NYMEX Natural Gas Future May 2021

Trading Metrics calculated at close of trading on 28-Oct-2020

Day Change Summary
	Previous	Current
	27-Oct-2020	28-Oct-2020	Change	Change %	Previous Week
Open	2.915	2.932	0.017	0.6%	2.888
High	2.946	2.937	-0.009	-0.3%	2.965
Low	2.886	2.912	0.026	0.9%	2.865
Close	2.933	2.929	-0.004	-0.1%	2.892
Range	0.060	0.025	-0.035	-58.3%	0.100
ATR	0.051	0.049	-0.002	-3.7%	0.000
Volume	12,105	11,014	-1,091	-9.0%	44,387

Daily Pivots for day following 28-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.001	2.990	2.943
R3	2.976	2.965	2.936
R2	2.951	2.951	2.934
R1	2.940	2.940	2.931	2.933
PP	2.926	2.926	2.926	2.923
S1	2.915	2.915	2.927	2.908
S2	2.901	2.901	2.924
S3	2.876	2.890	2.922
S4	2.851	2.865	2.915

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	2.964	2.865	0.099	3.4%	0.051	1.8%	65%	False	False	9,904
10	2.965	2.840	0.125	4.3%	0.048	1.6%	71%	False	False	8,983
20	2.965	2.650	0.315	10.8%	0.051	1.7%	89%	False	False	9,829
40	2.965	2.650	0.315	10.8%	0.048	1.6%	89%	False	False	8,939
60	2.965	2.590	0.375	12.8%	0.046	1.6%	90%	False	False	8,534

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.007
Narrowest range in 45 trading days

Fibonacci Retracements and Extensions
4.250	3.043
2.618	3.002
1.618	2.977
1.000	2.962
0.618	2.952
HIGH	2.937
0.618	2.927
0.500	2.925
0.382	2.922
LOW	2.912
0.618	2.897
1.000	2.887
1.618	2.872
2.618	2.847
4.250	2.806

Fisher Pivots for day following 28-Oct-2020
Pivot	1 day	3 day
R1	2.928	2.922
PP	2.926	2.915
S1	2.925	2.908

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

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