NYMEX Natural Gas Future December 2021

Trading Metrics calculated at close of trading on 11-Nov-2021

Day Change Summary
	Previous	Current
	10-Nov-2021	11-Nov-2021	Change	Change %	Previous Week
Open	4.962	4.917	-0.045	-0.9%	5.310
High	5.046	5.176	0.130	2.6%	5.876
Low	4.725	4.889	0.164	3.5%	5.116
Close	4.880	5.149	0.269	5.5%	5.516
Range	0.321	0.287	-0.034	-10.6%	0.760
ATR	0.385	0.379	-0.006	-1.7%	0.000
Volume	170,388	135,953	-34,435	-20.2%	738,892

Daily Pivots for day following 11-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	5.932	5.828	5.307
R3	5.645	5.541	5.228
R2	5.358	5.358	5.202
R1	5.254	5.254	5.175	5.306
PP	5.071	5.071	5.071	5.098
S1	4.967	4.967	5.123	5.019
S2	4.784	4.784	5.096
S3	4.497	4.680	5.070
S4	4.210	4.393	4.991

Weekly Pivots for week ending 05-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	7.783	7.409	5.934
R3	7.023	6.649	5.725
R2	6.263	6.263	5.655
R1	5.889	5.889	5.586	6.076
PP	5.503	5.503	5.503	5.596
S1	5.129	5.129	5.446	5.316
S2	4.743	4.743	5.377
S3	3.983	4.369	5.307
S4	3.223	3.609	5.098

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.760	4.725	1.035	20.1%	0.341	6.6%	41%	False	False	159,329
10	5.876	4.725	1.151	22.4%	0.362	7.0%	37%	False	False	155,660
20	6.281	4.725	1.556	30.2%	0.368	7.1%	27%	False	False	137,896
40	6.593	4.725	1.868	36.3%	0.399	7.8%	23%	False	False	97,631
60	6.593	3.944	2.649	51.4%	0.339	6.6%	45%	False	False	75,977
80	6.593	3.944	2.649	51.4%	0.287	5.6%	45%	False	False	61,069
100	6.593	3.439	3.154	61.3%	0.254	4.9%	54%	False	False	51,859
120	6.593	3.152	3.441	66.8%	0.224	4.4%	58%	False	False	45,063

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.073
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6.396
2.618	5.927
1.618	5.640
1.000	5.463
0.618	5.353
HIGH	5.176
0.618	5.066
0.500	5.033
0.382	4.999
LOW	4.889
0.618	4.712
1.000	4.602
1.618	4.425
2.618	4.138
4.250	3.669

Fisher Pivots for day following 11-Nov-2021
Pivot	1 day	3 day
R1	5.110	5.131
PP	5.071	5.114
S1	5.033	5.096

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

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