NYMEX Natural Gas Future January 2021

Trading Metrics calculated at close of trading on 28-Dec-2020

Day Change Summary
	Previous	Current
	24-Dec-2020	28-Dec-2020	Change	Change %	Previous Week
Open	2.611	2.311	-0.300	-11.5%	2.730
High	2.632	2.343	-0.289	-11.0%	2.806
Low	2.515	2.238	-0.277	-11.0%	2.515
Close	2.518	2.305	-0.213	-8.5%	2.518
Range	0.117	0.105	-0.012	-10.3%	0.291
ATR	0.135	0.146	0.010	7.6%	0.000
Volume	39,990	49,279	9,289	23.2%	355,713

Daily Pivots for day following 28-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.610	2.563	2.363
R3	2.505	2.458	2.334
R2	2.400	2.400	2.324
R1	2.353	2.353	2.315	2.324
PP	2.295	2.295	2.295	2.281
S1	2.248	2.248	2.295	2.219
S2	2.190	2.190	2.286
S3	2.085	2.143	2.276
S4	1.980	2.038	2.247

Weekly Pivots for week ending 25-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.486	3.293	2.678
R3	3.195	3.002	2.598
R2	2.904	2.904	2.571
R1	2.711	2.711	2.545	2.662
PP	2.613	2.613	2.613	2.589
S1	2.420	2.420	2.491	2.371
S2	2.322	2.322	2.465
S3	2.031	2.129	2.438
S4	1.740	1.838	2.358

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.806	2.238	0.568	24.6%	0.133	5.8%	12%	False	True	80,998
10	2.806	2.238	0.568	24.6%	0.113	4.9%	12%	False	True	109,041
20	2.996	2.238	0.758	32.9%	0.136	5.9%	9%	False	True	146,092
40	3.507	2.238	1.269	55.1%	0.133	5.8%	5%	False	True	118,479
60	3.507	2.238	1.269	55.1%	0.125	5.4%	5%	False	True	98,333
80	3.507	2.238	1.269	55.1%	0.119	5.2%	5%	False	True	83,732
100	3.507	2.238	1.269	55.1%	0.110	4.8%	5%	False	True	72,732
120	3.507	2.238	1.269	55.1%	0.102	4.4%	5%	False	True	64,322

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.024
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2.789
2.618	2.618
1.618	2.513
1.000	2.448
0.618	2.408
HIGH	2.343
0.618	2.303
0.500	2.291
0.382	2.278
LOW	2.238
0.618	2.173
1.000	2.133
1.618	2.068
2.618	1.963
4.250	1.792

Fisher Pivots for day following 28-Dec-2020
Pivot	1 day	3 day
R1	2.300	2.516
PP	2.295	2.445
S1	2.291	2.375

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

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