NYMEX Natural Gas Future January 2021

Trading Metrics calculated at close of trading on 02-Dec-2020

Day Change Summary
	Previous	Current
	01-Dec-2020	02-Dec-2020	Change	Change %	Previous Week
Open	2.934	2.881	-0.053	-1.8%	2.822
High	2.972	2.934	-0.038	-1.3%	3.002
Low	2.833	2.740	-0.093	-3.3%	2.756
Close	2.880	2.780	-0.100	-3.5%	2.843
Range	0.139	0.194	0.055	39.6%	0.246
ATR	0.132	0.137	0.004	3.3%	0.000
Volume	137,665	142,878	5,213	3.8%	403,466

Daily Pivots for day following 02-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.400	3.284	2.887
R3	3.206	3.090	2.833
R2	3.012	3.012	2.816
R1	2.896	2.896	2.798	2.857
PP	2.818	2.818	2.818	2.799
S1	2.702	2.702	2.762	2.663
S2	2.624	2.624	2.744
S3	2.430	2.508	2.727
S4	2.236	2.314	2.673

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	2.740	0.262	9.4%	0.161	5.8%	15%	False	True	126,562
10	3.002	2.656	0.346	12.4%	0.139	5.0%	36%	False	False	116,026
20	3.244	2.656	0.588	21.2%	0.132	4.7%	21%	False	False	102,505
40	3.507	2.656	0.851	30.6%	0.121	4.4%	15%	False	False	81,426
60	3.507	2.656	0.851	30.6%	0.118	4.2%	15%	False	False	68,341
80	3.507	2.656	0.851	30.6%	0.107	3.8%	15%	False	False	58,660
100	3.507	2.656	0.851	30.6%	0.099	3.6%	15%	False	False	51,459
120	3.507	2.656	0.851	30.6%	0.091	3.3%	15%	False	False	46,648

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

Fibonacci Retracements and Extensions
4.250	3.759
2.618	3.442
1.618	3.248
1.000	3.128
0.618	3.054
HIGH	2.934
0.618	2.860
0.500	2.837
0.382	2.814
LOW	2.740
0.618	2.620
1.000	2.546
1.618	2.426
2.618	2.232
4.250	1.916

Fisher Pivots for day following 02-Dec-2020
Pivot	1 day	3 day
R1	2.837	2.868
PP	2.818	2.839
S1	2.799	2.809

Download as Excel Spreadsheet

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

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