NYMEX Natural Gas Future December 2021

Trading Metrics calculated at close of trading on 14-Sep-2021

Day Change Summary
	Previous	Current
	13-Sep-2021	14-Sep-2021	Change	Change %	Previous Week
Open	5.080	5.341	0.261	5.1%	4.866
High	5.420	5.505	0.085	1.6%	5.184
Low	5.018	5.314	0.296	5.9%	4.697
Close	5.366	5.398	0.032	0.6%	5.067
Range	0.402	0.191	-0.211	-52.5%	0.487
ATR	0.197	0.197	0.000	-0.2%	0.000
Volume	37,058	40,486	3,428	9.3%	144,805

Daily Pivots for day following 14-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	5.979	5.879	5.503
R3	5.788	5.688	5.451
R2	5.597	5.597	5.433
R1	5.497	5.497	5.416	5.547
PP	5.406	5.406	5.406	5.431
S1	5.306	5.306	5.380	5.356
S2	5.215	5.215	5.363
S3	5.024	5.115	5.345
S4	4.833	4.924	5.293

Weekly Pivots for week ending 10-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	6.444	6.242	5.335
R3	5.957	5.755	5.201
R2	5.470	5.470	5.156
R1	5.268	5.268	5.112	5.369
PP	4.983	4.983	4.983	5.033
S1	4.781	4.781	5.022	4.882
S2	4.496	4.496	4.978
S3	4.009	4.294	4.933
S4	3.522	3.807	4.799

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.505	4.725	0.780	14.4%	0.273	5.1%	86%	True	False	39,900
10	5.505	4.366	1.139	21.1%	0.235	4.4%	91%	True	False	34,716
20	5.505	3.944	1.561	28.9%	0.193	3.6%	93%	True	False	28,783
40	5.505	3.873	1.632	30.2%	0.163	3.0%	93%	True	False	22,369
60	5.505	3.346	2.159	40.0%	0.148	2.7%	95%	True	False	19,766
80	5.505	3.152	2.353	43.6%	0.129	2.4%	95%	True	False	17,589
100	5.505	3.096	2.409	44.6%	0.114	2.1%	96%	True	False	15,682
120	5.505	2.880	2.625	48.6%	0.103	1.9%	96%	True	False	14,339

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.047
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.317
2.618	6.005
1.618	5.814
1.000	5.696
0.618	5.623
HIGH	5.505
0.618	5.432
0.500	5.410
0.382	5.387
LOW	5.314
0.618	5.196
1.000	5.123
1.618	5.005
2.618	4.814
4.250	4.502

Fisher Pivots for day following 14-Sep-2021
Pivot	1 day	3 day
R1	5.410	5.353
PP	5.406	5.307
S1	5.402	5.262

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

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