NYMEX Natural Gas Future January 2021

Trading Metrics calculated at close of trading on 14-Dec-2020

Day Change Summary
	Previous	Current
	11-Dec-2020	14-Dec-2020	Change	Change %	Previous Week
Open	2.568	2.658	0.090	3.5%	2.456
High	2.630	2.708	0.078	3.0%	2.630
Low	2.526	2.612	0.086	3.4%	2.368
Close	2.591	2.682	0.091	3.5%	2.591
Range	0.104	0.096	-0.008	-7.7%	0.262
ATR	0.149	0.146	-0.002	-1.5%	0.000
Volume	177,710	142,936	-34,774	-19.6%	992,615

Daily Pivots for day following 14-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.955	2.915	2.735
R3	2.859	2.819	2.708
R2	2.763	2.763	2.700
R1	2.723	2.723	2.691	2.743
PP	2.667	2.667	2.667	2.678
S1	2.627	2.627	2.673	2.647
S2	2.571	2.571	2.664
S3	2.475	2.531	2.656
S4	2.379	2.435	2.629

Weekly Pivots for week ending 11-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.316	3.215	2.735
R3	3.054	2.953	2.663
R2	2.792	2.792	2.639
R1	2.691	2.691	2.615	2.742
PP	2.530	2.530	2.530	2.555
S1	2.429	2.429	2.567	2.480
S2	2.268	2.268	2.543
S3	2.006	2.167	2.519
S4	1.744	1.905	2.447

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.708	2.368	0.340	12.7%	0.126	4.7%	92%	True	False	179,775
10	2.972	2.368	0.604	22.5%	0.151	5.6%	52%	False	False	182,819
20	3.022	2.368	0.654	24.4%	0.141	5.3%	48%	False	False	146,769
40	3.507	2.368	1.139	42.5%	0.132	4.9%	28%	False	False	104,358
60	3.507	2.368	1.139	42.5%	0.127	4.7%	28%	False	False	89,333
80	3.507	2.368	1.139	42.5%	0.116	4.3%	28%	False	False	75,811
100	3.507	2.368	1.139	42.5%	0.107	4.0%	28%	False	False	65,578
120	3.507	2.368	1.139	42.5%	0.098	3.7%	28%	False	False	58,521

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	0.039
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	3.116
2.618	2.959
1.618	2.863
1.000	2.804
0.618	2.767
HIGH	2.708
0.618	2.671
0.500	2.660
0.382	2.649
LOW	2.612
0.618	2.553
1.000	2.516
1.618	2.457
2.618	2.361
4.250	2.204

Fisher Pivots for day following 14-Dec-2020
Pivot	1 day	3 day
R1	2.675	2.636
PP	2.667	2.590
S1	2.660	2.545

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

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