NYMEX Natural Gas Future May 2021

Trading Metrics calculated at close of trading on 23-Nov-2020

Day Change Summary
	Previous	Current
	20-Nov-2020	23-Nov-2020	Change	Change %	Previous Week
Open	2.586	2.641	0.055	2.1%	2.780
High	2.641	2.641	0.000	0.0%	2.811
Low	2.578	2.593	0.015	0.6%	2.542
Close	2.608	2.628	0.020	0.8%	2.608
Range	0.063	0.048	-0.015	-23.8%	0.269
ATR	0.074	0.072	-0.002	-2.5%	0.000
Volume	18,604	13,707	-4,897	-26.3%	121,961

Daily Pivots for day following 23-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.765	2.744	2.654
R3	2.717	2.696	2.641
R2	2.669	2.669	2.637
R1	2.648	2.648	2.632	2.635
PP	2.621	2.621	2.621	2.614
S1	2.600	2.600	2.624	2.587
S2	2.573	2.573	2.619
S3	2.525	2.552	2.615
S4	2.477	2.504	2.602

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	2.749	2.542	0.207	7.9%	0.079	3.0%	42%	False	False	21,544
10	2.903	2.542	0.361	13.7%	0.077	2.9%	24%	False	False	21,466
20	3.011	2.542	0.469	17.8%	0.073	2.8%	18%	False	False	19,501
40	3.011	2.542	0.469	17.8%	0.063	2.4%	18%	False	False	14,440
60	3.011	2.542	0.469	17.8%	0.057	2.2%	18%	False	False	12,300
80	3.011	2.535	0.476	18.1%	0.053	2.0%	20%	False	False	11,291

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.012
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	2.845
2.618	2.767
1.618	2.719
1.000	2.689
0.618	2.671
HIGH	2.641
0.618	2.623
0.500	2.617
0.382	2.611
LOW	2.593
0.618	2.563
1.000	2.545
1.618	2.515
2.618	2.467
4.250	2.389

Fisher Pivots for day following 23-Nov-2020
Pivot	1 day	3 day
R1	2.624	2.627
PP	2.621	2.625
S1	2.617	2.624

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

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