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 |  | 
    
        
        |  | 
    
        | 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 |  |