NYMEX Natural Gas Future February 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	2.667	2.665	-0.002	-0.1%	2.471
High	2.691	2.695	0.004	0.1%	2.635
Low	2.596	2.620	0.024	0.9%	2.393
Close	2.680	2.681	0.001	0.0%	2.603
Range	0.095	0.075	-0.020	-21.1%	0.242
ATR	0.135	0.131	-0.004	-3.2%	0.000
Volume	68,786	61,502	-7,284	-10.6%	423,195

Daily Pivots for day following 16-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.890	2.861	2.722
R3	2.815	2.786	2.702
R2	2.740	2.740	2.695
R1	2.711	2.711	2.688	2.726
PP	2.665	2.665	2.665	2.673
S1	2.636	2.636	2.674	2.651
S2	2.590	2.590	2.667
S3	2.515	2.561	2.660
S4	2.440	2.486	2.640

Weekly Pivots for week ending 11-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.270	3.178	2.736
R3	3.028	2.936	2.670
R2	2.786	2.786	2.647
R1	2.694	2.694	2.625	2.740
PP	2.544	2.544	2.544	2.567
S1	2.452	2.452	2.581	2.498
S2	2.302	2.302	2.559
S3	2.060	2.210	2.536
S4	1.818	1.968	2.470

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.711	2.406	0.305	11.4%	0.113	4.2%	90%	False	False	70,938
10	2.764	2.393	0.371	13.8%	0.130	4.8%	78%	False	False	75,991
20	2.977	2.393	0.584	21.8%	0.130	4.9%	49%	False	False	55,346
40	3.452	2.393	1.059	39.5%	0.125	4.6%	27%	False	False	42,305
60	3.452	2.393	1.059	39.5%	0.119	4.4%	27%	False	False	35,301
80	3.452	2.393	1.059	39.5%	0.110	4.1%	27%	False	False	29,748
100	3.452	2.393	1.059	39.5%	0.101	3.8%	27%	False	False	25,586
120	3.452	2.393	1.059	39.5%	0.093	3.5%	27%	False	False	22,266

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.035
Narrowest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	3.014
2.618	2.891
1.618	2.816
1.000	2.770
0.618	2.741
HIGH	2.695
0.618	2.666
0.500	2.658
0.382	2.649
LOW	2.620
0.618	2.574
1.000	2.545
1.618	2.499
2.618	2.424
4.250	2.301

Fisher Pivots for day following 16-Dec-2020
Pivot	1 day	3 day
R1	2.673	2.672
PP	2.665	2.663
S1	2.658	2.654

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

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