NYMEX Natural Gas Future January 2021

Trading Metrics calculated at close of trading on 23-Dec-2020

Day Change Summary
	Previous	Current
	22-Dec-2020	23-Dec-2020	Change	Change %	Previous Week
Open	2.703	2.768	0.065	2.4%	2.658
High	2.806	2.793	-0.013	-0.5%	2.724
Low	2.690	2.566	-0.124	-4.6%	2.596
Close	2.780	2.608	-0.172	-6.2%	2.700
Range	0.116	0.227	0.111	95.7%	0.128
ATR	0.130	0.137	0.007	5.4%	0.000
Volume	112,742	98,707	-14,035	-12.4%	685,427

Daily Pivots for day following 23-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.337	3.199	2.733
R3	3.110	2.972	2.670
R2	2.883	2.883	2.650
R1	2.745	2.745	2.629	2.701
PP	2.656	2.656	2.656	2.633
S1	2.518	2.518	2.587	2.474
S2	2.429	2.429	2.566
S3	2.202	2.291	2.546
S4	1.975	2.064	2.483

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	2.806	2.566	0.240	9.2%	0.126	4.8%	18%	False	True	118,329
10	2.806	2.381	0.425	16.3%	0.122	4.7%	53%	False	False	139,431
20	3.002	2.368	0.634	24.3%	0.139	5.3%	38%	False	False	151,933
40	3.507	2.368	1.139	43.7%	0.134	5.1%	21%	False	False	118,787
60	3.507	2.368	1.139	43.7%	0.126	4.8%	21%	False	False	98,323
80	3.507	2.368	1.139	43.7%	0.118	4.5%	21%	False	False	83,840
100	3.507	2.368	1.139	43.7%	0.109	4.2%	21%	False	False	72,375
120	3.507	2.368	1.139	43.7%	0.101	3.9%	21%	False	False	64,005

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.028
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	3.758
2.618	3.387
1.618	3.160
1.000	3.020
0.618	2.933
HIGH	2.793
0.618	2.706
0.500	2.680
0.382	2.653
LOW	2.566
0.618	2.426
1.000	2.339
1.618	2.199
2.618	1.972
4.250	1.601

Fisher Pivots for day following 23-Dec-2020
Pivot	1 day	3 day
R1	2.680	2.686
PP	2.656	2.660
S1	2.632	2.634

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

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