NYMEX Natural Gas Future January 2021

Trading Metrics calculated at close of trading on 30-Nov-2020

Day Change Summary
	Previous	Current
	27-Nov-2020	30-Nov-2020	Change	Change %	Previous Week
Open	2.950	2.831	-0.119	-4.0%	2.822
High	2.963	2.996	0.033	1.1%	3.002
Low	2.828	2.823	-0.005	-0.2%	2.756
Close	2.843	2.882	0.039	1.4%	2.843
Range	0.135	0.173	0.038	28.1%	0.246
ATR	0.128	0.132	0.003	2.5%	0.000
Volume	94,072	146,181	52,109	55.4%	403,466

Daily Pivots for day following 30-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.419	3.324	2.977
R3	3.246	3.151	2.930
R2	3.073	3.073	2.914
R1	2.978	2.978	2.898	3.026
PP	2.900	2.900	2.900	2.924
S1	2.805	2.805	2.866	2.853
S2	2.727	2.727	2.850
S3	2.554	2.632	2.834
S4	2.381	2.459	2.787

Weekly Pivots for week ending 27-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.605	3.470	2.978
R3	3.359	3.224	2.911
R2	3.113	3.113	2.888
R1	2.978	2.978	2.866	3.046
PP	2.867	2.867	2.867	2.901
S1	2.732	2.732	2.820	2.800
S2	2.621	2.621	2.798
S3	2.375	2.486	2.775
S4	2.129	2.240	2.708

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.002	2.756	0.246	8.5%	0.133	4.6%	51%	False	False	109,929
10	3.022	2.656	0.366	12.7%	0.132	4.6%	62%	False	False	110,719
20	3.505	2.656	0.849	29.5%	0.133	4.6%	27%	False	False	95,351
40	3.507	2.656	0.851	29.5%	0.121	4.2%	27%	False	False	76,745
60	3.507	2.656	0.851	29.5%	0.115	4.0%	27%	False	False	64,911
80	3.507	2.656	0.851	29.5%	0.105	3.6%	27%	False	False	55,863
100	3.507	2.656	0.851	29.5%	0.097	3.4%	27%	False	False	49,179
120	3.507	2.656	0.851	29.5%	0.089	3.1%	27%	False	False	44,633

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.022
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	3.731
2.618	3.449
1.618	3.276
1.000	3.169
0.618	3.103
HIGH	2.996
0.618	2.930
0.500	2.910
0.382	2.889
LOW	2.823
0.618	2.716
1.000	2.650
1.618	2.543
2.618	2.370
4.250	2.088

Fisher Pivots for day following 30-Nov-2020
Pivot	1 day	3 day
R1	2.910	2.913
PP	2.900	2.902
S1	2.891	2.892

Download as Excel Spreadsheet

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

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