NYMEX Natural Gas Future January 2021

Trading Metrics calculated at close of trading on 18-Dec-2020

Day Change Summary
	Previous	Current
	17-Dec-2020	18-Dec-2020	Change	Change %	Previous Week
Open	2.685	2.658	-0.027	-1.0%	2.658
High	2.724	2.720	-0.004	-0.1%	2.724
Low	2.606	2.648	0.042	1.6%	2.596
Close	2.636	2.700	0.064	2.4%	2.700
Range	0.118	0.072	-0.046	-39.0%	0.128
ATR	0.137	0.133	-0.004	-2.8%	0.000
Volume	154,243	121,682	-32,561	-21.1%	685,427

Daily Pivots for day following 18-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.905	2.875	2.740
R3	2.833	2.803	2.720
R2	2.761	2.761	2.713
R1	2.731	2.731	2.707	2.746
PP	2.689	2.689	2.689	2.697
S1	2.659	2.659	2.693	2.674
S2	2.617	2.617	2.687
S3	2.545	2.587	2.680
S4	2.473	2.515	2.660

Weekly Pivots for week ending 18-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.057	3.007	2.770
R3	2.929	2.879	2.735
R2	2.801	2.801	2.723
R1	2.751	2.751	2.712	2.776
PP	2.673	2.673	2.673	2.686
S1	2.623	2.623	2.688	2.648
S2	2.545	2.545	2.677
S3	2.417	2.495	2.665
S4	2.289	2.367	2.630

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.724	2.596	0.128	4.7%	0.093	3.4%	81%	False	False	137,085
10	2.724	2.368	0.356	13.2%	0.110	4.1%	93%	False	False	167,804
20	3.002	2.368	0.634	23.5%	0.132	4.9%	52%	False	False	150,348
40	3.507	2.368	1.139	42.2%	0.132	4.9%	29%	False	False	113,889
60	3.507	2.368	1.139	42.2%	0.124	4.6%	29%	False	False	95,465
80	3.507	2.368	1.139	42.2%	0.117	4.3%	29%	False	False	81,312
100	3.507	2.368	1.139	42.2%	0.108	4.0%	29%	False	False	70,227
120	3.507	2.368	1.139	42.2%	0.099	3.7%	29%	False	False	62,171

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.035
Narrowest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	3.026
2.618	2.908
1.618	2.836
1.000	2.792
0.618	2.764
HIGH	2.720
0.618	2.692
0.500	2.684
0.382	2.676
LOW	2.648
0.618	2.604
1.000	2.576
1.618	2.532
2.618	2.460
4.250	2.342

Fisher Pivots for day following 18-Dec-2020
Pivot	1 day	3 day
R1	2.695	2.688
PP	2.689	2.677
S1	2.684	2.665

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

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