NYMEX Natural Gas Future December 2020

Trading Metrics calculated at close of trading on 12-Nov-2020

Day Change Summary
	Previous	Current
	11-Nov-2020	12-Nov-2020	Change	Change %	Previous Week
Open	2.948	3.032	0.084	2.8%	3.374
High	3.057	3.064	0.007	0.2%	3.393
Low	2.911	2.941	0.030	1.0%	2.866
Close	3.031	2.976	-0.055	-1.8%	2.888
Range	0.146	0.123	-0.023	-15.8%	0.527
ATR	0.131	0.131	-0.001	-0.5%	0.000
Volume	139,900	126,609	-13,291	-9.5%	846,931

Daily Pivots for day following 12-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.363	3.292	3.044
R3	3.240	3.169	3.010
R2	3.117	3.117	2.999
R1	3.046	3.046	2.987	3.020
PP	2.994	2.994	2.994	2.981
S1	2.923	2.923	2.965	2.897
S2	2.871	2.871	2.953
S3	2.748	2.800	2.942
S4	2.625	2.677	2.908

Weekly Pivots for week ending 06-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	4.630	4.286	3.178
R3	4.103	3.759	3.033
R2	3.576	3.576	2.985
R1	3.232	3.232	2.936	3.141
PP	3.049	3.049	3.049	3.003
S1	2.705	2.705	2.840	2.614
S2	2.522	2.522	2.791
S3	1.995	2.178	2.743
S4	1.468	1.651	2.598

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.064	2.821	0.243	8.2%	0.128	4.3%	64%	True	False	147,467
10	3.396	2.821	0.575	19.3%	0.144	4.8%	27%	False	False	154,404
20	3.396	2.821	0.575	19.3%	0.129	4.3%	27%	False	False	131,959
40	3.396	2.821	0.575	19.3%	0.130	4.4%	27%	False	False	104,906
60	3.396	2.821	0.575	19.3%	0.114	3.8%	27%	False	False	83,828
80	3.396	2.667	0.729	24.5%	0.106	3.5%	42%	False	False	68,855
100	3.396	2.637	0.759	25.5%	0.095	3.2%	45%	False	False	58,567
120	3.396	2.637	0.759	25.5%	0.088	2.9%	45%	False	False	51,146

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.033
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.587
2.618	3.386
1.618	3.263
1.000	3.187
0.618	3.140
HIGH	3.064
0.618	3.017
0.500	3.003
0.382	2.988
LOW	2.941
0.618	2.865
1.000	2.818
1.618	2.742
2.618	2.619
4.250	2.418

Fisher Pivots for day following 12-Nov-2020
Pivot	1 day	3 day
R1	3.003	2.971
PP	2.994	2.965
S1	2.985	2.960

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

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