NYMEX Natural Gas Future May 2021
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 04-Nov-2020 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 03-Nov-2020 | 04-Nov-2020 | Change | Change % | Previous Week |  
                        | Open | 2.954 | 2.868 | -0.086 | -2.9% | 2.870 |  
                        | High | 2.954 | 2.894 | -0.060 | -2.0% | 3.001 |  
                        | Low | 2.868 | 2.849 | -0.019 | -0.7% | 2.865 |  
                        | Close | 2.881 | 2.868 | -0.013 | -0.5% | 2.975 |  
                        | Range | 0.086 | 0.045 | -0.041 | -47.7% | 0.136 |  
                        | ATR | 0.058 | 0.057 | -0.001 | -1.6% | 0.000 |  
                        | Volume | 23,861 | 14,927 | -8,934 | -37.4% | 59,154 |  | 
    
| 
        
            | Daily Pivots for day following 04-Nov-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.005 | 2.982 | 2.893 |  |  
                | R3 | 2.960 | 2.937 | 2.880 |  |  
                | R2 | 2.915 | 2.915 | 2.876 |  |  
                | R1 | 2.892 | 2.892 | 2.872 | 2.891 |  
                | PP | 2.870 | 2.870 | 2.870 | 2.870 |  
                | S1 | 2.847 | 2.847 | 2.864 | 2.846 |  
                | S2 | 2.825 | 2.825 | 2.860 |  |  
                | S3 | 2.780 | 2.802 | 2.856 |  |  
                | S4 | 2.735 | 2.757 | 2.843 |  |  | 
        
            | 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 | 2.849 | 0.162 | 5.6% | 0.072 | 2.5% | 12% | False | True | 16,317 |  
                | 10 | 3.011 | 2.849 | 0.162 | 5.6% | 0.062 | 2.2% | 12% | False | True | 13,110 |  
                | 20 | 3.011 | 2.723 | 0.288 | 10.0% | 0.052 | 1.8% | 50% | False | False | 11,246 |  
                | 40 | 3.011 | 2.650 | 0.361 | 12.6% | 0.052 | 1.8% | 60% | False | False | 9,990 |  
                | 60 | 3.011 | 2.615 | 0.396 | 13.8% | 0.049 | 1.7% | 64% | False | False | 9,223 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3.085 |  
            | 2.618 | 3.012 |  
            | 1.618 | 2.967 |  
            | 1.000 | 2.939 |  
            | 0.618 | 2.922 |  
            | HIGH | 2.894 |  
            | 0.618 | 2.877 |  
            | 0.500 | 2.872 |  
            | 0.382 | 2.866 |  
            | LOW | 2.849 |  
            | 0.618 | 2.821 |  
            | 1.000 | 2.804 |  
            | 1.618 | 2.776 |  
            | 2.618 | 2.731 |  
            | 4.250 | 2.658 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 04-Nov-2020 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 2.872 | 2.930 |  
                                | PP | 2.870 | 2.909 |  
                                | S1 | 2.869 | 2.889 |  |