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 |  | 
    
        
        |  | 
    
        | 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 |  |