	3.245	2.673	0.572	18.3%	0.062	2.0%	80%	False	False	16,926
60	3.245	2.653	0.592	18.9%	0.057	1.8%	81%	False	False	15,014

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	0.020
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	3.342
2.618	3.265
1.618	3.218
1.000	3.189
0.618	3.171
HIGH	3.142
0.618	3.124
0.500	3.119
0.382	3.113
LOW	3.095
0.618	3.066
1.000	3.048
1.618	3.019
2.618	2.972
4.250	2.895

Fisher Pivots for day following 15-Sep-2020
Pivot	1 day	3 day
R1	3.128	3.143
PP	3.123	3.139
S1	3.119	3.136

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

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