NYMEX Natural Gas Future March 2021

Trading Metrics calculated at close of trading on 22-Sep-2020

Day Change Summary
	Previous	Current
	21-Sep-2020	22-Sep-2020	Change	Change %	Previous Week
Open	3.079	3.133	0.054	1.8%	3.161
High	3.166	3.148	-0.018	-0.6%	3.190
Low	3.077	3.065	-0.012	-0.4%	3.017
Close	3.138	3.099	-0.039	-1.2%	3.116
Range	0.089	0.083	-0.006	-6.7%	0.173
ATR	0.070	0.071	0.001	1.3%	0.000
Volume	22,612	20,299	-2,313	-10.2%	108,658

Daily Pivots for day following 22-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.353	3.309	3.145
R3	3.270	3.226	3.122
R2	3.187	3.187	3.114
R1	3.143	3.143	3.107	3.124
PP	3.104	3.104	3.104	3.094
S1	3.060	3.060	3.091	3.041
S2	3.021	3.021	3.084
S3	2.938	2.977	3.076
S4	2.855	2.894	3.053

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	3.166	3.017	0.149	4.8%	0.086	2.8%	55%	False	False	21,986
10	3.207	3.017	0.190	6.1%	0.074	2.4%	43%	False	False	22,112
20	3.245	3.017	0.228	7.4%	0.073	2.4%	36%	False	False	22,365
40	3.245	2.756	0.489	15.8%	0.067	2.2%	70%	False	False	18,634
60	3.245	2.660	0.585	18.9%	0.061	2.0%	75%	False	False	15,841
80	3.245	2.653	0.592	19.1%	0.056	1.8%	75%	False	False	14,662

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	0.018
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.501
2.618	3.365
1.618	3.282
1.000	3.231
0.618	3.199
HIGH	3.148
0.618	3.116
0.500	3.107
0.382	3.097
LOW	3.065
0.618	3.014
1.000	2.982
1.618	2.931
2.618	2.848
4.250	2.712

Fisher Pivots for day following 22-Sep-2020
Pivot	1 day	3 day
R1	3.107	3.098
PP	3.104	3.097
S1	3.102	3.096

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

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