NYMEX Natural Gas Future May 2021

Trading Metrics calculated at close of trading on 06-Nov-2020

Day Change Summary
	Previous	Current
	05-Nov-2020	06-Nov-2020	Change	Change %	Previous Week
Open	2.875	2.825	-0.050	-1.7%	2.996
High	2.922	2.845	-0.077	-2.6%	3.011
Low	2.811	2.773	-0.038	-1.4%	2.773
Close	2.825	2.793	-0.032	-1.1%	2.793
Range	0.111	0.072	-0.039	-35.1%	0.238
ATR	0.061	0.062	0.001	1.3%	0.000
Volume	22,777	23,562	785	3.4%	98,744

Daily Pivots for day following 06-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.020	2.978	2.833
R3	2.948	2.906	2.813
R2	2.876	2.876	2.806
R1	2.834	2.834	2.800	2.819
PP	2.804	2.804	2.804	2.796
S1	2.762	2.762	2.786	2.747
S2	2.732	2.732	2.780
S3	2.660	2.690	2.773
S4	2.588	2.618	2.753

Weekly Pivots for week ending 06-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.573	3.421	2.924
R3	3.335	3.183	2.858
R2	3.097	3.097	2.837
R1	2.945	2.945	2.815	2.902
PP	2.859	2.859	2.859	2.838
S1	2.707	2.707	2.771	2.664
S2	2.621	2.621	2.749
S3	2.383	2.469	2.728
S4	2.145	2.231	2.662

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.011	2.773	0.238	8.5%	0.077	2.8%	8%	False	True	19,748
10	3.011	2.773	0.238	8.5%	0.068	2.4%	8%	False	True	15,789
20	3.011	2.773	0.238	8.5%	0.056	2.0%	8%	False	True	12,429
40	3.011	2.650	0.361	12.9%	0.055	2.0%	40%	False	False	10,871
60	3.011	2.650	0.361	12.9%	0.051	1.8%	40%	False	False	9,772

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	0.016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.151
2.618	3.033
1.618	2.961
1.000	2.917
0.618	2.889
HIGH	2.845
0.618	2.817
0.500	2.809
0.382	2.801
LOW	2.773
0.618	2.729
1.000	2.701
1.618	2.657
2.618	2.585
4.250	2.467

Fisher Pivots for day following 06-Nov-2020
Pivot	1 day	3 day
R1	2.809	2.848
PP	2.804	2.829
S1	2.798	2.811

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

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