NYMEX Natural Gas Future January 2021

Trading Metrics calculated at close of trading on 03-Dec-2020

Day Change Summary
	Previous	Current
	02-Dec-2020	03-Dec-2020	Change	Change %	Previous Week
Open	2.881	2.760	-0.121	-4.2%	2.822
High	2.934	2.768	-0.166	-5.7%	3.002
Low	2.740	2.484	-0.256	-9.3%	2.756
Close	2.780	2.507	-0.273	-9.8%	2.843
Range	0.194	0.284	0.090	46.4%	0.246
ATR	0.137	0.148	0.011	8.3%	0.000
Volume	142,878	269,563	126,685	88.7%	403,466

Daily Pivots for day following 03-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.438	3.257	2.663
R3	3.154	2.973	2.585
R2	2.870	2.870	2.559
R1	2.689	2.689	2.533	2.638
PP	2.586	2.586	2.586	2.561
S1	2.405	2.405	2.481	2.354
S2	2.302	2.302	2.455
S3	2.018	2.121	2.429
S4	1.734	1.837	2.351

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	2.996	2.484	0.512	20.4%	0.185	7.4%	4%	False	True	158,071
10	3.002	2.484	0.518	20.7%	0.158	6.3%	4%	False	True	133,745
20	3.244	2.484	0.760	30.3%	0.141	5.6%	3%	False	True	112,975
40	3.507	2.484	1.023	40.8%	0.125	5.0%	2%	False	True	85,681
60	3.507	2.484	1.023	40.8%	0.121	4.8%	2%	False	True	72,056
80	3.507	2.484	1.023	40.8%	0.110	4.4%	2%	False	True	61,780
100	3.507	2.484	1.023	40.8%	0.101	4.0%	2%	False	True	53,949
120	3.507	2.484	1.023	40.8%	0.093	3.7%	2%	False	True	48,784

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	0.024
Widest range in 174 trading days

Fibonacci Retracements and Extensions
4.250	3.975
2.618	3.512
1.618	3.228
1.000	3.052
0.618	2.944
HIGH	2.768
0.618	2.660
0.500	2.626
0.382	2.592
LOW	2.484
0.618	2.308
1.000	2.200
1.618	2.024
2.618	1.740
4.250	1.277

Fisher Pivots for day following 03-Dec-2020
Pivot	1 day	3 day
R1	2.626	2.728
PP	2.586	2.654
S1	2.547	2.581

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

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