NYMEX Natural Gas Future June 2021

Trading Metrics calculated at close of trading on 27-Nov-2020

Day Change Summary
	Previous	Current
	25-Nov-2020	27-Nov-2020	Change	Change %	Previous Week
Open	2.716	2.720	0.004	0.1%	2.664
High	2.767	2.759	-0.008	-0.3%	2.767
Low	2.696	2.704	0.008	0.3%	2.639
Close	2.754	2.719	-0.035	-1.3%	2.719
Range	0.071	0.055	-0.016	-22.5%	0.128
ATR	0.067	0.066	-0.001	-1.3%	0.000
Volume	12,810	6,754	-6,056	-47.3%	35,145

Daily Pivots for day following 27-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.892	2.861	2.749
R3	2.837	2.806	2.734
R2	2.782	2.782	2.729
R1	2.751	2.751	2.724	2.739
PP	2.727	2.727	2.727	2.722
S1	2.696	2.696	2.714	2.684
S2	2.672	2.672	2.709
S3	2.617	2.641	2.704
S4	2.562	2.586	2.689

Weekly Pivots for week ending 27-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.092	3.034	2.789
R3	2.964	2.906	2.754
R2	2.836	2.836	2.742
R1	2.778	2.778	2.731	2.807
PP	2.708	2.708	2.708	2.723
S1	2.650	2.650	2.707	2.679
S2	2.580	2.580	2.696
S3	2.452	2.522	2.684
S4	2.324	2.394	2.649

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.767	2.625	0.142	5.2%	0.056	2.0%	66%	False	False	9,429
10	2.937	2.591	0.346	12.7%	0.072	2.6%	37%	False	False	10,291
20	3.043	2.591	0.452	16.6%	0.070	2.6%	28%	False	False	8,746
40	3.043	2.591	0.452	16.6%	0.058	2.1%	28%	False	False	6,991
60	3.043	2.591	0.452	16.6%	0.053	2.0%	28%	False	False	6,098

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 3 trading days

Fibonacci Retracements and Extensions
4.250	2.993
2.618	2.903
1.618	2.848
1.000	2.814
0.618	2.793
HIGH	2.759
0.618	2.738
0.500	2.732
0.382	2.725
LOW	2.704
0.618	2.670
1.000	2.649
1.618	2.615
2.618	2.560
4.250	2.470

Fisher Pivots for day following 27-Nov-2020
Pivot	1 day	3 day
R1	2.732	2.718
PP	2.727	2.717
S1	2.723	2.716

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

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