NYMEX Natural Gas Future June 2021

Trading Metrics calculated at close of trading on 17-Nov-2020

Day Change Summary
	Previous	Current
	16-Nov-2020	17-Nov-2020	Change	Change %	Previous Week
Open	2.850	2.762	-0.088	-3.1%	2.802
High	2.851	2.788	-0.063	-2.2%	2.937
Low	2.745	2.727	-0.018	-0.7%	2.792
Close	2.768	2.740	-0.028	-1.0%	2.895
Range	0.106	0.061	-0.045	-42.5%	0.145
ATR	0.065	0.065	0.000	-0.5%	0.000
Volume	12,274	6,658	-5,616	-45.8%	42,342

Daily Pivots for day following 17-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.935	2.898	2.774
R3	2.874	2.837	2.757
R2	2.813	2.813	2.751
R1	2.776	2.776	2.746	2.764
PP	2.752	2.752	2.752	2.746
S1	2.715	2.715	2.734	2.703
S2	2.691	2.691	2.729
S3	2.630	2.654	2.723
S4	2.569	2.593	2.706

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	2.727	0.210	7.7%	0.069	2.5%	6%	False	True	9,259
10	2.957	2.727	0.230	8.4%	0.069	2.5%	6%	False	True	7,902
20	3.043	2.727	0.316	11.5%	0.063	2.3%	4%	False	True	6,700
40	3.043	2.684	0.359	13.1%	0.056	2.0%	16%	False	False	6,053
60	3.043	2.684	0.359	13.1%	0.051	1.8%	16%	False	False	5,362

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	0.016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.047
2.618	2.948
1.618	2.887
1.000	2.849
0.618	2.826
HIGH	2.788
0.618	2.765
0.500	2.758
0.382	2.750
LOW	2.727
0.618	2.689
1.000	2.666
1.618	2.628
2.618	2.567
4.250	2.468

Fisher Pivots for day following 17-Nov-2020
Pivot	1 day	3 day
R1	2.758	2.832
PP	2.752	2.801
S1	2.746	2.771

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

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