NYMEX Natural Gas Future June 2021

Trading Metrics calculated at close of trading on 30-Nov-2020

Day Change Summary
	Previous	Current
	27-Nov-2020	30-Nov-2020	Change	Change %	Previous Week
Open	2.720	2.704	-0.016	-0.6%	2.664
High	2.759	2.808	0.049	1.8%	2.767
Low	2.704	2.703	-0.001	0.0%	2.639
Close	2.719	2.736	0.017	0.6%	2.719
Range	0.055	0.105	0.050	90.9%	0.128
ATR	0.066	0.069	0.003	4.2%	0.000
Volume	6,754	14,445	7,691	113.9%	35,145

Daily Pivots for day following 30-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.064	3.005	2.794
R3	2.959	2.900	2.765
R2	2.854	2.854	2.755
R1	2.795	2.795	2.746	2.825
PP	2.749	2.749	2.749	2.764
S1	2.690	2.690	2.726	2.720
S2	2.644	2.644	2.717
S3	2.539	2.585	2.707
S4	2.434	2.480	2.678

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	2.808	2.639	0.169	6.2%	0.065	2.4%	57%	True	False	9,918
10	2.851	2.591	0.260	9.5%	0.076	2.8%	56%	False	False	10,894
20	3.043	2.591	0.452	16.5%	0.072	2.6%	32%	False	False	9,185
40	3.043	2.591	0.452	16.5%	0.060	2.2%	32%	False	False	7,175
60	3.043	2.591	0.452	16.5%	0.055	2.0%	32%	False	False	6,295

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.009
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	3.254
2.618	3.083
1.618	2.978
1.000	2.913
0.618	2.873
HIGH	2.808
0.618	2.768
0.500	2.756
0.382	2.743
LOW	2.703
0.618	2.638
1.000	2.598
1.618	2.533
2.618	2.428
4.250	2.257

Fisher Pivots for day following 30-Nov-2020
Pivot	1 day	3 day
R1	2.756	2.752
PP	2.749	2.747
S1	2.743	2.741

Download as Excel Spreadsheet

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

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