NYMEX Natural Gas Future May 2021

Trading Metrics calculated at close of trading on 02-Dec-2020

Day Change Summary
	Previous	Current
	01-Dec-2020	02-Dec-2020	Change	Change %	Previous Week
Open	2.739	2.702	-0.037	-1.4%	2.641
High	2.761	2.738	-0.023	-0.8%	2.731
Low	2.680	2.620	-0.060	-2.2%	2.593
Close	2.712	2.659	-0.053	-2.0%	2.682
Range	0.081	0.118	0.037	45.7%	0.138
ATR	0.074	0.077	0.003	4.3%	0.000
Volume	18,235	20,155	1,920	10.5%	60,757

Daily Pivots for day following 02-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.026	2.961	2.724
R3	2.908	2.843	2.691
R2	2.790	2.790	2.681
R1	2.725	2.725	2.670	2.699
PP	2.672	2.672	2.672	2.659
S1	2.607	2.607	2.648	2.581
S2	2.554	2.554	2.637
S3	2.436	2.489	2.627
S4	2.318	2.371	2.594

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	2.620	0.154	5.8%	0.088	3.3%	25%	False	True	19,039
10	2.774	2.542	0.232	8.7%	0.083	3.1%	50%	False	False	19,558
20	2.922	2.542	0.380	14.3%	0.078	2.9%	31%	False	False	20,394
40	3.011	2.542	0.469	17.6%	0.065	2.5%	25%	False	False	15,701
60	3.011	2.542	0.469	17.6%	0.061	2.3%	25%	False	False	13,327
80	3.011	2.542	0.469	17.6%	0.056	2.1%	25%	False	False	11,909

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	0.013
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	3.240
2.618	3.047
1.618	2.929
1.000	2.856
0.618	2.811
HIGH	2.738
0.618	2.693
0.500	2.679
0.382	2.665
LOW	2.620
0.618	2.547
1.000	2.502
1.618	2.429
2.618	2.311
4.250	2.119

Fisher Pivots for day following 02-Dec-2020
Pivot	1 day	3 day
R1	2.679	2.697
PP	2.672	2.684
S1	2.666	2.672

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

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