NYMEX Natural Gas Future May 2021

Trading Metrics calculated at close of trading on 13-Nov-2020

Day Change Summary
	Previous	Current
	12-Nov-2020	13-Nov-2020	Change	Change %	Previous Week
Open	2.867	2.838	-0.029	-1.0%	2.763
High	2.885	2.903	0.018	0.6%	2.903
Low	2.827	2.836	0.009	0.3%	2.750
Close	2.846	2.859	0.013	0.5%	2.859
Range	0.058	0.067	0.009	15.5%	0.153
ATR	0.063	0.063	0.000	0.5%	0.000
Volume	18,730	16,644	-2,086	-11.1%	103,328

Daily Pivots for day following 13-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.067	3.030	2.896
R3	3.000	2.963	2.877
R2	2.933	2.933	2.871
R1	2.896	2.896	2.865	2.915
PP	2.866	2.866	2.866	2.875
S1	2.829	2.829	2.853	2.848
S2	2.799	2.799	2.847
S3	2.732	2.762	2.841
S4	2.665	2.695	2.822

Weekly Pivots for week ending 13-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.296	3.231	2.943
R3	3.143	3.078	2.901
R2	2.990	2.990	2.887
R1	2.925	2.925	2.873	2.958
PP	2.837	2.837	2.837	2.854
S1	2.772	2.772	2.845	2.805
S2	2.684	2.684	2.831
S3	2.531	2.619	2.817
S4	2.378	2.466	2.775

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.903	2.750	0.153	5.4%	0.066	2.3%	71%	True	False	20,665
10	3.011	2.750	0.261	9.1%	0.072	2.5%	42%	False	False	20,207
20	3.011	2.750	0.261	9.1%	0.063	2.2%	42%	False	False	15,280
40	3.011	2.650	0.361	12.6%	0.057	2.0%	58%	False	False	12,570
60	3.011	2.650	0.361	12.6%	0.053	1.9%	58%	False	False	10,787

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	0.015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.188
2.618	3.078
1.618	3.011
1.000	2.970
0.618	2.944
HIGH	2.903
0.618	2.877
0.500	2.870
0.382	2.862
LOW	2.836
0.618	2.795
1.000	2.769
1.618	2.728
2.618	2.661
4.250	2.551

Fisher Pivots for day following 13-Nov-2020
Pivot	1 day	3 day
R1	2.870	2.859
PP	2.866	2.858
S1	2.863	2.858

Download as Excel Spreadsheet

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

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