NYMEX Natural Gas Future May 2021

Trading Metrics calculated at close of trading on 12-Nov-2020

Day Change Summary
	Previous	Current
	11-Nov-2020	12-Nov-2020	Change	Change %	Previous Week
Open	2.822	2.867	0.045	1.6%	2.996
High	2.883	2.885	0.002	0.1%	3.011
Low	2.812	2.827	0.015	0.5%	2.773
Close	2.872	2.846	-0.026	-0.9%	2.793
Range	0.071	0.058	-0.013	-18.3%	0.238
ATR	0.063	0.063	0.000	-0.6%	0.000
Volume	20,237	18,730	-1,507	-7.4%	98,744

Daily Pivots for day following 12-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.027	2.994	2.878
R3	2.969	2.936	2.862
R2	2.911	2.911	2.857
R1	2.878	2.878	2.851	2.866
PP	2.853	2.853	2.853	2.846
S1	2.820	2.820	2.841	2.808
S2	2.795	2.795	2.835
S3	2.737	2.762	2.830
S4	2.679	2.704	2.814

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	2.885	2.750	0.135	4.7%	0.067	2.4%	71%	True	False	22,049
10	3.011	2.750	0.261	9.2%	0.073	2.6%	37%	False	False	19,967
20	3.011	2.750	0.261	9.2%	0.061	2.2%	37%	False	False	14,951
40	3.011	2.650	0.361	12.7%	0.057	2.0%	54%	False	False	12,298
60	3.011	2.650	0.361	12.7%	0.052	1.8%	54%	False	False	10,602

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	3.132
2.618	3.037
1.618	2.979
1.000	2.943
0.618	2.921
HIGH	2.885
0.618	2.863
0.500	2.856
0.382	2.849
LOW	2.827
0.618	2.791
1.000	2.769
1.618	2.733
2.618	2.675
4.250	2.581

Fisher Pivots for day following 12-Nov-2020
Pivot	1 day	3 day
R1	2.856	2.841
PP	2.853	2.835
S1	2.849	2.830

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

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