NYMEX Natural Gas Future February 2021

Trading Metrics calculated at close of trading on 20-Nov-2020

Day Change Summary
	Previous	Current
	19-Nov-2020	20-Nov-2020	Change	Change %	Previous Week
Open	2.821	2.713	-0.108	-3.8%	2.979
High	2.843	2.789	-0.054	-1.9%	2.993
Low	2.640	2.701	0.061	2.3%	2.640
Close	2.703	2.755	0.052	1.9%	2.755
Range	0.203	0.088	-0.115	-56.7%	0.353
ATR	0.125	0.122	-0.003	-2.1%	0.000
Volume	51,966	23,776	-28,190	-54.2%	207,344

Daily Pivots for day following 20-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.012	2.972	2.803
R3	2.924	2.884	2.779
R2	2.836	2.836	2.771
R1	2.796	2.796	2.763	2.816
PP	2.748	2.748	2.748	2.759
S1	2.708	2.708	2.747	2.728
S2	2.660	2.660	2.739
S3	2.572	2.620	2.731
S4	2.484	2.532	2.707

Weekly Pivots for week ending 20-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.855	3.658	2.949
R3	3.502	3.305	2.852
R2	3.149	3.149	2.820
R1	2.952	2.952	2.787	2.874
PP	2.796	2.796	2.796	2.757
S1	2.599	2.599	2.723	2.521
S2	2.443	2.443	2.690
S3	2.090	2.246	2.658
S4	1.737	1.893	2.561

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.993	2.640	0.353	12.8%	0.125	4.5%	33%	False	False	41,468
10	3.159	2.640	0.519	18.8%	0.120	4.4%	22%	False	False	36,720
20	3.452	2.640	0.812	29.5%	0.123	4.5%	14%	False	False	32,286
40	3.452	2.640	0.812	29.5%	0.114	4.1%	14%	False	False	26,557
60	3.452	2.640	0.812	29.5%	0.105	3.8%	14%	False	False	22,380
80	3.452	2.640	0.812	29.5%	0.096	3.5%	14%	False	False	19,234
100	3.452	2.640	0.812	29.5%	0.088	3.2%	14%	False	False	16,507
120	3.452	2.640	0.812	29.5%	0.081	2.9%	14%	False	False	14,687

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.163
2.618	3.019
1.618	2.931
1.000	2.877
0.618	2.843
HIGH	2.789
0.618	2.755
0.500	2.745
0.382	2.735
LOW	2.701
0.618	2.647
1.000	2.613
1.618	2.559
2.618	2.471
4.250	2.327

Fisher Pivots for day following 20-Nov-2020
Pivot	1 day	3 day
R1	2.752	2.766
PP	2.748	2.762
S1	2.745	2.759

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

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