NYMEX Natural Gas Future March 2021

Trading Metrics calculated at close of trading on 09-Nov-2020

Day Change Summary
	Previous	Current
	06-Nov-2020	09-Nov-2020	Change	Change %	Previous Week
Open	2.974	2.905	-0.069	-2.3%	3.297
High	3.005	2.964	-0.041	-1.4%	3.316
Low	2.908	2.877	-0.031	-1.1%	2.908
Close	2.933	2.904	-0.029	-1.0%	2.933
Range	0.097	0.087	-0.010	-10.3%	0.408
ATR	0.102	0.101	-0.001	-1.1%	0.000
Volume	59,415	38,422	-20,993	-35.3%	249,567

Daily Pivots for day following 09-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.176	3.127	2.952
R3	3.089	3.040	2.928
R2	3.002	3.002	2.920
R1	2.953	2.953	2.912	2.934
PP	2.915	2.915	2.915	2.906
S1	2.866	2.866	2.896	2.847
S2	2.828	2.828	2.888
S3	2.741	2.779	2.880
S4	2.654	2.692	2.856

Weekly Pivots for week ending 06-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	4.276	4.013	3.157
R3	3.868	3.605	3.045
R2	3.460	3.460	3.008
R1	3.197	3.197	2.970	3.125
PP	3.052	3.052	3.052	3.016
S1	2.789	2.789	2.896	2.717
S2	2.644	2.644	2.858
S3	2.236	2.381	2.821
S4	1.828	1.973	2.709

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.211	2.877	0.334	11.5%	0.114	3.9%	8%	False	True	49,500
10	3.320	2.877	0.443	15.3%	0.113	3.9%	6%	False	True	42,381
20	3.320	2.877	0.443	15.3%	0.096	3.3%	6%	False	True	37,400
40	3.320	2.877	0.443	15.3%	0.097	3.3%	6%	False	True	34,124
60	3.320	2.877	0.443	15.3%	0.086	3.0%	6%	False	True	29,371
80	3.320	2.660	0.660	22.7%	0.080	2.8%	37%	False	False	25,468
100	3.320	2.653	0.667	23.0%	0.073	2.5%	38%	False	False	22,547

Crabel Price Patterns
NR	True
NR4	False
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	0.031
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.334
2.618	3.192
1.618	3.105
1.000	3.051
0.618	3.018
HIGH	2.964
0.618	2.931
0.500	2.921
0.382	2.910
LOW	2.877
0.618	2.823
1.000	2.790
1.618	2.736
2.618	2.649
4.250	2.507

Fisher Pivots for day following 09-Nov-2020
Pivot	1 day	3 day
R1	2.921	2.995
PP	2.915	2.964
S1	2.910	2.934

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

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