NYMEX Natural Gas Future March 2021

Trading Metrics calculated at close of trading on 04-Dec-2020

Day Change Summary
	Previous	Current
	03-Dec-2020	04-Dec-2020	Change	Change %	Previous Week
Open	2.706	2.484	-0.222	-8.2%	2.777
High	2.709	2.593	-0.116	-4.3%	2.910
Low	2.441	2.441	0.000	0.0%	2.441
Close	2.476	2.551	0.075	3.0%	2.551
Range	0.268	0.152	-0.116	-43.3%	0.469
ATR	0.127	0.129	0.002	1.4%	0.000
Volume	93,040	46,956	-46,084	-49.5%	294,416

Daily Pivots for day following 04-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.984	2.920	2.635
R3	2.832	2.768	2.593
R2	2.680	2.680	2.579
R1	2.616	2.616	2.565	2.648
PP	2.528	2.528	2.528	2.545
S1	2.464	2.464	2.537	2.496
S2	2.376	2.376	2.523
S3	2.224	2.312	2.509
S4	2.072	2.160	2.467

Weekly Pivots for week ending 04-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	4.041	3.765	2.809
R3	3.572	3.296	2.680
R2	3.103	3.103	2.637
R1	2.827	2.827	2.594	2.731
PP	2.634	2.634	2.634	2.586
S1	2.358	2.358	2.508	2.262
S2	2.165	2.165	2.465
S3	1.696	1.889	2.422
S4	1.227	1.420	2.293

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.910	2.441	0.469	18.4%	0.170	6.7%	23%	False	True	58,883
10	2.910	2.441	0.469	18.4%	0.133	5.2%	23%	False	True	48,416
20	3.062	2.441	0.621	24.3%	0.122	4.8%	18%	False	True	48,125
40	3.320	2.441	0.879	34.5%	0.109	4.3%	13%	False	True	42,852
60	3.320	2.441	0.879	34.5%	0.105	4.1%	13%	False	True	37,928
80	3.320	2.441	0.879	34.5%	0.095	3.7%	13%	False	True	33,325
100	3.320	2.441	0.879	34.5%	0.087	3.4%	13%	False	True	29,148
120	3.320	2.441	0.879	34.5%	0.080	3.1%	13%	False	True	26,082

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	0.024
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.239
2.618	2.991
1.618	2.839
1.000	2.745
0.618	2.687
HIGH	2.593
0.618	2.535
0.500	2.517
0.382	2.499
LOW	2.441
0.618	2.347
1.000	2.289
1.618	2.195
2.618	2.043
4.250	1.795

Fisher Pivots for day following 04-Dec-2020
Pivot	1 day	3 day
R1	2.540	2.645
PP	2.528	2.613
S1	2.517	2.582

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

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