NYMEX Natural Gas Future May 2021

Trading Metrics calculated at close of trading on 19-Oct-2020

Day Change Summary
	Previous	Current
	16-Oct-2020	19-Oct-2020	Change	Change %	Previous Week
Open	2.889	2.888	-0.001	0.0%	2.832
High	2.911	2.933	0.022	0.8%	2.911
Low	2.879	2.880	0.001	0.0%	2.818
Close	2.906	2.920	0.014	0.5%	2.906
Range	0.032	0.053	0.021	65.6%	0.093
ATR	0.050	0.050	0.000	0.4%	0.000
Volume	10,058	7,181	-2,877	-28.6%	46,310

Daily Pivots for day following 19-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.070	3.048	2.949
R3	3.017	2.995	2.935
R2	2.964	2.964	2.930
R1	2.942	2.942	2.925	2.953
PP	2.911	2.911	2.911	2.917
S1	2.889	2.889	2.915	2.900
S2	2.858	2.858	2.910
S3	2.805	2.836	2.905
S4	2.752	2.783	2.891

Weekly Pivots for week ending 16-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.157	3.125	2.957
R3	3.064	3.032	2.932
R2	2.971	2.971	2.923
R1	2.939	2.939	2.915	2.955
PP	2.878	2.878	2.878	2.887
S1	2.846	2.846	2.897	2.862
S2	2.785	2.785	2.889
S3	2.692	2.753	2.880
S4	2.599	2.660	2.855

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.933	2.821	0.112	3.8%	0.045	1.5%	88%	True	False	8,114
10	2.933	2.719	0.214	7.3%	0.045	1.6%	94%	True	False	9,575
20	2.933	2.650	0.283	9.7%	0.052	1.8%	95%	True	False	9,783
40	2.933	2.650	0.283	9.7%	0.048	1.6%	95%	True	False	8,553
60	2.933	2.460	0.473	16.2%	0.046	1.6%	97%	True	False	8,219

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	0.011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.158
2.618	3.072
1.618	3.019
1.000	2.986
0.618	2.966
HIGH	2.933
0.618	2.913
0.500	2.907
0.382	2.900
LOW	2.880
0.618	2.847
1.000	2.827
1.618	2.794
2.618	2.741
4.250	2.655

Fisher Pivots for day following 19-Oct-2020
Pivot	1 day	3 day
R1	2.916	2.909
PP	2.911	2.898
S1	2.907	2.887

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

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