NYMEX Natural Gas Future May 2021

Trading Metrics calculated at close of trading on 27-Oct-2020

Day Change Summary
	Previous	Current
	26-Oct-2020	27-Oct-2020	Change	Change %	Previous Week
Open	2.870	2.915	0.045	1.6%	2.888
High	2.926	2.946	0.020	0.7%	2.965
Low	2.870	2.886	0.016	0.6%	2.865
Close	2.916	2.933	0.017	0.6%	2.892
Range	0.056	0.060	0.004	7.1%	0.100
ATR	0.051	0.051	0.001	1.3%	0.000
Volume	6,855	12,105	5,250	76.6%	44,387

Daily Pivots for day following 27-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.102	3.077	2.966
R3	3.042	3.017	2.950
R2	2.982	2.982	2.944
R1	2.957	2.957	2.939	2.970
PP	2.922	2.922	2.922	2.928
S1	2.897	2.897	2.928	2.910
S2	2.862	2.862	2.922
S3	2.802	2.837	2.917
S4	2.742	2.777	2.900

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%	0.054	1.8%	68%	False	False	9,865
10	2.965	2.821	0.144	4.9%	0.050	1.7%	78%	False	False	8,820
20	2.965	2.650	0.315	10.7%	0.052	1.8%	90%	False	False	9,575
40	2.965	2.650	0.315	10.7%	0.049	1.7%	90%	False	False	8,828
60	2.965	2.561	0.404	13.8%	0.046	1.6%	92%	False	False	8,572

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.201
2.618	3.103
1.618	3.043
1.000	3.006
0.618	2.983
HIGH	2.946
0.618	2.923
0.500	2.916
0.382	2.909
LOW	2.886
0.618	2.849
1.000	2.826
1.618	2.789
2.618	2.729
4.250	2.631

Fisher Pivots for day following 27-Oct-2020
Pivot	1 day	3 day
R1	2.927	2.924
PP	2.922	2.915
S1	2.916	2.906

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

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