NYMEX Natural Gas Future May 2021

Trading Metrics calculated at close of trading on 18-Nov-2020

Day Change Summary
	Previous	Current
	17-Nov-2020	18-Nov-2020	Change	Change %	Previous Week
Open	2.718	2.685	-0.033	-1.2%	2.763
High	2.749	2.736	-0.013	-0.5%	2.903
Low	2.685	2.677	-0.008	-0.3%	2.750
Close	2.697	2.684	-0.013	-0.5%	2.859
Range	0.064	0.059	-0.005	-7.8%	0.153
ATR	0.069	0.068	-0.001	-1.0%	0.000
Volume	19,774	16,339	-3,435	-17.4%	103,328

Daily Pivots for day following 18-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.876	2.839	2.716
R3	2.817	2.780	2.700
R2	2.758	2.758	2.695
R1	2.721	2.721	2.689	2.710
PP	2.699	2.699	2.699	2.694
S1	2.662	2.662	2.679	2.651
S2	2.640	2.640	2.673
S3	2.581	2.603	2.668
S4	2.522	2.544	2.652

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	2.677	0.226	8.4%	0.071	2.6%	3%	False	True	19,886
10	2.922	2.677	0.245	9.1%	0.074	2.8%	3%	False	True	21,372
20	3.011	2.677	0.334	12.4%	0.068	2.5%	2%	False	True	17,241
40	3.011	2.650	0.361	13.5%	0.059	2.2%	9%	False	False	13,376
60	3.011	2.650	0.361	13.5%	0.055	2.0%	9%	False	False	11,551
80	3.011	2.520	0.491	18.3%	0.051	1.9%	33%	False	False	10,576

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	0.019
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2.987
2.618	2.890
1.618	2.831
1.000	2.795
0.618	2.772
HIGH	2.736
0.618	2.713
0.500	2.707
0.382	2.700
LOW	2.677
0.618	2.641
1.000	2.618
1.618	2.582
2.618	2.523
4.250	2.426

Fisher Pivots for day following 18-Nov-2020
Pivot	1 day	3 day
R1	2.707	2.744
PP	2.699	2.724
S1	2.692	2.704

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

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