NYMEX Natural Gas Future July 2021

Trading Metrics calculated at close of trading on 10-Nov-2020

Day Change Summary
	Previous	Current
	09-Nov-2020	10-Nov-2020	Change	Change %	Previous Week
Open	2.852	2.867	0.015	0.5%	3.064
High	2.907	2.929	0.022	0.8%	3.085
Low	2.844	2.867	0.023	0.8%	2.863
Close	2.875	2.917	0.042	1.5%	2.885
Range	0.063	0.062	-0.001	-1.6%	0.222
ATR	0.056	0.057	0.000	0.7%	0.000
Volume	13,644	8,017	-5,627	-41.2%	39,268

Daily Pivots for day following 10-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.090	3.066	2.951
R3	3.028	3.004	2.934
R2	2.966	2.966	2.928
R1	2.942	2.942	2.923	2.954
PP	2.904	2.904	2.904	2.911
S1	2.880	2.880	2.911	2.892
S2	2.842	2.842	2.906
S3	2.780	2.818	2.900
S4	2.718	2.756	2.883

Weekly Pivots for week ending 06-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.610	3.470	3.007
R3	3.388	3.248	2.946
R2	3.166	3.166	2.926
R1	3.026	3.026	2.905	2.985
PP	2.944	2.944	2.944	2.924
S1	2.804	2.804	2.865	2.763
S2	2.722	2.722	2.844
S3	2.500	2.582	2.824
S4	2.278	2.360	2.763

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.005	2.844	0.161	5.5%	0.068	2.3%	45%	False	False	8,851
10	3.085	2.844	0.241	8.3%	0.065	2.2%	30%	False	False	7,478
20	3.085	2.844	0.241	8.3%	0.054	1.8%	30%	False	False	6,016
40	3.085	2.725	0.360	12.3%	0.050	1.7%	53%	False	False	5,295

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.013
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.193
2.618	3.091
1.618	3.029
1.000	2.991
0.618	2.967
HIGH	2.929
0.618	2.905
0.500	2.898
0.382	2.891
LOW	2.867
0.618	2.829
1.000	2.805
1.618	2.767
2.618	2.705
4.250	2.604

Fisher Pivots for day following 10-Nov-2020
Pivot	1 day	3 day
R1	2.911	2.908
PP	2.904	2.899
S1	2.898	2.890

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

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