NYMEX Natural Gas Future March 2021

Trading Metrics calculated at close of trading on 17-Sep-2020

Day Change Summary
	Previous	Current
	16-Sep-2020	17-Sep-2020	Change	Change %	Previous Week
Open	3.125	3.099	-0.026	-0.8%	3.209
High	3.152	3.109	-0.043	-1.4%	3.229
Low	3.086	3.017	-0.069	-2.2%	3.122
Close	3.097	3.074	-0.023	-0.7%	3.138
Range	0.066	0.092	0.026	39.4%	0.107
ATR	0.064	0.066	0.002	3.2%	0.000
Volume	15,688	30,280	14,592	93.0%	92,052

Daily Pivots for day following 17-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.343	3.300	3.125
R3	3.251	3.208	3.099
R2	3.159	3.159	3.091
R1	3.116	3.116	3.082	3.092
PP	3.067	3.067	3.067	3.054
S1	3.024	3.024	3.066	3.000
S2	2.975	2.975	3.057
S3	2.883	2.932	3.049
S4	2.791	2.840	3.023

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	3.190	3.017	0.173	5.6%	0.068	2.2%	33%	False	True	22,046
10	3.245	3.017	0.228	7.4%	0.066	2.2%	25%	False	True	21,174
20	3.245	3.014	0.231	7.5%	0.067	2.2%	26%	False	False	21,209
40	3.245	2.681	0.564	18.3%	0.064	2.1%	70%	False	False	17,709
60	3.245	2.653	0.592	19.3%	0.058	1.9%	71%	False	False	15,403
80	3.245	2.653	0.592	19.3%	0.055	1.8%	71%	False	False	14,131

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	0.019
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	3.500
2.618	3.350
1.618	3.258
1.000	3.201
0.618	3.166
HIGH	3.109
0.618	3.074
0.500	3.063
0.382	3.052
LOW	3.017
0.618	2.960
1.000	2.925
1.618	2.868
2.618	2.776
4.250	2.626

Fisher Pivots for day following 17-Sep-2020
Pivot	1 day	3 day
R1	3.070	3.085
PP	3.067	3.081
S1	3.063	3.078

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

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