NYMEX Natural Gas Future June 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	2.945	2.961	0.016	0.5%	2.906
High	2.972	2.967	-0.005	-0.2%	2.992
Low	2.919	2.943	0.024	0.8%	2.894
Close	2.962	2.960	-0.002	-0.1%	2.924
Range	0.053	0.024	-0.029	-54.7%	0.098
ATR	0.047	0.046	-0.002	-3.5%	0.000
Volume	7,003	3,183	-3,820	-54.5%	25,414

Daily Pivots for day following 28-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.029	3.018	2.973
R3	3.005	2.994	2.967
R2	2.981	2.981	2.964
R1	2.970	2.970	2.962	2.964
PP	2.957	2.957	2.957	2.953
S1	2.946	2.946	2.958	2.940
S2	2.933	2.933	2.956
S3	2.909	2.922	2.953
S4	2.885	2.898	2.947

Weekly Pivots for week ending 23-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.231	3.175	2.978
R3	3.133	3.077	2.951
R2	3.035	3.035	2.942
R1	2.979	2.979	2.933	3.007
PP	2.937	2.937	2.937	2.951
S1	2.881	2.881	2.915	2.909
S2	2.839	2.839	2.906
S3	2.741	2.783	2.897
S4	2.643	2.685	2.870

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.992	2.894	0.098	3.3%	0.048	1.6%	67%	False	False	4,485
10	2.992	2.881	0.111	3.8%	0.045	1.5%	71%	False	False	4,821
20	2.992	2.684	0.308	10.4%	0.047	1.6%	90%	False	False	5,105
40	2.992	2.684	0.308	10.4%	0.045	1.5%	90%	False	False	4,812

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	0.009
Narrowest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	3.069
2.618	3.030
1.618	3.006
1.000	2.991
0.618	2.982
HIGH	2.967
0.618	2.958
0.500	2.955
0.382	2.952
LOW	2.943
0.618	2.928
1.000	2.919
1.618	2.904
2.618	2.880
4.250	2.841

Fisher Pivots for day following 28-Oct-2020
Pivot	1 day	3 day
R1	2.958	2.953
PP	2.957	2.946
S1	2.955	2.940

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

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