NYMEX Natural Gas Future July 2021

Trading Metrics calculated at close of trading on 30-Dec-2020

Day Change Summary
	Previous	Current
	29-Dec-2020	30-Dec-2020	Change	Change %	Previous Week
Open	2.531	2.598	0.067	2.6%	2.794
High	2.620	2.632	0.012	0.5%	2.865
Low	2.502	2.576	0.074	3.0%	2.643
Close	2.597	2.602	0.005	0.2%	2.651
Range	0.118	0.056	-0.062	-52.5%	0.222
ATR	0.093	0.090	-0.003	-2.8%	0.000
Volume	18,053	6,398	-11,655	-64.6%	28,961

Daily Pivots for day following 30-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.771	2.743	2.633
R3	2.715	2.687	2.617
R2	2.659	2.659	2.612
R1	2.631	2.631	2.607	2.645
PP	2.603	2.603	2.603	2.611
S1	2.575	2.575	2.597	2.589
S2	2.547	2.547	2.592
S3	2.491	2.519	2.587
S4	2.435	2.463	2.571

Weekly Pivots for week ending 25-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.386	3.240	2.773
R3	3.164	3.018	2.712
R2	2.942	2.942	2.692
R1	2.796	2.796	2.671	2.758
PP	2.720	2.720	2.720	2.701
S1	2.574	2.574	2.631	2.536
S2	2.498	2.498	2.610
S3	2.276	2.352	2.590
S4	2.054	2.130	2.529

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.858	2.472	0.386	14.8%	0.110	4.2%	34%	False	False	11,380
10	2.865	2.472	0.393	15.1%	0.086	3.3%	33%	False	False	9,743
20	2.865	2.472	0.393	15.1%	0.092	3.5%	33%	False	False	11,249
40	3.031	2.472	0.559	21.5%	0.081	3.1%	23%	False	False	10,201
60	3.085	2.472	0.613	23.6%	0.069	2.6%	21%	False	False	8,486

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.017
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	2.870
2.618	2.779
1.618	2.723
1.000	2.688
0.618	2.667
HIGH	2.632
0.618	2.611
0.500	2.604
0.382	2.597
LOW	2.576
0.618	2.541
1.000	2.520
1.618	2.485
2.618	2.429
4.250	2.338

Fisher Pivots for day following 30-Dec-2020
Pivot	1 day	3 day
R1	2.604	2.585
PP	2.603	2.569
S1	2.603	2.552

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

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