NYMEX Natural Gas Future April 2021

Trading Metrics calculated at close of trading on 23-Dec-2020

Day Change Summary
	Previous	Current
	22-Dec-2020	23-Dec-2020	Change	Change %	Previous Week
Open	2.691	2.726	0.035	1.3%	2.639
High	2.752	2.742	-0.010	-0.4%	2.715
Low	2.673	2.562	-0.111	-4.2%	2.604
Close	2.725	2.585	-0.140	-5.1%	2.670
Range	0.079	0.180	0.101	127.8%	0.111
ATR	0.093	0.099	0.006	6.7%	0.000
Volume	31,171	42,365	11,194	35.9%	211,410

Daily Pivots for day following 23-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.170	3.057	2.684
R3	2.990	2.877	2.635
R2	2.810	2.810	2.618
R1	2.697	2.697	2.602	2.664
PP	2.630	2.630	2.630	2.613
S1	2.517	2.517	2.569	2.484
S2	2.450	2.450	2.552
S3	2.270	2.337	2.536
S4	2.090	2.157	2.486

Weekly Pivots for week ending 18-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.996	2.944	2.731
R3	2.885	2.833	2.701
R2	2.774	2.774	2.690
R1	2.722	2.722	2.680	2.748
PP	2.663	2.663	2.663	2.676
S1	2.611	2.611	2.660	2.637
S2	2.552	2.552	2.650
S3	2.441	2.500	2.639
S4	2.330	2.389	2.609

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.752	2.562	0.190	7.4%	0.094	3.6%	12%	False	True	35,791
10	2.752	2.423	0.329	12.7%	0.095	3.7%	49%	False	False	42,076
20	2.788	2.366	0.422	16.3%	0.102	3.9%	52%	False	False	49,425
40	3.052	2.366	0.686	26.5%	0.091	3.5%	32%	False	False	43,478
60	3.052	2.366	0.686	26.5%	0.081	3.1%	32%	False	False	36,669
80	3.052	2.366	0.686	26.5%	0.073	2.8%	32%	False	False	31,691
100	3.052	2.366	0.686	26.5%	0.068	2.6%	32%	False	False	28,232
120	3.052	2.366	0.686	26.5%	0.063	2.4%	32%	False	False	25,066

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.023
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	3.507
2.618	3.213
1.618	3.033
1.000	2.922
0.618	2.853
HIGH	2.742
0.618	2.673
0.500	2.652
0.382	2.631
LOW	2.562
0.618	2.451
1.000	2.382
1.618	2.271
2.618	2.091
4.250	1.797

Fisher Pivots for day following 23-Dec-2020
Pivot	1 day	3 day
R1	2.652	2.657
PP	2.630	2.633
S1	2.607	2.609

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

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