NYMEX Natural Gas Future June 2021

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

Day Change Summary
	Previous	Current
	30-Oct-2020	02-Nov-2020	Change	Change %	Previous Week
Open	2.961	3.021	0.060	2.0%	2.926
High	3.028	3.043	0.015	0.5%	3.028
Low	2.953	2.972	0.019	0.6%	2.900
Close	3.006	3.001	-0.005	-0.2%	3.006
Range	0.075	0.071	-0.004	-5.3%	0.128
ATR	0.050	0.051	0.002	3.1%	0.000
Volume	5,649	5,988	339	6.0%	26,589

Daily Pivots for day following 02-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.218	3.181	3.040
R3	3.147	3.110	3.021
R2	3.076	3.076	3.014
R1	3.039	3.039	3.008	3.022
PP	3.005	3.005	3.005	2.997
S1	2.968	2.968	2.994	2.951
S2	2.934	2.934	2.988
S3	2.863	2.897	2.981
S4	2.792	2.826	2.962

Weekly Pivots for week ending 30-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.362	3.312	3.076
R3	3.234	3.184	3.041
R2	3.106	3.106	3.029
R1	3.056	3.056	3.018	3.081
PP	2.978	2.978	2.978	2.991
S1	2.928	2.928	2.994	2.953
S2	2.850	2.850	2.983
S3	2.722	2.800	2.971
S4	2.594	2.672	2.936

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.043	2.900	0.143	4.8%	0.059	2.0%	71%	True	False	5,745
10	3.043	2.894	0.149	5.0%	0.054	1.8%	72%	True	False	5,297
20	3.043	2.749	0.294	9.8%	0.047	1.6%	86%	True	False	5,134
40	3.043	2.684	0.359	12.0%	0.047	1.6%	88%	True	False	4,917

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.345
2.618	3.229
1.618	3.158
1.000	3.114
0.618	3.087
HIGH	3.043
0.618	3.016
0.500	3.008
0.382	2.999
LOW	2.972
0.618	2.928
1.000	2.901
1.618	2.857
2.618	2.786
4.250	2.670

Fisher Pivots for day following 02-Nov-2020
Pivot	1 day	3 day
R1	3.008	2.991
PP	3.005	2.981
S1	3.003	2.972

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

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