NYMEX Natural Gas Future June 2021

Trading Metrics calculated at close of trading on 24-Nov-2020

Day Change Summary
	Previous	Current
	23-Nov-2020	24-Nov-2020	Change	Change %	Previous Week
Open	2.664	2.665	0.001	0.0%	2.850
High	2.678	2.721	0.043	1.6%	2.851
Low	2.639	2.665	0.026	1.0%	2.591
Close	2.671	2.717	0.046	1.7%	2.652
Range	0.039	0.056	0.017	43.6%	0.260
ATR	0.068	0.067	-0.001	-1.2%	0.000
Volume	6,697	8,884	2,187	32.7%	59,351

Daily Pivots for day following 24-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.869	2.849	2.748
R3	2.813	2.793	2.732
R2	2.757	2.757	2.727
R1	2.737	2.737	2.722	2.747
PP	2.701	2.701	2.701	2.706
S1	2.681	2.681	2.712	2.691
S2	2.645	2.645	2.707
S3	2.589	2.625	2.702
S4	2.533	2.569	2.686

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	2.777	2.591	0.186	6.8%	0.073	2.7%	68%	False	False	11,200
10	2.937	2.591	0.346	12.7%	0.071	2.6%	36%	False	False	10,229
20	3.043	2.591	0.452	16.6%	0.069	2.5%	28%	False	False	8,272
40	3.043	2.591	0.452	16.6%	0.058	2.1%	28%	False	False	6,694
60	3.043	2.591	0.452	16.6%	0.053	1.9%	28%	False	False	5,965

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.959
2.618	2.868
1.618	2.812
1.000	2.777
0.618	2.756
HIGH	2.721
0.618	2.700
0.500	2.693
0.382	2.686
LOW	2.665
0.618	2.630
1.000	2.609
1.618	2.574
2.618	2.518
4.250	2.427

Fisher Pivots for day following 24-Nov-2020
Pivot	1 day	3 day
R1	2.709	2.702
PP	2.701	2.688
S1	2.693	2.673

Download as Excel Spreadsheet

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

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