NYMEX Natural Gas Future July 2021

Trading Metrics calculated at close of trading on 27-Nov-2020

Day Change Summary
	Previous	Current
	25-Nov-2020	27-Nov-2020	Change	Change %	Previous Week
Open	2.772	2.778	0.006	0.2%	2.721
High	2.817	2.813	-0.004	-0.1%	2.817
Low	2.751	2.759	0.008	0.3%	2.697
Close	2.807	2.774	-0.033	-1.2%	2.774
Range	0.066	0.054	-0.012	-18.2%	0.120
ATR	0.064	0.064	-0.001	-1.2%	0.000
Volume	6,140	4,121	-2,019	-32.9%	26,174

Daily Pivots for day following 27-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.944	2.913	2.804
R3	2.890	2.859	2.789
R2	2.836	2.836	2.784
R1	2.805	2.805	2.779	2.794
PP	2.782	2.782	2.782	2.776
S1	2.751	2.751	2.769	2.740
S2	2.728	2.728	2.764
S3	2.674	2.697	2.759
S4	2.620	2.643	2.744

Weekly Pivots for week ending 27-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.123	3.068	2.840
R3	3.003	2.948	2.807
R2	2.883	2.883	2.796
R1	2.828	2.828	2.785	2.856
PP	2.763	2.763	2.763	2.776
S1	2.708	2.708	2.763	2.736
S2	2.643	2.643	2.752
S3	2.523	2.588	2.741
S4	2.403	2.468	2.708

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.817	2.679	0.138	5.0%	0.054	1.9%	69%	False	False	7,322
10	2.978	2.650	0.328	11.8%	0.069	2.5%	38%	False	False	8,983
20	3.085	2.650	0.435	15.7%	0.068	2.4%	29%	False	False	8,773
40	3.085	2.650	0.435	15.7%	0.056	2.0%	29%	False	False	6,923

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	0.010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.043
2.618	2.954
1.618	2.900
1.000	2.867
0.618	2.846
HIGH	2.813
0.618	2.792
0.500	2.786
0.382	2.780
LOW	2.759
0.618	2.726
1.000	2.705
1.618	2.672
2.618	2.618
4.250	2.530

Fisher Pivots for day following 27-Nov-2020
Pivot	1 day	3 day
R1	2.786	2.772
PP	2.782	2.771
S1	2.778	2.769

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

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