NYMEX Natural Gas Future November 2020

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	3.016	3.020	0.004	0.1%	2.641
High	3.091	3.051	-0.040	-1.3%	3.066
Low	2.986	2.967	-0.019	-0.6%	2.638
Close	3.019	2.996	-0.023	-0.8%	2.971
Range	0.105	0.084	-0.021	-20.0%	0.428
ATR	0.161	0.156	-0.006	-3.4%	0.000
Volume	57,585	4,711	-52,874	-91.8%	591,070

Daily Pivots for day following 28-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.257	3.210	3.042
R3	3.173	3.126	3.019
R2	3.089	3.089	3.011
R1	3.042	3.042	3.004	3.024
PP	3.005	3.005	3.005	2.995
S1	2.958	2.958	2.988	2.940
S2	2.921	2.921	2.981
S3	2.837	2.874	2.973
S4	2.753	2.790	2.950

Weekly Pivots for week ending 23-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	4.176	4.001	3.206
R3	3.748	3.573	3.089
R2	3.320	3.320	3.049
R1	3.145	3.145	3.010	3.233
PP	2.892	2.892	2.892	2.935
S1	2.717	2.717	2.932	2.805
S2	2.464	2.464	2.893
S3	2.036	2.289	2.853
S4	1.608	1.861	2.736

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.091	2.907	0.184	6.1%	0.107	3.6%	48%	False	False	52,889
10	3.091	2.638	0.453	15.1%	0.145	4.8%	79%	False	False	98,583
20	3.091	2.373	0.718	24.0%	0.162	5.4%	87%	False	False	140,500
40	3.091	2.373	0.718	24.0%	0.153	5.1%	87%	False	False	133,140
60	3.091	2.373	0.718	24.0%	0.135	4.5%	87%	False	False	109,163
80	3.091	2.253	0.838	28.0%	0.122	4.1%	89%	False	False	90,414
100	3.091	2.133	0.958	32.0%	0.110	3.7%	90%	False	False	76,395
120	3.091	2.133	0.958	32.0%	0.103	3.4%	90%	False	False	65,951

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.025
Narrowest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	3.408
2.618	3.271
1.618	3.187
1.000	3.135
0.618	3.103
HIGH	3.051
0.618	3.019
0.500	3.009
0.382	2.999
LOW	2.967
0.618	2.915
1.000	2.883
1.618	2.831
2.618	2.747
4.250	2.610

Fisher Pivots for day following 28-Oct-2020
Pivot	1 day	3 day
R1	3.009	2.999
PP	3.005	2.998
S1	3.000	2.997

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

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