NYMEX Natural Gas Future June 2021

Trading Metrics calculated at close of trading on 02-Dec-2020

Day Change Summary
	Previous	Current
	01-Dec-2020	02-Dec-2020	Change	Change %	Previous Week
Open	2.771	2.741	-0.030	-1.1%	2.664
High	2.792	2.772	-0.020	-0.7%	2.767
Low	2.719	2.663	-0.056	-2.1%	2.639
Close	2.748	2.701	-0.047	-1.7%	2.719
Range	0.073	0.109	0.036	49.3%	0.128
ATR	0.069	0.072	0.003	4.1%	0.000
Volume	14,310	13,582	-728	-5.1%	35,145

Daily Pivots for day following 02-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.039	2.979	2.761
R3	2.930	2.870	2.731
R2	2.821	2.821	2.721
R1	2.761	2.761	2.711	2.737
PP	2.712	2.712	2.712	2.700
S1	2.652	2.652	2.691	2.628
S2	2.603	2.603	2.681
S3	2.494	2.543	2.671
S4	2.385	2.434	2.641

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	2.663	0.145	5.4%	0.083	3.1%	26%	False	True	12,380
10	2.808	2.591	0.217	8.0%	0.078	2.9%	51%	False	False	11,790
20	2.957	2.591	0.366	13.6%	0.073	2.7%	30%	False	False	9,846
40	3.043	2.591	0.452	16.7%	0.061	2.3%	24%	False	False	7,570
60	3.043	2.591	0.452	16.7%	0.056	2.1%	24%	False	False	6,632

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.012
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	3.235
2.618	3.057
1.618	2.948
1.000	2.881
0.618	2.839
HIGH	2.772
0.618	2.730
0.500	2.718
0.382	2.705
LOW	2.663
0.618	2.596
1.000	2.554
1.618	2.487
2.618	2.378
4.250	2.200

Fisher Pivots for day following 02-Dec-2020
Pivot	1 day	3 day
R1	2.718	2.736
PP	2.712	2.724
S1	2.707	2.713

Download as Excel Spreadsheet

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

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