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 |  | 
    
        
        |  | 
    
        | 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 |  |