NYMEX Natural Gas Future December 2021

Trading Metrics calculated at close of trading on 04-Nov-2021

Day Change Summary
	Previous	Current
	03-Nov-2021	04-Nov-2021	Change	Change %	Previous Week
Open	5.553	5.860	0.307	5.5%	5.629
High	5.865	5.876	0.011	0.2%	6.281
Low	5.465	5.535	0.070	1.3%	5.401
Close	5.670	5.716	0.046	0.8%	5.426
Range	0.400	0.341	-0.059	-14.8%	0.880
ATR	0.399	0.395	-0.004	-1.0%	0.000
Volume	141,498	147,035	5,537	3.9%	860,269

Daily Pivots for day following 04-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	6.732	6.565	5.904
R3	6.391	6.224	5.810
R2	6.050	6.050	5.779
R1	5.883	5.883	5.747	5.796
PP	5.709	5.709	5.709	5.666
S1	5.542	5.542	5.685	5.455
S2	5.368	5.368	5.653
S3	5.027	5.201	5.622
S4	4.686	4.860	5.528

Weekly Pivots for week ending 29-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	8.343	7.764	5.910
R3	7.463	6.884	5.668
R2	6.583	6.583	5.587
R1	6.004	6.004	5.507	5.854
PP	5.703	5.703	5.703	5.627
S1	5.124	5.124	5.345	4.974
S2	4.823	4.823	5.265
S3	3.943	4.244	5.184
S4	3.063	3.364	4.942

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.876	5.116	0.760	13.3%	0.383	6.7%	79%	True	False	151,991
10	6.281	5.116	1.165	20.4%	0.409	7.2%	52%	False	False	155,527
20	6.281	5.070	1.211	21.2%	0.375	6.6%	53%	False	False	115,760
40	6.593	4.879	1.714	30.0%	0.394	6.9%	49%	False	False	83,235
60	6.593	3.944	2.649	46.3%	0.321	5.6%	67%	False	False	64,217
80	6.593	3.767	2.826	49.4%	0.272	4.8%	69%	False	False	51,882
100	6.593	3.346	3.247	56.8%	0.241	4.2%	73%	False	False	44,294
120	6.593	3.152	3.441	60.2%	0.212	3.7%	75%	False	False	38,755

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.074
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	7.325
2.618	6.769
1.618	6.428
1.000	6.217
0.618	6.087
HIGH	5.876
0.618	5.746
0.500	5.706
0.382	5.665
LOW	5.535
0.618	5.324
1.000	5.194
1.618	4.983
2.618	4.642
4.250	4.086

Fisher Pivots for day following 04-Nov-2021
Pivot	1 day	3 day
R1	5.713	5.658
PP	5.709	5.599
S1	5.706	5.541

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

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