NYMEX Natural Gas Future May 2021
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 23-Oct-2020 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 22-Oct-2020 | 23-Oct-2020 | Change | Change % | Previous Week |  
                        | Open | 2.962 | 2.907 | -0.055 | -1.9% | 2.888 |  
                        | High | 2.964 | 2.921 | -0.043 | -1.5% | 2.965 |  
                        | Low | 2.904 | 2.865 | -0.039 | -1.3% | 2.865 |  
                        | Close | 2.916 | 2.892 | -0.024 | -0.8% | 2.892 |  
                        | Range | 0.060 | 0.056 | -0.004 | -6.7% | 0.100 |  
                        | ATR | 0.050 | 0.050 | 0.000 | 0.9% | 0.000 |  
                        | Volume | 9,489 | 10,060 | 571 | 6.0% | 44,387 |  | 
    
| 
        
            | Daily Pivots for day following 23-Oct-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.061 | 3.032 | 2.923 |  |  
                | R3 | 3.005 | 2.976 | 2.907 |  |  
                | R2 | 2.949 | 2.949 | 2.902 |  |  
                | R1 | 2.920 | 2.920 | 2.897 | 2.907 |  
                | PP | 2.893 | 2.893 | 2.893 | 2.886 |  
                | S1 | 2.864 | 2.864 | 2.887 | 2.851 |  
                | S2 | 2.837 | 2.837 | 2.882 |  |  
                | S3 | 2.781 | 2.808 | 2.877 |  |  
                | S4 | 2.725 | 2.752 | 2.861 |  |  | 
        
            | Weekly Pivots for week ending 23-Oct-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.207 | 3.150 | 2.947 |  |  
                | R3 | 3.107 | 3.050 | 2.920 |  |  
                | R2 | 3.007 | 3.007 | 2.910 |  |  
                | R1 | 2.950 | 2.950 | 2.901 | 2.979 |  
                | PP | 2.907 | 2.907 | 2.907 | 2.922 |  
                | S1 | 2.850 | 2.850 | 2.883 | 2.879 |  
                | S2 | 2.807 | 2.807 | 2.874 |  |  
                | S3 | 2.707 | 2.750 | 2.865 |  |  
                | S4 | 2.607 | 2.650 | 2.837 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 2.965 | 2.865 | 0.100 | 3.5% | 0.050 | 1.7% | 27% | False | True | 8,877 |  
                | 10 | 2.965 | 2.818 | 0.147 | 5.1% | 0.045 | 1.5% | 50% | False | False | 9,069 |  
                | 20 | 2.965 | 2.650 | 0.315 | 10.9% | 0.052 | 1.8% | 77% | False | False | 9,433 |  
                | 40 | 2.965 | 2.650 | 0.315 | 10.9% | 0.048 | 1.7% | 77% | False | False | 8,656 |  
                | 60 | 2.965 | 2.520 | 0.445 | 15.4% | 0.046 | 1.6% | 84% | False | False | 8,512 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3.159 |  
            | 2.618 | 3.068 |  
            | 1.618 | 3.012 |  
            | 1.000 | 2.977 |  
            | 0.618 | 2.956 |  
            | HIGH | 2.921 |  
            | 0.618 | 2.900 |  
            | 0.500 | 2.893 |  
            | 0.382 | 2.886 |  
            | LOW | 2.865 |  
            | 0.618 | 2.830 |  
            | 1.000 | 2.809 |  
            | 1.618 | 2.774 |  
            | 2.618 | 2.718 |  
            | 4.250 | 2.627 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 23-Oct-2020 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 2.893 | 2.915 |  
                                | PP | 2.893 | 2.907 |  
                                | S1 | 2.892 | 2.900 |  |