NYMEX Natural Gas Future May 2021
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 20-Nov-2020 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 19-Nov-2020 | 20-Nov-2020 | Change | Change % | Previous Week |  
                        | Open | 2.701 | 2.586 | -0.115 | -4.3% | 2.780 |  
                        | High | 2.705 | 2.641 | -0.064 | -2.4% | 2.811 |  
                        | Low | 2.542 | 2.578 | 0.036 | 1.4% | 2.542 |  
                        | Close | 2.597 | 2.608 | 0.011 | 0.4% | 2.608 |  
                        | Range | 0.163 | 0.063 | -0.100 | -61.3% | 0.269 |  
                        | ATR | 0.075 | 0.074 | -0.001 | -1.1% | 0.000 |  
                        | Volume | 39,298 | 18,604 | -20,694 | -52.7% | 121,961 |  | 
    
| 
        
            | Daily Pivots for day following 20-Nov-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 2.798 | 2.766 | 2.643 |  |  
                | R3 | 2.735 | 2.703 | 2.625 |  |  
                | R2 | 2.672 | 2.672 | 2.620 |  |  
                | R1 | 2.640 | 2.640 | 2.614 | 2.656 |  
                | PP | 2.609 | 2.609 | 2.609 | 2.617 |  
                | S1 | 2.577 | 2.577 | 2.602 | 2.593 |  
                | S2 | 2.546 | 2.546 | 2.596 |  |  
                | S3 | 2.483 | 2.514 | 2.591 |  |  
                | S4 | 2.420 | 2.451 | 2.573 |  |  | 
        
            | Weekly Pivots for week ending 20-Nov-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.461 | 3.303 | 2.756 |  |  
                | R3 | 3.192 | 3.034 | 2.682 |  |  
                | R2 | 2.923 | 2.923 | 2.657 |  |  
                | R1 | 2.765 | 2.765 | 2.633 | 2.710 |  
                | PP | 2.654 | 2.654 | 2.654 | 2.626 |  
                | S1 | 2.496 | 2.496 | 2.583 | 2.441 |  
                | S2 | 2.385 | 2.385 | 2.559 |  |  
                | S3 | 2.116 | 2.227 | 2.534 |  |  
                | S4 | 1.847 | 1.958 | 2.460 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 2.811 | 2.542 | 0.269 | 10.3% | 0.091 | 3.5% | 25% | False | False | 24,392 |  
                | 10 | 2.903 | 2.542 | 0.361 | 13.8% | 0.079 | 3.0% | 18% | False | False | 22,528 |  
                | 20 | 3.011 | 2.542 | 0.469 | 18.0% | 0.073 | 2.8% | 14% | False | False | 19,159 |  
                | 40 | 3.011 | 2.542 | 0.469 | 18.0% | 0.063 | 2.4% | 14% | False | False | 14,296 |  
                | 60 | 3.011 | 2.542 | 0.469 | 18.0% | 0.057 | 2.2% | 14% | False | False | 12,157 |  
                | 80 | 3.011 | 2.520 | 0.491 | 18.8% | 0.053 | 2.0% | 18% | False | False | 11,174 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 2.909 |  
            | 2.618 | 2.806 |  
            | 1.618 | 2.743 |  
            | 1.000 | 2.704 |  
            | 0.618 | 2.680 |  
            | HIGH | 2.641 |  
            | 0.618 | 2.617 |  
            | 0.500 | 2.610 |  
            | 0.382 | 2.602 |  
            | LOW | 2.578 |  
            | 0.618 | 2.539 |  
            | 1.000 | 2.515 |  
            | 1.618 | 2.476 |  
            | 2.618 | 2.413 |  
            | 4.250 | 2.310 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 20-Nov-2020 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 2.610 | 2.639 |  
                                | PP | 2.609 | 2.629 |  
                                | S1 | 2.609 | 2.618 |  |