NYMEX Natural Gas Future May 2021

Trading Metrics calculated at close of trading on 26-Oct-2020

Day Change Summary
	Previous	Current
	23-Oct-2020	26-Oct-2020	Change	Change %	Previous Week
Open	2.907	2.870	-0.037	-1.3%	2.888
High	2.921	2.926	0.005	0.2%	2.965
Low	2.865	2.870	0.005	0.2%	2.865
Close	2.892	2.916	0.024	0.8%	2.892
Range	0.056	0.056	0.000	0.0%	0.100
ATR	0.050	0.051	0.000	0.8%	0.000
Volume	10,060	6,855	-3,205	-31.9%	44,387

Daily Pivots for day following 26-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.072	3.050	2.947
R3	3.016	2.994	2.931
R2	2.960	2.960	2.926
R1	2.938	2.938	2.921	2.949
PP	2.904	2.904	2.904	2.910
S1	2.882	2.882	2.911	2.893
S2	2.848	2.848	2.906
S3	2.792	2.826	2.901
S4	2.736	2.770	2.885

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	3.4%	0.050	1.7%	51%	False	False	8,812
10	2.965	2.821	0.144	4.9%	0.047	1.6%	66%	False	False	8,463
20	2.965	2.650	0.315	10.8%	0.053	1.8%	84%	False	False	9,379
40	2.965	2.650	0.315	10.8%	0.049	1.7%	84%	False	False	8,700
60	2.965	2.535	0.430	14.7%	0.046	1.6%	89%	False	False	8,555

Crabel Price Patterns
NR	False
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	0.007

Fibonacci Retracements and Extensions
4.250	3.164
2.618	3.073
1.618	3.017
1.000	2.982
0.618	2.961
HIGH	2.926
0.618	2.905
0.500	2.898
0.382	2.891
LOW	2.870
0.618	2.835
1.000	2.814
1.618	2.779
2.618	2.723
4.250	2.632

Fisher Pivots for day following 26-Oct-2020
Pivot	1 day	3 day
R1	2.910	2.916
PP	2.904	2.915
S1	2.898	2.915

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

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