NYMEX Natural Gas Future May 2021

Trading Metrics calculated at close of trading on 03-Nov-2020

Day Change Summary
	Previous	Current
	02-Nov-2020	03-Nov-2020	Change	Change %	Previous Week
Open	2.996	2.954	-0.042	-1.4%	2.870
High	3.011	2.954	-0.057	-1.9%	3.001
Low	2.938	2.868	-0.070	-2.4%	2.865
Close	2.967	2.881	-0.086	-2.9%	2.975
Range	0.073	0.086	0.013	17.8%	0.136
ATR	0.055	0.058	0.003	5.8%	0.000
Volume	13,617	23,861	10,244	75.2%	59,154

Daily Pivots for day following 03-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.159	3.106	2.928
R3	3.073	3.020	2.905
R2	2.987	2.987	2.897
R1	2.934	2.934	2.889	2.918
PP	2.901	2.901	2.901	2.893
S1	2.848	2.848	2.873	2.832
S2	2.815	2.815	2.865
S3	2.729	2.762	2.857
S4	2.643	2.676	2.834

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	5.1%	0.068	2.4%	11%	False	False	15,534
10	3.011	2.865	0.146	5.1%	0.061	2.1%	11%	False	False	12,700
20	3.011	2.719	0.292	10.1%	0.053	1.8%	55%	False	False	11,008
40	3.011	2.650	0.361	12.5%	0.052	1.8%	64%	False	False	9,794
60	3.011	2.615	0.396	13.7%	0.048	1.7%	67%	False	False	9,080

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.009
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	3.320
2.618	3.179
1.618	3.093
1.000	3.040
0.618	3.007
HIGH	2.954
0.618	2.921
0.500	2.911
0.382	2.901
LOW	2.868
0.618	2.815
1.000	2.782
1.618	2.729
2.618	2.643
4.250	2.503

Fisher Pivots for day following 03-Nov-2020
Pivot	1 day	3 day
R1	2.911	2.940
PP	2.901	2.920
S1	2.891	2.901

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

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