NYMEX Natural Gas Future September 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	2.806	2.735	-0.071	-2.5%	2.741
High	2.834	2.745	-0.089	-3.1%	2.830
Low	2.734	2.534	-0.200	-7.3%	2.715
Close	2.773	2.588	-0.185	-6.7%	2.791
Range	0.100	0.211	0.111	111.0%	0.115
ATR
Volume	2,672	19,448	16,776	627.8%	20,418

Daily Pivots for day following 03-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.255	3.133	2.704
R3	3.044	2.922	2.646
R2	2.833	2.833	2.627
R1	2.711	2.711	2.607	2.667
PP	2.622	2.622	2.622	2.600
S1	2.500	2.500	2.569	2.456
S2	2.411	2.411	2.549
S3	2.200	2.289	2.530
S4	1.989	2.078	2.472

Weekly Pivots for week ending 27-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.124	3.072	2.854
R3	3.009	2.957	2.823
R2	2.894	2.894	2.812
R1	2.842	2.842	2.802	2.868
PP	2.779	2.779	2.779	2.792
S1	2.727	2.727	2.780	2.753
S2	2.664	2.664	2.770
S3	2.549	2.612	2.759
S4	2.434	2.497	2.728

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.872	2.534	0.338	13.1%	0.104	4.0%	16%	False	True	7,792
10	2.872	2.534	0.338	13.1%	0.086	3.3%	16%	False	True	9,456

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 11 trading days

Fibonacci Retracements and Extensions
4.250	3.642
2.618	3.297
1.618	3.086
1.000	2.956
0.618	2.875
HIGH	2.745
0.618	2.664
0.500	2.640
0.382	2.615
LOW	2.534
0.618	2.404
1.000	2.323
1.618	2.193
2.618	1.982
4.250	1.637

Fisher Pivots for day following 03-Dec-2020
Pivot	1 day	3 day
R1	2.640	2.695
PP	2.622	2.659
S1	2.605	2.624

Download as Excel Spreadsheet

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

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