NYMEX Natural Gas Future January 2021

Trading Metrics calculated at close of trading on 16-Dec-2020

Day Change Summary
	Previous	Current
	15-Dec-2020	16-Dec-2020	Change	Change %	Previous Week
Open	2.669	2.666	-0.003	-0.1%	2.456
High	2.700	2.692	-0.008	-0.3%	2.630
Low	2.596	2.618	0.022	0.8%	2.368
Close	2.682	2.677	-0.005	-0.2%	2.591
Range	0.104	0.074	-0.030	-28.8%	0.262
ATR	0.143	0.138	-0.005	-3.5%	0.000
Volume	137,598	128,968	-8,630	-6.3%	992,615

Daily Pivots for day following 16-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.884	2.855	2.718
R3	2.810	2.781	2.697
R2	2.736	2.736	2.691
R1	2.707	2.707	2.684	2.722
PP	2.662	2.662	2.662	2.670
S1	2.633	2.633	2.670	2.648
S2	2.588	2.588	2.663
S3	2.514	2.559	2.657
S4	2.440	2.485	2.636

Weekly Pivots for week ending 11-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.316	3.215	2.735
R3	3.054	2.953	2.663
R2	2.792	2.792	2.639
R1	2.691	2.691	2.615	2.742
PP	2.530	2.530	2.530	2.555
S1	2.429	2.429	2.567	2.480
S2	2.268	2.268	2.543
S3	2.006	2.167	2.519
S4	1.744	1.905	2.447

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.708	2.381	0.327	12.2%	0.118	4.4%	91%	False	False	160,534
10	2.768	2.368	0.400	14.9%	0.135	5.1%	77%	False	False	181,421
20	3.002	2.368	0.634	23.7%	0.137	5.1%	49%	False	False	148,723
40	3.507	2.368	1.139	42.5%	0.132	4.9%	27%	False	False	108,882
60	3.507	2.368	1.139	42.5%	0.126	4.7%	27%	False	False	92,445
80	3.507	2.368	1.139	42.5%	0.116	4.3%	27%	False	False	78,542
100	3.507	2.368	1.139	42.5%	0.107	4.0%	27%	False	False	67,925
120	3.507	2.368	1.139	42.5%	0.099	3.7%	27%	False	False	60,373

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.036
Narrowest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	3.007
2.618	2.886
1.618	2.812
1.000	2.766
0.618	2.738
HIGH	2.692
0.618	2.664
0.500	2.655
0.382	2.646
LOW	2.618
0.618	2.572
1.000	2.544
1.618	2.498
2.618	2.424
4.250	2.304

Fisher Pivots for day following 16-Dec-2020
Pivot	1 day	3 day
R1	2.670	2.669
PP	2.662	2.660
S1	2.655	2.652

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

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