NYMEX Natural Gas Future May 2021

Trading Metrics calculated at close of trading on 01-Dec-2020

Day Change Summary
	Previous	Current
	30-Nov-2020	01-Dec-2020	Change	Change %	Previous Week
Open	2.666	2.739	0.073	2.7%	2.641
High	2.774	2.761	-0.013	-0.5%	2.731
Low	2.665	2.680	0.015	0.6%	2.593
Close	2.698	2.712	0.014	0.5%	2.682
Range	0.109	0.081	-0.028	-25.7%	0.138
ATR	0.073	0.074	0.001	0.7%	0.000
Volume	22,194	18,235	-3,959	-17.8%	60,757

Daily Pivots for day following 01-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.961	2.917	2.757
R3	2.880	2.836	2.734
R2	2.799	2.799	2.727
R1	2.755	2.755	2.719	2.737
PP	2.718	2.718	2.718	2.708
S1	2.674	2.674	2.705	2.656
S2	2.637	2.637	2.697
S3	2.556	2.593	2.690
S4	2.475	2.512	2.667

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	2.623	0.151	5.6%	0.076	2.8%	59%	False	False	17,495
10	2.774	2.542	0.232	8.6%	0.078	2.9%	73%	False	False	19,520
20	2.954	2.542	0.412	15.2%	0.076	2.8%	41%	False	False	20,580
40	3.011	2.542	0.469	17.3%	0.064	2.3%	36%	False	False	15,433
60	3.011	2.542	0.469	17.3%	0.059	2.2%	36%	False	False	13,109
80	3.011	2.542	0.469	17.3%	0.055	2.0%	36%	False	False	11,743

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.105
2.618	2.973
1.618	2.892
1.000	2.842
0.618	2.811
HIGH	2.761
0.618	2.730
0.500	2.721
0.382	2.711
LOW	2.680
0.618	2.630
1.000	2.599
1.618	2.549
2.618	2.468
4.250	2.336

Fisher Pivots for day following 01-Dec-2020
Pivot	1 day	3 day
R1	2.721	2.720
PP	2.718	2.717
S1	2.715	2.715

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

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