NYMEX Natural Gas Future May 2021

Trading Metrics calculated at close of trading on 04-Dec-2020

Day Change Summary
	Previous	Current
	03-Dec-2020	04-Dec-2020	Change	Change %	Previous Week
Open	2.636	2.455	-0.181	-6.9%	2.666
High	2.636	2.535	-0.101	-3.8%	2.774
Low	2.405	2.426	0.021	0.9%	2.405
Close	2.449	2.517	0.068	2.8%	2.517
Range	0.231	0.109	-0.122	-52.8%	0.369
ATR	0.090	0.091	0.001	1.5%	0.000
Volume	50,334	23,565	-26,769	-53.2%	134,483

Daily Pivots for day following 04-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.820	2.777	2.577
R3	2.711	2.668	2.547
R2	2.602	2.602	2.537
R1	2.559	2.559	2.527	2.581
PP	2.493	2.493	2.493	2.503
S1	2.450	2.450	2.507	2.472
S2	2.384	2.384	2.497
S3	2.275	2.341	2.487
S4	2.166	2.232	2.457

Weekly Pivots for week ending 04-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.672	3.464	2.720
R3	3.303	3.095	2.618
R2	2.934	2.934	2.585
R1	2.726	2.726	2.551	2.646
PP	2.565	2.565	2.565	2.525
S1	2.357	2.357	2.483	2.277
S2	2.196	2.196	2.449
S3	1.827	1.988	2.416
S4	1.458	1.619	2.314

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.774	2.405	0.369	14.7%	0.130	5.1%	30%	False	False	26,896
10	2.774	2.405	0.369	14.7%	0.095	3.8%	30%	False	False	21,384
20	2.903	2.405	0.498	19.8%	0.087	3.5%	22%	False	False	22,204
40	3.011	2.405	0.606	24.1%	0.071	2.8%	18%	False	False	17,056
60	3.011	2.405	0.606	24.1%	0.065	2.6%	18%	False	False	14,348
80	3.011	2.405	0.606	24.1%	0.059	2.4%	18%	False	False	12,686

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.998
2.618	2.820
1.618	2.711
1.000	2.644
0.618	2.602
HIGH	2.535
0.618	2.493
0.500	2.481
0.382	2.468
LOW	2.426
0.618	2.359
1.000	2.317
1.618	2.250
2.618	2.141
4.250	1.963

Fisher Pivots for day following 04-Dec-2020
Pivot	1 day	3 day
R1	2.505	2.572
PP	2.493	2.553
S1	2.481	2.535

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

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