NYMEX Natural Gas Future June 2021

Trading Metrics calculated at close of trading on 16-Nov-2020

Day Change Summary
	Previous	Current
	13-Nov-2020	16-Nov-2020	Change	Change %	Previous Week
Open	2.884	2.850	-0.034	-1.2%	2.802
High	2.937	2.851	-0.086	-2.9%	2.937
Low	2.876	2.745	-0.131	-4.6%	2.792
Close	2.895	2.768	-0.127	-4.4%	2.895
Range	0.061	0.106	0.045	73.8%	0.145
ATR	0.059	0.065	0.007	11.1%	0.000
Volume	8,423	12,274	3,851	45.7%	42,342

Daily Pivots for day following 16-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.106	3.043	2.826
R3	3.000	2.937	2.797
R2	2.894	2.894	2.787
R1	2.831	2.831	2.778	2.810
PP	2.788	2.788	2.788	2.777
S1	2.725	2.725	2.758	2.704
S2	2.682	2.682	2.749
S3	2.576	2.619	2.739
S4	2.470	2.513	2.710

Weekly Pivots for week ending 13-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.310	3.247	2.975
R3	3.165	3.102	2.935
R2	3.020	3.020	2.922
R1	2.957	2.957	2.908	2.989
PP	2.875	2.875	2.875	2.890
S1	2.812	2.812	2.882	2.844
S2	2.730	2.730	2.868
S3	2.585	2.667	2.855
S4	2.440	2.522	2.815

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.937	2.745	0.192	6.9%	0.069	2.5%	12%	False	True	9,066
10	2.986	2.745	0.241	8.7%	0.071	2.5%	10%	False	True	8,106
20	3.043	2.745	0.298	10.8%	0.062	2.2%	8%	False	True	6,701
40	3.043	2.684	0.359	13.0%	0.055	2.0%	23%	False	False	6,012
60	3.043	2.684	0.359	13.0%	0.050	1.8%	23%	False	False	5,288

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	0.014
Widest range in 61 trading days

Fibonacci Retracements and Extensions
4.250	3.302
2.618	3.129
1.618	3.023
1.000	2.957
0.618	2.917
HIGH	2.851
0.618	2.811
0.500	2.798
0.382	2.785
LOW	2.745
0.618	2.679
1.000	2.639
1.618	2.573
2.618	2.467
4.250	2.295

Fisher Pivots for day following 16-Nov-2020
Pivot	1 day	3 day
R1	2.798	2.841
PP	2.788	2.817
S1	2.778	2.792

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

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