NYMEX Natural Gas Future May 2021

Trading Metrics calculated at close of trading on 19-Nov-2020

Day Change Summary
	Previous	Current
	18-Nov-2020	19-Nov-2020	Change	Change %	Previous Week
Open	2.685	2.701	0.016	0.6%	2.763
High	2.736	2.705	-0.031	-1.1%	2.903
Low	2.677	2.542	-0.135	-5.0%	2.750
Close	2.684	2.597	-0.087	-3.2%	2.859
Range	0.059	0.163	0.104	176.3%	0.153
ATR	0.068	0.075	0.007	9.9%	0.000
Volume	16,339	39,298	22,959	140.5%	103,328

Daily Pivots for day following 19-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.104	3.013	2.687
R3	2.941	2.850	2.642
R2	2.778	2.778	2.627
R1	2.687	2.687	2.612	2.651
PP	2.615	2.615	2.615	2.597
S1	2.524	2.524	2.582	2.488
S2	2.452	2.452	2.567
S3	2.289	2.361	2.552
S4	2.126	2.198	2.507

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	2.542	0.361	13.9%	0.092	3.5%	15%	False	True	24,000
10	2.903	2.542	0.361	13.9%	0.079	3.1%	15%	False	True	23,024
20	3.011	2.542	0.469	18.1%	0.073	2.8%	12%	False	True	18,732
40	3.011	2.542	0.469	18.1%	0.062	2.4%	12%	False	True	14,051
60	3.011	2.542	0.469	18.1%	0.057	2.2%	12%	False	True	12,095
80	3.011	2.520	0.491	18.9%	0.053	2.0%	16%	False	False	10,997

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 84 trading days

Fibonacci Retracements and Extensions
4.250	3.398
2.618	3.132
1.618	2.969
1.000	2.868
0.618	2.806
HIGH	2.705
0.618	2.643
0.500	2.624
0.382	2.604
LOW	2.542
0.618	2.441
1.000	2.379
1.618	2.278
2.618	2.115
4.250	1.849

Fisher Pivots for day following 19-Nov-2020
Pivot	1 day	3 day
R1	2.624	2.646
PP	2.615	2.629
S1	2.606	2.613

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

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