NYMEX Natural Gas Future March 2021

Trading Metrics calculated at close of trading on 18-Sep-2020

Day Change Summary
	Previous	Current
	17-Sep-2020	18-Sep-2020	Change	Change %	Previous Week
Open	3.099	3.050	-0.049	-1.6%	3.161
High	3.109	3.126	0.017	0.5%	3.190
Low	3.017	3.025	0.008	0.3%	3.017
Close	3.074	3.116	0.042	1.4%	3.116
Range	0.092	0.101	0.009	9.8%	0.173
ATR	0.066	0.068	0.003	3.8%	0.000
Volume	30,280	21,055	-9,225	-30.5%	108,658

Daily Pivots for day following 18-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.392	3.355	3.172
R3	3.291	3.254	3.144
R2	3.190	3.190	3.135
R1	3.153	3.153	3.125	3.172
PP	3.089	3.089	3.089	3.098
S1	3.052	3.052	3.107	3.071
S2	2.988	2.988	3.097
S3	2.887	2.951	3.088
S4	2.786	2.850	3.060

Weekly Pivots for week ending 18-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.627	3.544	3.211
R3	3.454	3.371	3.164
R2	3.281	3.281	3.148
R1	3.198	3.198	3.132	3.153
PP	3.108	3.108	3.108	3.085
S1	3.025	3.025	3.100	2.980
S2	2.935	2.935	3.084
S3	2.762	2.852	3.068
S4	2.589	2.679	3.021

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%	0.078	2.5%	57%	False	False	21,731
10	3.245	3.017	0.228	7.3%	0.072	2.3%	43%	False	False	21,844
20	3.245	3.014	0.231	7.4%	0.070	2.3%	44%	False	False	21,330
40	3.245	2.707	0.538	17.3%	0.065	2.1%	76%	False	False	17,981
60	3.245	2.653	0.592	19.0%	0.060	1.9%	78%	False	False	15,577
80	3.245	2.653	0.592	19.0%	0.055	1.8%	78%	False	False	14,344

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	0.020
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	3.555
2.618	3.390
1.618	3.289
1.000	3.227
0.618	3.188
HIGH	3.126
0.618	3.087
0.500	3.076
0.382	3.064
LOW	3.025
0.618	2.963
1.000	2.924
1.618	2.862
2.618	2.761
4.250	2.596

Fisher Pivots for day following 18-Sep-2020
Pivot	1 day	3 day
R1	3.103	3.106
PP	3.089	3.095
S1	3.076	3.085

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

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