NYMEX Natural Gas Future June 2021

Trading Metrics calculated at close of trading on 19-Nov-2020

Day Change Summary
	Previous	Current
	18-Nov-2020	19-Nov-2020	Change	Change %	Previous Week
Open	2.728	2.743	0.015	0.5%	2.802
High	2.777	2.747	-0.030	-1.1%	2.937
Low	2.722	2.591	-0.131	-4.8%	2.792
Close	2.728	2.645	-0.083	-3.0%	2.895
Range	0.055	0.156	0.101	183.6%	0.145
ATR	0.064	0.071	0.007	10.2%	0.000
Volume	7,348	21,067	13,719	186.7%	42,342

Daily Pivots for day following 19-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.129	3.043	2.731
R3	2.973	2.887	2.688
R2	2.817	2.817	2.674
R1	2.731	2.731	2.659	2.696
PP	2.661	2.661	2.661	2.644
S1	2.575	2.575	2.631	2.540
S2	2.505	2.505	2.616
S3	2.349	2.419	2.602
S4	2.193	2.263	2.559

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	2.591	0.346	13.1%	0.088	3.3%	16%	False	True	11,154
10	2.937	2.591	0.346	13.1%	0.075	2.8%	16%	False	True	9,600
20	3.043	2.591	0.452	17.1%	0.069	2.6%	12%	False	True	7,670
40	3.043	2.591	0.452	17.1%	0.058	2.2%	12%	False	True	6,412
60	3.043	2.591	0.452	17.1%	0.053	2.0%	12%	False	True	5,736

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 64 trading days

Fibonacci Retracements and Extensions
4.250	3.410
2.618	3.155
1.618	2.999
1.000	2.903
0.618	2.843
HIGH	2.747
0.618	2.687
0.500	2.669
0.382	2.651
LOW	2.591
0.618	2.495
1.000	2.435
1.618	2.339
2.618	2.183
4.250	1.928

Fisher Pivots for day following 19-Nov-2020
Pivot	1 day	3 day
R1	2.669	2.690
PP	2.661	2.675
S1	2.653	2.660

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

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