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 |  | 
    
        
        |  | 
    
        | 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 |  |