NYMEX Natural Gas Future June 2021

Trading Metrics calculated at close of trading on 03-Dec-2020

Day Change Summary
	Previous	Current
	02-Dec-2020	03-Dec-2020	Change	Change %	Previous Week
Open	2.741	2.677	-0.064	-2.3%	2.664
High	2.772	2.677	-0.095	-3.4%	2.767
Low	2.663	2.452	-0.211	-7.9%	2.639
Close	2.701	2.499	-0.202	-7.5%	2.719
Range	0.109	0.225	0.116	106.4%	0.128
ATR	0.072	0.085	0.013	17.5%	0.000
Volume	13,582	41,130	27,548	202.8%	35,145

Daily Pivots for day following 03-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.218	3.083	2.623
R3	2.993	2.858	2.561
R2	2.768	2.768	2.540
R1	2.633	2.633	2.520	2.588
PP	2.543	2.543	2.543	2.520
S1	2.408	2.408	2.478	2.363
S2	2.318	2.318	2.458
S3	2.093	2.183	2.437
S4	1.868	1.958	2.375

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	2.452	0.356	14.2%	0.113	4.5%	13%	False	True	18,044
10	2.808	2.452	0.356	14.2%	0.095	3.8%	13%	False	True	15,168
20	2.957	2.452	0.505	20.2%	0.082	3.3%	9%	False	True	11,646
40	3.043	2.452	0.591	23.6%	0.065	2.6%	8%	False	True	8,470
60	3.043	2.452	0.591	23.6%	0.060	2.4%	8%	False	True	7,245

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	0.011
Widest range in 73 trading days

Fibonacci Retracements and Extensions
4.250	3.633
2.618	3.266
1.618	3.041
1.000	2.902
0.618	2.816
HIGH	2.677
0.618	2.591
0.500	2.565
0.382	2.538
LOW	2.452
0.618	2.313
1.000	2.227
1.618	2.088
2.618	1.863
4.250	1.496

Fisher Pivots for day following 03-Dec-2020
Pivot	1 day	3 day
R1	2.565	2.622
PP	2.543	2.581
S1	2.521	2.540

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

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