NYMEX Natural Gas Future June 2021

Trading Metrics calculated at close of trading on 10-Dec-2020

Day Change Summary
	Previous	Current
	09-Dec-2020	10-Dec-2020	Change	Change %	Previous Week
Open	2.542	2.534	-0.008	-0.3%	2.704
High	2.589	2.676	0.087	3.4%	2.808
Low	2.521	2.499	-0.022	-0.9%	2.452
Close	2.538	2.641	0.103	4.1%	2.563
Range	0.068	0.177	0.109	160.3%	0.356
ATR	0.088	0.095	0.006	7.2%	0.000
Volume	13,420	23,068	9,648	71.9%	99,075

Daily Pivots for day following 10-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.136	3.066	2.738
R3	2.959	2.889	2.690
R2	2.782	2.782	2.673
R1	2.712	2.712	2.657	2.747
PP	2.605	2.605	2.605	2.623
S1	2.535	2.535	2.625	2.570
S2	2.428	2.428	2.609
S3	2.251	2.358	2.592
S4	2.074	2.181	2.544

Weekly Pivots for week ending 04-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.676	3.475	2.759
R3	3.320	3.119	2.661
R2	2.964	2.964	2.628
R1	2.763	2.763	2.596	2.686
PP	2.608	2.608	2.608	2.569
S1	2.407	2.407	2.530	2.330
S2	2.252	2.252	2.498
S3	1.896	2.051	2.465
S4	1.540	1.695	2.367

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.676	2.433	0.243	9.2%	0.099	3.7%	86%	True	False	17,288
10	2.808	2.433	0.375	14.2%	0.106	4.0%	55%	False	False	17,666
20	2.937	2.433	0.504	19.1%	0.089	3.4%	41%	False	False	14,195
40	3.043	2.433	0.610	23.1%	0.073	2.8%	34%	False	False	9,998
60	3.043	2.433	0.610	23.1%	0.065	2.5%	34%	False	False	8,460

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.019
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.428
2.618	3.139
1.618	2.962
1.000	2.853
0.618	2.785
HIGH	2.676
0.618	2.608
0.500	2.588
0.382	2.567
LOW	2.499
0.618	2.390
1.000	2.322
1.618	2.213
2.618	2.036
4.250	1.747

Fisher Pivots for day following 10-Dec-2020
Pivot	1 day	3 day
R1	2.623	2.618
PP	2.605	2.594
S1	2.588	2.571

Download as Excel Spreadsheet

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

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