NYMEX Natural Gas Future May 2021

Trading Metrics calculated at close of trading on 02-Nov-2020

Day Change Summary
	Previous	Current
	30-Oct-2020	02-Nov-2020	Change	Change %	Previous Week
Open	2.929	2.996	0.067	2.3%	2.870
High	3.001	3.011	0.010	0.3%	3.001
Low	2.922	2.938	0.016	0.5%	2.865
Close	2.975	2.967	-0.008	-0.3%	2.975
Range	0.079	0.073	-0.006	-7.6%	0.136
ATR	0.053	0.055	0.001	2.6%	0.000
Volume	14,249	13,617	-632	-4.4%	59,154

Daily Pivots for day following 02-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.191	3.152	3.007
R3	3.118	3.079	2.987
R2	3.045	3.045	2.980
R1	3.006	3.006	2.974	2.989
PP	2.972	2.972	2.972	2.964
S1	2.933	2.933	2.960	2.916
S2	2.899	2.899	2.954
S3	2.826	2.860	2.947
S4	2.753	2.787	2.927

Weekly Pivots for week ending 30-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.355	3.301	3.050
R3	3.219	3.165	3.012
R2	3.083	3.083	3.000
R1	3.029	3.029	2.987	3.056
PP	2.947	2.947	2.947	2.961
S1	2.893	2.893	2.963	2.920
S2	2.811	2.811	2.950
S3	2.675	2.757	2.938
S4	2.539	2.621	2.900

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.011	2.865	0.146	4.9%	0.063	2.1%	70%	True	False	13,183
10	3.011	2.865	0.146	4.9%	0.057	1.9%	70%	True	False	10,997
20	3.011	2.719	0.292	9.8%	0.051	1.7%	85%	True	False	10,286
40	3.011	2.650	0.361	12.2%	0.051	1.7%	88%	True	False	9,374
60	3.011	2.608	0.403	13.6%	0.048	1.6%	89%	True	False	8,798

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	0.010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.321
2.618	3.202
1.618	3.129
1.000	3.084
0.618	3.056
HIGH	3.011
0.618	2.983
0.500	2.975
0.382	2.966
LOW	2.938
0.618	2.893
1.000	2.865
1.618	2.820
2.618	2.747
4.250	2.628

Fisher Pivots for day following 02-Nov-2020
Pivot	1 day	3 day
R1	2.975	2.957
PP	2.972	2.948
S1	2.970	2.938

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

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