NYMEX Natural Gas Future May 2021

Trading Metrics calculated at close of trading on 21-Oct-2020

Day Change Summary
	Previous	Current
	20-Oct-2020	21-Oct-2020	Change	Change %	Previous Week
Open	2.918	2.928	0.010	0.3%	2.832
High	2.954	2.965	0.011	0.4%	2.911
Low	2.912	2.928	0.016	0.5%	2.818
Close	2.926	2.953	0.027	0.9%	2.906
Range	0.042	0.037	-0.005	-11.9%	0.093
ATR	0.050	0.049	-0.001	-1.5%	0.000
Volume	6,837	10,820	3,983	58.3%	46,310

Daily Pivots for day following 21-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.060	3.043	2.973
R3	3.023	3.006	2.963
R2	2.986	2.986	2.960
R1	2.969	2.969	2.956	2.978
PP	2.949	2.949	2.949	2.953
S1	2.932	2.932	2.950	2.941
S2	2.912	2.912	2.946
S3	2.875	2.895	2.943
S4	2.838	2.858	2.933

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	2.965	2.840	0.125	4.2%	0.044	1.5%	90%	True	False	8,062
10	2.965	2.723	0.242	8.2%	0.042	1.4%	95%	True	False	9,382
20	2.965	2.650	0.315	10.7%	0.051	1.7%	96%	True	False	9,511
40	2.965	2.650	0.315	10.7%	0.048	1.6%	96%	True	False	8,706
60	2.965	2.520	0.445	15.1%	0.046	1.5%	97%	True	False	8,354

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	0.009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.122
2.618	3.062
1.618	3.025
1.000	3.002
0.618	2.988
HIGH	2.965
0.618	2.951
0.500	2.947
0.382	2.942
LOW	2.928
0.618	2.905
1.000	2.891
1.618	2.868
2.618	2.831
4.250	2.771

Fisher Pivots for day following 21-Oct-2020
Pivot	1 day	3 day
R1	2.951	2.943
PP	2.949	2.933
S1	2.947	2.923

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

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