NYMEX Natural Gas Future January 2021

Trading Metrics calculated at close of trading on 15-Dec-2020

Day Change Summary
	Previous	Current
	14-Dec-2020	15-Dec-2020	Change	Change %	Previous Week
Open	2.658	2.669	0.011	0.4%	2.456
High	2.708	2.700	-0.008	-0.3%	2.630
Low	2.612	2.596	-0.016	-0.6%	2.368
Close	2.682	2.682	0.000	0.0%	2.591
Range	0.096	0.104	0.008	8.3%	0.262
ATR	0.146	0.143	-0.003	-2.1%	0.000
Volume	142,936	137,598	-5,338	-3.7%	992,615

Daily Pivots for day following 15-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.971	2.931	2.739
R3	2.867	2.827	2.711
R2	2.763	2.763	2.701
R1	2.723	2.723	2.692	2.743
PP	2.659	2.659	2.659	2.670
S1	2.619	2.619	2.672	2.639
S2	2.555	2.555	2.663
S3	2.451	2.515	2.653
S4	2.347	2.411	2.625

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	2.381	0.327	12.2%	0.124	4.6%	92%	False	False	171,769
10	2.934	2.368	0.566	21.1%	0.147	5.5%	55%	False	False	182,812
20	3.002	2.368	0.634	23.6%	0.138	5.1%	50%	False	False	146,594
40	3.507	2.368	1.139	42.5%	0.133	4.9%	28%	False	False	106,680
60	3.507	2.368	1.139	42.5%	0.127	4.7%	28%	False	False	90,883
80	3.507	2.368	1.139	42.5%	0.116	4.3%	28%	False	False	77,210
100	3.507	2.368	1.139	42.5%	0.107	4.0%	28%	False	False	66,797
120	3.507	2.368	1.139	42.5%	0.098	3.7%	28%	False	False	59,426

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.039
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.142
2.618	2.972
1.618	2.868
1.000	2.804
0.618	2.764
HIGH	2.700
0.618	2.660
0.500	2.648
0.382	2.636
LOW	2.596
0.618	2.532
1.000	2.492
1.618	2.428
2.618	2.324
4.250	2.154

Fisher Pivots for day following 15-Dec-2020
Pivot	1 day	3 day
R1	2.671	2.660
PP	2.659	2.639
S1	2.648	2.617

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

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