NYMEX Natural Gas Future May 2021

Trading Metrics calculated at close of trading on 03-Dec-2020

Day Change Summary
	Previous	Current
	02-Dec-2020	03-Dec-2020	Change	Change %	Previous Week
Open	2.702	2.636	-0.066	-2.4%	2.641
High	2.738	2.636	-0.102	-3.7%	2.731
Low	2.620	2.405	-0.215	-8.2%	2.593
Close	2.659	2.449	-0.210	-7.9%	2.682
Range	0.118	0.231	0.113	95.8%	0.138
ATR	0.077	0.090	0.013	16.4%	0.000
Volume	20,155	50,334	30,179	149.7%	60,757

Daily Pivots for day following 03-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.190	3.050	2.576
R3	2.959	2.819	2.513
R2	2.728	2.728	2.491
R1	2.588	2.588	2.470	2.543
PP	2.497	2.497	2.497	2.474
S1	2.357	2.357	2.428	2.312
S2	2.266	2.266	2.407
S3	2.035	2.126	2.385
S4	1.804	1.895	2.322

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	2.405	0.369	15.1%	0.120	4.9%	12%	False	True	23,873
10	2.774	2.405	0.369	15.1%	0.100	4.1%	12%	False	True	22,957
20	2.922	2.405	0.517	21.1%	0.087	3.6%	9%	False	True	22,165
40	3.011	2.405	0.606	24.7%	0.070	2.8%	7%	False	True	16,705
60	3.011	2.405	0.606	24.7%	0.064	2.6%	7%	False	True	14,049
80	3.011	2.405	0.606	24.7%	0.058	2.4%	7%	False	True	12,458

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	0.012
Widest range in 93 trading days

Fibonacci Retracements and Extensions
4.250	3.618
2.618	3.241
1.618	3.010
1.000	2.867
0.618	2.779
HIGH	2.636
0.618	2.548
0.500	2.521
0.382	2.493
LOW	2.405
0.618	2.262
1.000	2.174
1.618	2.031
2.618	1.800
4.250	1.423

Fisher Pivots for day following 03-Dec-2020
Pivot	1 day	3 day
R1	2.521	2.583
PP	2.497	2.538
S1	2.473	2.494

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

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