NYMEX Natural Gas Future July 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	2.767	2.776	0.009	0.3%	2.546
High	2.785	2.812	0.027	1.0%	2.744
Low	2.731	2.750	0.019	0.7%	2.500
Close	2.783	2.807	0.024	0.9%	2.716
Range	0.054	0.062	0.008	14.8%	0.244
ATR	0.086	0.084	-0.002	-2.0%	0.000
Volume	7,518	7,144	-374	-5.0%	58,904

Daily Pivots for day following 16-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.976	2.953	2.841
R3	2.914	2.891	2.824
R2	2.852	2.852	2.818
R1	2.829	2.829	2.813	2.841
PP	2.790	2.790	2.790	2.795
S1	2.767	2.767	2.801	2.779
S2	2.728	2.728	2.796
S3	2.666	2.705	2.790
S4	2.604	2.643	2.773

Weekly Pivots for week ending 11-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.385	3.295	2.850
R3	3.141	3.051	2.783
R2	2.897	2.897	2.761
R1	2.807	2.807	2.738	2.852
PP	2.653	2.653	2.653	2.676
S1	2.563	2.563	2.694	2.608
S2	2.409	2.409	2.671
S3	2.165	2.319	2.649
S4	1.921	2.075	2.582

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.812	2.564	0.248	8.8%	0.085	3.0%	98%	True	False	9,548
10	2.812	2.500	0.312	11.1%	0.095	3.4%	98%	True	False	12,691
20	2.859	2.500	0.359	12.8%	0.084	3.0%	86%	False	False	10,885
40	3.085	2.500	0.585	20.8%	0.072	2.6%	52%	False	False	9,020
60	3.085	2.500	0.585	20.8%	0.063	2.3%	52%	False	False	7,621

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.076
2.618	2.974
1.618	2.912
1.000	2.874
0.618	2.850
HIGH	2.812
0.618	2.788
0.500	2.781
0.382	2.774
LOW	2.750
0.618	2.712
1.000	2.688
1.618	2.650
2.618	2.588
4.250	2.487

Fisher Pivots for day following 16-Dec-2020
Pivot	1 day	3 day
R1	2.798	2.794
PP	2.790	2.781
S1	2.781	2.768

Download as Excel Spreadsheet

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

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