NYMEX Natural Gas Future June 2021

Trading Metrics calculated at close of trading on 20-Nov-2020

Day Change Summary
	Previous	Current
	19-Nov-2020	20-Nov-2020	Change	Change %	Previous Week
Open	2.743	2.628	-0.115	-4.2%	2.850
High	2.747	2.682	-0.065	-2.4%	2.851
Low	2.591	2.625	0.034	1.3%	2.591
Close	2.645	2.652	0.007	0.3%	2.652
Range	0.156	0.057	-0.099	-63.5%	0.260
ATR	0.071	0.070	-0.001	-1.4%	0.000
Volume	21,067	12,004	-9,063	-43.0%	59,351

Daily Pivots for day following 20-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.824	2.795	2.683
R3	2.767	2.738	2.668
R2	2.710	2.710	2.662
R1	2.681	2.681	2.657	2.696
PP	2.653	2.653	2.653	2.660
S1	2.624	2.624	2.647	2.639
S2	2.596	2.596	2.642
S3	2.539	2.567	2.636
S4	2.482	2.510	2.621

Weekly Pivots for week ending 20-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.478	3.325	2.795
R3	3.218	3.065	2.724
R2	2.958	2.958	2.700
R1	2.805	2.805	2.676	2.752
PP	2.698	2.698	2.698	2.671
S1	2.545	2.545	2.628	2.492
S2	2.438	2.438	2.604
S3	2.178	2.285	2.581
S4	1.918	2.025	2.509

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.851	2.591	0.260	9.8%	0.087	3.3%	23%	False	False	11,870
10	2.937	2.591	0.346	13.0%	0.074	2.8%	18%	False	False	10,169
20	3.043	2.591	0.452	17.0%	0.069	2.6%	13%	False	False	8,035
40	3.043	2.591	0.452	17.0%	0.059	2.2%	13%	False	False	6,567
60	3.043	2.591	0.452	17.0%	0.053	2.0%	13%	False	False	5,845

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.924
2.618	2.831
1.618	2.774
1.000	2.739
0.618	2.717
HIGH	2.682
0.618	2.660
0.500	2.654
0.382	2.647
LOW	2.625
0.618	2.590
1.000	2.568
1.618	2.533
2.618	2.476
4.250	2.383

Fisher Pivots for day following 20-Nov-2020
Pivot	1 day	3 day
R1	2.654	2.684
PP	2.653	2.673
S1	2.653	2.663

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

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