NYMEX Natural Gas Future June 2021

Trading Metrics calculated at close of trading on 23-Nov-2020

Day Change Summary
	Previous	Current
	20-Nov-2020	23-Nov-2020	Change	Change %	Previous Week
Open	2.628	2.664	0.036	1.4%	2.850
High	2.682	2.678	-0.004	-0.1%	2.851
Low	2.625	2.639	0.014	0.5%	2.591
Close	2.652	2.671	0.019	0.7%	2.652
Range	0.057	0.039	-0.018	-31.6%	0.260
ATR	0.070	0.068	-0.002	-3.1%	0.000
Volume	12,004	6,697	-5,307	-44.2%	59,351

Daily Pivots for day following 23-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.780	2.764	2.692
R3	2.741	2.725	2.682
R2	2.702	2.702	2.678
R1	2.686	2.686	2.675	2.694
PP	2.663	2.663	2.663	2.667
S1	2.647	2.647	2.667	2.655
S2	2.624	2.624	2.664
S3	2.585	2.608	2.660
S4	2.546	2.569	2.650

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	2.788	2.591	0.197	7.4%	0.074	2.8%	41%	False	False	10,754
10	2.937	2.591	0.346	13.0%	0.071	2.7%	23%	False	False	9,910
20	3.043	2.591	0.452	16.9%	0.068	2.6%	18%	False	False	8,178
40	3.043	2.591	0.452	16.9%	0.059	2.2%	18%	False	False	6,616
60	3.043	2.591	0.452	16.9%	0.053	2.0%	18%	False	False	5,887

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.011
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	2.844
2.618	2.780
1.618	2.741
1.000	2.717
0.618	2.702
HIGH	2.678
0.618	2.663
0.500	2.659
0.382	2.654
LOW	2.639
0.618	2.615
1.000	2.600
1.618	2.576
2.618	2.537
4.250	2.473

Fisher Pivots for day following 23-Nov-2020
Pivot	1 day	3 day
R1	2.667	2.670
PP	2.663	2.670
S1	2.659	2.669

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

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