NYMEX Natural Gas Future September 2021

Trading Metrics calculated at close of trading on 04-Dec-2020

Day Change Summary
	Previous	Current
	03-Dec-2020	04-Dec-2020	Change	Change %	Previous Week
Open	2.735	2.583	-0.152	-5.6%	2.790
High	2.745	2.651	-0.094	-3.4%	2.872
Low	2.534	2.566	0.032	1.3%	2.534
Close	2.588	2.635	0.047	1.8%	2.635
Range	0.211	0.085	-0.126	-59.7%	0.338
ATR
Volume	19,448	7,060	-12,388	-63.7%	42,235

Daily Pivots for day following 04-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.872	2.839	2.682
R3	2.787	2.754	2.658
R2	2.702	2.702	2.651
R1	2.669	2.669	2.643	2.686
PP	2.617	2.617	2.617	2.626
S1	2.584	2.584	2.627	2.601
S2	2.532	2.532	2.619
S3	2.447	2.499	2.612
S4	2.362	2.414	2.588

Weekly Pivots for week ending 04-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.694	3.503	2.821
R3	3.356	3.165	2.728
R2	3.018	3.018	2.697
R1	2.827	2.827	2.666	2.754
PP	2.680	2.680	2.680	2.644
S1	2.489	2.489	2.604	2.416
S2	2.342	2.342	2.573
S3	2.004	2.151	2.542
S4	1.666	1.813	2.449

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	12.8%	0.110	4.2%	30%	False	False	8,447
10	2.872	2.534	0.338	12.8%	0.081	3.1%	30%	False	False	7,346

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	0.013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.012
2.618	2.874
1.618	2.789
1.000	2.736
0.618	2.704
HIGH	2.651
0.618	2.619
0.500	2.609
0.382	2.598
LOW	2.566
0.618	2.513
1.000	2.481
1.618	2.428
2.618	2.343
4.250	2.205

Fisher Pivots for day following 04-Dec-2020
Pivot	1 day	3 day
R1	2.626	2.684
PP	2.617	2.668
S1	2.609	2.651

Download as Excel Spreadsheet

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

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