NYMEX Natural Gas Future May 2021

Trading Metrics calculated at close of trading on 10-Nov-2020

Day Change Summary
	Previous	Current
	09-Nov-2020	10-Nov-2020	Change	Change %	Previous Week
Open	2.763	2.784	0.021	0.8%	2.996
High	2.817	2.841	0.024	0.9%	3.011
Low	2.750	2.774	0.024	0.9%	2.773
Close	2.776	2.820	0.044	1.6%	2.793
Range	0.067	0.067	0.000	0.0%	0.238
ATR	0.062	0.062	0.000	0.6%	0.000
Volume	24,331	23,386	-945	-3.9%	98,744

Daily Pivots for day following 10-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.013	2.983	2.857
R3	2.946	2.916	2.838
R2	2.879	2.879	2.832
R1	2.849	2.849	2.826	2.864
PP	2.812	2.812	2.812	2.819
S1	2.782	2.782	2.814	2.797
S2	2.745	2.745	2.808
S3	2.678	2.715	2.802
S4	2.611	2.648	2.783

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	2.922	2.750	0.172	6.1%	0.072	2.6%	41%	False	False	21,796
10	3.011	2.750	0.261	9.3%	0.070	2.5%	27%	False	False	18,665
20	3.011	2.750	0.261	9.3%	0.060	2.1%	27%	False	False	13,743
40	3.011	2.650	0.361	12.8%	0.056	2.0%	47%	False	False	11,715
60	3.011	2.650	0.361	12.8%	0.051	1.8%	47%	False	False	10,188

Crabel Price Patterns
NR	False
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

Fibonacci Retracements and Extensions
4.250	3.126
2.618	3.016
1.618	2.949
1.000	2.908
0.618	2.882
HIGH	2.841
0.618	2.815
0.500	2.808
0.382	2.800
LOW	2.774
0.618	2.733
1.000	2.707
1.618	2.666
2.618	2.599
4.250	2.489

Fisher Pivots for day following 10-Nov-2020
Pivot	1 day	3 day
R1	2.816	2.813
PP	2.812	2.805
S1	2.808	2.798

Download as Excel Spreadsheet

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

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