NYMEX Natural Gas Future June 2021

Trading Metrics calculated at close of trading on 01-Dec-2020

Day Change Summary
	Previous	Current
	30-Nov-2020	01-Dec-2020	Change	Change %	Previous Week
Open	2.704	2.771	0.067	2.5%	2.664
High	2.808	2.792	-0.016	-0.6%	2.767
Low	2.703	2.719	0.016	0.6%	2.639
Close	2.736	2.748	0.012	0.4%	2.719
Range	0.105	0.073	-0.032	-30.5%	0.128
ATR	0.069	0.069	0.000	0.4%	0.000
Volume	14,445	14,310	-135	-0.9%	35,145

Daily Pivots for day following 01-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.972	2.933	2.788
R3	2.899	2.860	2.768
R2	2.826	2.826	2.761
R1	2.787	2.787	2.755	2.770
PP	2.753	2.753	2.753	2.745
S1	2.714	2.714	2.741	2.697
S2	2.680	2.680	2.735
S3	2.607	2.641	2.728
S4	2.534	2.568	2.708

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	2.665	0.143	5.2%	0.072	2.6%	58%	False	False	11,440
10	2.808	2.591	0.217	7.9%	0.073	2.6%	72%	False	False	11,097
20	2.986	2.591	0.395	14.4%	0.072	2.6%	40%	False	False	9,601
40	3.043	2.591	0.452	16.4%	0.059	2.2%	35%	False	False	7,368
60	3.043	2.591	0.452	16.4%	0.055	2.0%	35%	False	False	6,478

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	0.011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.102
2.618	2.983
1.618	2.910
1.000	2.865
0.618	2.837
HIGH	2.792
0.618	2.764
0.500	2.756
0.382	2.747
LOW	2.719
0.618	2.674
1.000	2.646
1.618	2.601
2.618	2.528
4.250	2.409

Fisher Pivots for day following 01-Dec-2020
Pivot	1 day	3 day
R1	2.756	2.756
PP	2.753	2.753
S1	2.751	2.751

Download as Excel Spreadsheet

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

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