NYMEX Natural Gas Future May 2021

Trading Metrics calculated at close of trading on 30-Nov-2020

Day Change Summary
	Previous	Current
	27-Nov-2020	30-Nov-2020	Change	Change %	Previous Week
Open	2.700	2.666	-0.034	-1.3%	2.641
High	2.725	2.774	0.049	1.8%	2.731
Low	2.665	2.665	0.000	0.0%	2.593
Close	2.682	2.698	0.016	0.6%	2.682
Range	0.060	0.109	0.049	81.7%	0.138
ATR	0.071	0.073	0.003	3.9%	0.000
Volume	8,451	22,194	13,743	162.6%	60,757

Daily Pivots for day following 30-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.039	2.978	2.758
R3	2.930	2.869	2.728
R2	2.821	2.821	2.718
R1	2.760	2.760	2.708	2.791
PP	2.712	2.712	2.712	2.728
S1	2.651	2.651	2.688	2.682
S2	2.603	2.603	2.678
S3	2.494	2.542	2.668
S4	2.385	2.433	2.638

Weekly Pivots for week ending 27-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.083	3.020	2.758
R3	2.945	2.882	2.720
R2	2.807	2.807	2.707
R1	2.744	2.744	2.695	2.776
PP	2.669	2.669	2.669	2.684
S1	2.606	2.606	2.669	2.638
S2	2.531	2.531	2.657
S3	2.393	2.468	2.644
S4	2.255	2.330	2.606

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.774	2.593	0.181	6.7%	0.069	2.6%	58%	True	False	16,590
10	2.811	2.542	0.269	10.0%	0.080	3.0%	58%	False	False	20,491
20	3.011	2.542	0.469	17.4%	0.076	2.8%	33%	False	False	20,349
40	3.011	2.542	0.469	17.4%	0.064	2.4%	33%	False	False	15,301
60	3.011	2.542	0.469	17.4%	0.059	2.2%	33%	False	False	12,904
80	3.011	2.542	0.469	17.4%	0.054	2.0%	33%	False	False	11,636

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.013
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	3.237
2.618	3.059
1.618	2.950
1.000	2.883
0.618	2.841
HIGH	2.774
0.618	2.732
0.500	2.720
0.382	2.707
LOW	2.665
0.618	2.598
1.000	2.556
1.618	2.489
2.618	2.380
4.250	2.202

Fisher Pivots for day following 30-Nov-2020
Pivot	1 day	3 day
R1	2.720	2.716
PP	2.712	2.710
S1	2.705	2.704

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

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