NYMEX Natural Gas Future May 2021

Trading Metrics calculated at close of trading on 11-Nov-2020

Day Change Summary
	Previous	Current
	10-Nov-2020	11-Nov-2020	Change	Change %	Previous Week
Open	2.784	2.822	0.038	1.4%	2.996
High	2.841	2.883	0.042	1.5%	3.011
Low	2.774	2.812	0.038	1.4%	2.773
Close	2.820	2.872	0.052	1.8%	2.793
Range	0.067	0.071	0.004	6.0%	0.238
ATR	0.062	0.063	0.001	1.0%	0.000
Volume	23,386	20,237	-3,149	-13.5%	98,744

Daily Pivots for day following 11-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.069	3.041	2.911
R3	2.998	2.970	2.892
R2	2.927	2.927	2.885
R1	2.899	2.899	2.879	2.913
PP	2.856	2.856	2.856	2.863
S1	2.828	2.828	2.865	2.842
S2	2.785	2.785	2.859
S3	2.714	2.757	2.852
S4	2.643	2.686	2.833

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	6.0%	0.078	2.7%	71%	False	False	22,858
10	3.011	2.750	0.261	9.1%	0.075	2.6%	47%	False	False	19,587
20	3.011	2.750	0.261	9.1%	0.061	2.1%	47%	False	False	14,285
40	3.011	2.650	0.361	12.6%	0.057	2.0%	61%	False	False	12,102
60	3.011	2.650	0.361	12.6%	0.052	1.8%	61%	False	False	10,372

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.185
2.618	3.069
1.618	2.998
1.000	2.954
0.618	2.927
HIGH	2.883
0.618	2.856
0.500	2.848
0.382	2.839
LOW	2.812
0.618	2.768
1.000	2.741
1.618	2.697
2.618	2.626
4.250	2.510

Fisher Pivots for day following 11-Nov-2020
Pivot	1 day	3 day
R1	2.864	2.854
PP	2.856	2.835
S1	2.848	2.817

Download as Excel Spreadsheet

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

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