NYMEX Natural Gas Future March 2021

Trading Metrics calculated at close of trading on 08-Oct-2020

Day Change Summary
	Previous	Current
	07-Oct-2020	08-Oct-2020	Change	Change %	Previous Week
Open	3.055	3.097	0.042	1.4%	3.172
High	3.166	3.146	-0.020	-0.6%	3.218
Low	3.051	3.072	0.021	0.7%	2.935
Close	3.130	3.146	0.016	0.5%	2.993
Range	0.115	0.074	-0.041	-35.7%	0.283
ATR	0.097	0.096	-0.002	-1.7%	0.000
Volume	40,185	42,628	2,443	6.1%	162,006

Daily Pivots for day following 08-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.343	3.319	3.187
R3	3.269	3.245	3.166
R2	3.195	3.195	3.160
R1	3.171	3.171	3.153	3.183
PP	3.121	3.121	3.121	3.128
S1	3.097	3.097	3.139	3.109
S2	3.047	3.047	3.132
S3	2.973	3.023	3.126
S4	2.899	2.949	3.105

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%	0.110	3.5%	91%	False	False	36,762
10	3.261	2.935	0.326	10.4%	0.108	3.4%	65%	False	False	33,091
20	3.261	2.935	0.326	10.4%	0.097	3.1%	65%	False	False	28,079
40	3.261	2.919	0.342	10.9%	0.080	2.6%	66%	False	False	23,797
60	3.261	2.660	0.601	19.1%	0.073	2.3%	81%	False	False	20,012
80	3.261	2.653	0.608	19.3%	0.066	2.1%	81%	False	False	17,697

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.020
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	3.461
2.618	3.340
1.618	3.266
1.000	3.220
0.618	3.192
HIGH	3.146
0.618	3.118
0.500	3.109
0.382	3.100
LOW	3.072
0.618	3.026
1.000	2.998
1.618	2.952
2.618	2.878
4.250	2.758

Fisher Pivots for day following 08-Oct-2020
Pivot	1 day	3 day
R1	3.134	3.134
PP	3.121	3.121
S1	3.109	3.109

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

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