NYMEX Natural Gas Future March 2021

Trading Metrics calculated at close of trading on 07-Oct-2020

Day Change Summary
	Previous	Current
	06-Oct-2020	07-Oct-2020	Change	Change %	Previous Week
Open	3.111	3.055	-0.056	-1.8%	3.172
High	3.167	3.166	-0.001	0.0%	3.218
Low	3.066	3.051	-0.015	-0.5%	2.935
Close	3.071	3.130	0.059	1.9%	2.993
Range	0.101	0.115	0.014	13.9%	0.283
ATR	0.096	0.097	0.001	1.4%	0.000
Volume	24,618	40,185	15,567	63.2%	162,006

Daily Pivots for day following 07-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.461	3.410	3.193
R3	3.346	3.295	3.162
R2	3.231	3.231	3.151
R1	3.180	3.180	3.141	3.206
PP	3.116	3.116	3.116	3.128
S1	3.065	3.065	3.119	3.091
S2	3.001	3.001	3.109
S3	2.886	2.950	3.098
S4	2.771	2.835	3.067

Weekly Pivots for week ending 02-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.898	3.728	3.149
R3	3.615	3.445	3.071
R2	3.332	3.332	3.045
R1	3.162	3.162	3.019	3.106
PP	3.049	3.049	3.049	3.020
S1	2.879	2.879	2.967	2.823
S2	2.766	2.766	2.941
S3	2.483	2.596	2.915
S4	2.200	2.313	2.837

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.167	2.935	0.232	7.4%	0.122	3.9%	84%	False	False	34,702
10	3.261	2.935	0.326	10.4%	0.110	3.5%	60%	False	False	31,877
20	3.261	2.935	0.326	10.4%	0.096	3.1%	60%	False	False	26,971
40	3.261	2.896	0.365	11.7%	0.080	2.5%	64%	False	False	23,029
60	3.261	2.660	0.601	19.2%	0.072	2.3%	78%	False	False	19,419
80	3.261	2.653	0.608	19.4%	0.066	2.1%	78%	False	False	17,243

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.655
2.618	3.467
1.618	3.352
1.000	3.281
0.618	3.237
HIGH	3.166
0.618	3.122
0.500	3.109
0.382	3.095
LOW	3.051
0.618	2.980
1.000	2.936
1.618	2.865
2.618	2.750
4.250	2.562

Fisher Pivots for day following 07-Oct-2020
Pivot	1 day	3 day
R1	3.123	3.112
PP	3.116	3.095
S1	3.109	3.077

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

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