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

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 2 trading days

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

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

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