NYMEX Natural Gas Future May 2021

Trading Metrics calculated at close of trading on 15-Oct-2020

Day Change Summary
	Previous	Current
	14-Oct-2020	15-Oct-2020	Change	Change %	Previous Week
Open	2.842	2.840	-0.002	-0.1%	2.680
High	2.867	2.898	0.031	1.1%	2.809
Low	2.821	2.840	0.019	0.7%	2.678
Close	2.854	2.890	0.036	1.3%	2.804
Range	0.046	0.058	0.012	26.1%	0.131
ATR	0.051	0.051	0.001	1.0%	0.000
Volume	9,385	5,417	-3,968	-42.3%	55,230

Daily Pivots for day following 15-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.050	3.028	2.922
R3	2.992	2.970	2.906
R2	2.934	2.934	2.901
R1	2.912	2.912	2.895	2.923
PP	2.876	2.876	2.876	2.882
S1	2.854	2.854	2.885	2.865
S2	2.818	2.818	2.879
S3	2.760	2.796	2.874
S4	2.702	2.738	2.858

Weekly Pivots for week ending 09-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.157	3.111	2.876
R3	3.026	2.980	2.840
R2	2.895	2.895	2.828
R1	2.849	2.849	2.816	2.872
PP	2.764	2.764	2.764	2.775
S1	2.718	2.718	2.792	2.741
S2	2.633	2.633	2.780
S3	2.502	2.587	2.768
S4	2.371	2.456	2.732

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.898	2.770	0.128	4.4%	0.041	1.4%	94%	True	False	9,876
10	2.898	2.650	0.248	8.6%	0.052	1.8%	97%	True	False	10,387
20	2.898	2.650	0.248	8.6%	0.053	1.8%	97%	True	False	9,644
40	2.898	2.650	0.248	8.6%	0.048	1.7%	97%	True	False	8,428

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	0.009
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	3.145
2.618	3.050
1.618	2.992
1.000	2.956
0.618	2.934
HIGH	2.898
0.618	2.876
0.500	2.869
0.382	2.862
LOW	2.840
0.618	2.804
1.000	2.782
1.618	2.746
2.618	2.688
4.250	2.594

Fisher Pivots for day following 15-Oct-2020
Pivot	1 day	3 day
R1	2.883	2.880
PP	2.876	2.870
S1	2.869	2.860

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

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