NYMEX Natural Gas Future March 2021

Trading Metrics calculated at close of trading on 30-Sep-2020

Day Change Summary
	Previous	Current
	29-Sep-2020	30-Sep-2020	Change	Change %	Previous Week
Open	3.196	3.059	-0.137	-4.3%	3.079
High	3.199	3.134	-0.065	-2.0%	3.261
Low	3.053	3.035	-0.018	-0.6%	3.047
Close	3.096	3.099	0.003	0.1%	3.200
Range	0.146	0.099	-0.047	-32.2%	0.214
ATR	0.083	0.084	0.001	1.4%	0.000
Volume	36,239	23,533	-12,706	-35.1%	124,688

Daily Pivots for day following 30-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.386	3.342	3.153
R3	3.287	3.243	3.126
R2	3.188	3.188	3.117
R1	3.144	3.144	3.108	3.166
PP	3.089	3.089	3.089	3.101
S1	3.045	3.045	3.090	3.067
S2	2.990	2.990	3.081
S3	2.891	2.946	3.072
S4	2.792	2.847	3.045

Weekly Pivots for week ending 25-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.811	3.720	3.318
R3	3.597	3.506	3.259
R2	3.383	3.383	3.239
R1	3.292	3.292	3.220	3.338
PP	3.169	3.169	3.169	3.192
S1	3.078	3.078	3.180	3.124
S2	2.955	2.955	3.161
S3	2.741	2.864	3.141
S4	2.527	2.650	3.082

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.261	3.035	0.226	7.3%	0.097	3.1%	28%	False	True	29,052
10	3.261	3.017	0.244	7.9%	0.100	3.2%	34%	False	False	26,550
20	3.261	3.017	0.244	7.9%	0.083	2.7%	34%	False	False	23,953
40	3.261	2.892	0.369	11.9%	0.072	2.3%	56%	False	False	20,459
60	3.261	2.660	0.601	19.4%	0.066	2.1%	73%	False	False	17,416
80	3.261	2.653	0.608	19.6%	0.062	2.0%	73%	False	False	15,944

Crabel Price Patterns
NR	True
NR4	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	3.555
2.618	3.393
1.618	3.294
1.000	3.233
0.618	3.195
HIGH	3.134
0.618	3.096
0.500	3.085
0.382	3.073
LOW	3.035
0.618	2.974
1.000	2.936
1.618	2.875
2.618	2.776
4.250	2.614

Fisher Pivots for day following 30-Sep-2020
Pivot	1 day	3 day
R1	3.094	3.127
PP	3.089	3.117
S1	3.085	3.108

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

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