NYMEX Natural Gas Future January 2021

Trading Metrics calculated at close of trading on 23-Nov-2020

Day Change Summary
	Previous	Current
	20-Nov-2020	23-Nov-2020	Change	Change %	Previous Week
Open	2.725	2.822	0.097	3.6%	3.008
High	2.808	2.839	0.031	1.1%	3.022
Low	2.716	2.756	0.040	1.5%	2.656
Close	2.770	2.823	0.053	1.9%	2.770
Range	0.092	0.083	-0.009	-9.8%	0.366
ATR	0.130	0.126	-0.003	-2.6%	0.000
Volume	86,639	87,348	709	0.8%	557,548

Daily Pivots for day following 23-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.055	3.022	2.869
R3	2.972	2.939	2.846
R2	2.889	2.889	2.838
R1	2.856	2.856	2.831	2.873
PP	2.806	2.806	2.806	2.814
S1	2.773	2.773	2.815	2.790
S2	2.723	2.723	2.808
S3	2.640	2.690	2.800
S4	2.557	2.607	2.777

Weekly Pivots for week ending 20-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.914	3.708	2.971
R3	3.548	3.342	2.871
R2	3.182	3.182	2.837
R1	2.976	2.976	2.804	2.896
PP	2.816	2.816	2.816	2.776
S1	2.610	2.610	2.736	2.530
S2	2.450	2.450	2.703
S3	2.084	2.244	2.669
S4	1.718	1.878	2.569

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.917	2.656	0.261	9.2%	0.112	4.0%	64%	False	False	100,762
10	3.204	2.656	0.548	19.4%	0.125	4.4%	30%	False	False	98,923
20	3.507	2.656	0.851	30.1%	0.130	4.6%	20%	False	False	82,585
40	3.507	2.656	0.851	30.1%	0.121	4.3%	20%	False	False	70,078
60	3.507	2.656	0.851	30.1%	0.111	3.9%	20%	False	False	59,828
80	3.507	2.656	0.851	30.1%	0.102	3.6%	20%	False	False	51,781
100	3.507	2.656	0.851	30.1%	0.093	3.3%	20%	False	False	45,754
120	3.507	2.656	0.851	30.1%	0.086	3.1%	20%	False	False	41,433

Crabel Price Patterns
NR	True
NR4	True
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	0.019
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.192
2.618	3.056
1.618	2.973
1.000	2.922
0.618	2.890
HIGH	2.839
0.618	2.807
0.500	2.798
0.382	2.788
LOW	2.756
0.618	2.705
1.000	2.673
1.618	2.622
2.618	2.539
4.250	2.403

Fisher Pivots for day following 23-Nov-2020
Pivot	1 day	3 day
R1	2.815	2.802
PP	2.806	2.781
S1	2.798	2.761

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

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