NYMEX Natural Gas Future January 2021

Trading Metrics calculated at close of trading on 21-Dec-2020

Day Change Summary
	Previous	Current
	18-Dec-2020	21-Dec-2020	Change	Change %	Previous Week
Open	2.658	2.730	0.072	2.7%	2.658
High	2.720	2.730	0.010	0.4%	2.724
Low	2.648	2.632	-0.016	-0.6%	2.596
Close	2.700	2.705	0.005	0.2%	2.700
Range	0.072	0.098	0.026	36.1%	0.128
ATR	0.133	0.131	-0.003	-1.9%	0.000
Volume	121,682	104,274	-17,408	-14.3%	685,427

Daily Pivots for day following 21-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.983	2.942	2.759
R3	2.885	2.844	2.732
R2	2.787	2.787	2.723
R1	2.746	2.746	2.714	2.718
PP	2.689	2.689	2.689	2.675
S1	2.648	2.648	2.696	2.620
S2	2.591	2.591	2.687
S3	2.493	2.550	2.678
S4	2.395	2.452	2.651

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	2.730	2.596	0.134	5.0%	0.093	3.4%	81%	True	False	129,353
10	2.730	2.368	0.362	13.4%	0.109	4.0%	93%	True	False	154,564
20	3.002	2.368	0.634	23.4%	0.132	4.9%	53%	False	False	151,230
40	3.507	2.368	1.139	42.1%	0.132	4.9%	30%	False	False	115,644
60	3.507	2.368	1.139	42.1%	0.124	4.6%	30%	False	False	96,218
80	3.507	2.368	1.139	42.1%	0.116	4.3%	30%	False	False	82,105
100	3.507	2.368	1.139	42.1%	0.108	4.0%	30%	False	False	70,989
120	3.507	2.368	1.139	42.1%	0.100	3.7%	30%	False	False	62,812

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.033
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.147
2.618	2.987
1.618	2.889
1.000	2.828
0.618	2.791
HIGH	2.730
0.618	2.693
0.500	2.681
0.382	2.669
LOW	2.632
0.618	2.571
1.000	2.534
1.618	2.473
2.618	2.375
4.250	2.216

Fisher Pivots for day following 21-Dec-2020
Pivot	1 day	3 day
R1	2.697	2.693
PP	2.689	2.680
S1	2.681	2.668

Download as Excel Spreadsheet

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

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