NYMEX Natural Gas Future March 2021

Trading Metrics calculated at close of trading on 27-Nov-2020

Day Change Summary
	Previous	Current
	25-Nov-2020	27-Nov-2020	Change	Change %	Previous Week
Open	2.810	2.853	0.043	1.5%	2.750
High	2.900	2.862	-0.038	-1.3%	2.900
Low	2.762	2.763	0.001	0.0%	2.694
Close	2.865	2.776	-0.089	-3.1%	2.776
Range	0.138	0.099	-0.039	-28.3%	0.206
ATR	0.109	0.108	0.000	-0.4%	0.000
Volume	44,651	31,182	-13,469	-30.2%	153,751

Daily Pivots for day following 27-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.097	3.036	2.830
R3	2.998	2.937	2.803
R2	2.899	2.899	2.794
R1	2.838	2.838	2.785	2.819
PP	2.800	2.800	2.800	2.791
S1	2.739	2.739	2.767	2.720
S2	2.701	2.701	2.758
S3	2.602	2.640	2.749
S4	2.503	2.541	2.722

Weekly Pivots for week ending 27-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.408	3.298	2.889
R3	3.202	3.092	2.833
R2	2.996	2.996	2.814
R1	2.886	2.886	2.795	2.941
PP	2.790	2.790	2.790	2.818
S1	2.680	2.680	2.757	2.735
S2	2.584	2.584	2.738
S3	2.378	2.474	2.719
S4	2.172	2.268	2.663

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.900	2.654	0.246	8.9%	0.095	3.4%	50%	False	False	37,949
10	3.062	2.596	0.466	16.8%	0.108	3.9%	39%	False	False	44,314
20	3.320	2.596	0.724	26.1%	0.111	4.0%	25%	False	False	44,700
40	3.320	2.596	0.724	26.1%	0.101	3.6%	25%	False	False	40,087
60	3.320	2.596	0.724	26.1%	0.096	3.5%	25%	False	False	34,713
80	3.320	2.596	0.724	26.1%	0.088	3.2%	25%	False	False	30,502
100	3.320	2.596	0.724	26.1%	0.081	2.9%	25%	False	False	26,727
120	3.320	2.596	0.724	26.1%	0.076	2.7%	25%	False	False	24,117

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	0.019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.283
2.618	3.121
1.618	3.022
1.000	2.961
0.618	2.923
HIGH	2.862
0.618	2.824
0.500	2.813
0.382	2.801
LOW	2.763
0.618	2.702
1.000	2.664
1.618	2.603
2.618	2.504
4.250	2.342

Fisher Pivots for day following 27-Nov-2020
Pivot	1 day	3 day
R1	2.813	2.817
PP	2.800	2.803
S1	2.788	2.790

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

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