NYMEX Natural Gas Future November 2021

Trading Metrics calculated at close of trading on 03-Jun-2021

Day Change Summary
	Previous	Current
	02-Jun-2021	03-Jun-2021	Change	Change %	Previous Week
Open	3.169	3.157	-0.012	-0.4%	3.044
High	3.194	3.172	-0.022	-0.7%	3.139
Low	3.133	3.122	-0.011	-0.4%	3.021
Close	3.159	3.133	-0.026	-0.8%	3.080
Range	0.061	0.050	-0.011	-18.0%	0.118
ATR	0.070	0.069	-0.001	-2.1%	0.000
Volume	13,343	11,687	-1,656	-12.4%	52,954

Daily Pivots for day following 03-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	3.292	3.263	3.161
R3	3.242	3.213	3.147
R2	3.192	3.192	3.142
R1	3.163	3.163	3.138	3.153
PP	3.142	3.142	3.142	3.137
S1	3.113	3.113	3.128	3.103
S2	3.092	3.092	3.124
S3	3.042	3.063	3.119
S4	2.992	3.013	3.106

Weekly Pivots for week ending 28-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	3.434	3.375	3.145
R3	3.316	3.257	3.112
R2	3.198	3.198	3.102
R1	3.139	3.139	3.091	3.169
PP	3.080	3.080	3.080	3.095
S1	3.021	3.021	3.069	3.051
S2	2.962	2.962	3.058
S3	2.844	2.903	3.048
S4	2.726	2.785	3.015

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.220	3.028	0.192	6.1%	0.078	2.5%	55%	False	False	13,831
10	3.220	3.021	0.199	6.4%	0.066	2.1%	56%	False	False	12,508
20	3.253	3.011	0.242	7.7%	0.066	2.1%	50%	False	False	13,510
40	3.253	2.783	0.470	15.0%	0.058	1.9%	74%	False	False	11,356
60	3.253	2.687	0.566	18.1%	0.061	2.0%	79%	False	False	9,535
80	3.253	2.687	0.566	18.1%	0.066	2.1%	79%	False	False	9,256

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.015
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	3.385
2.618	3.303
1.618	3.253
1.000	3.222
0.618	3.203
HIGH	3.172
0.618	3.153
0.500	3.147
0.382	3.141
LOW	3.122
0.618	3.091
1.000	3.072
1.618	3.041
2.618	2.991
4.250	2.910

Fisher Pivots for day following 03-Jun-2021
Pivot	1 day	3 day
R1	3.147	3.161
PP	3.142	3.151
S1	3.138	3.142

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

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