NYMEX Natural Gas Future February 2021

Trading Metrics calculated at close of trading on 14-Dec-2020

Day Change Summary
	Previous	Current
	11-Dec-2020	14-Dec-2020	Change	Change %	Previous Week
Open	2.589	2.664	0.075	2.9%	2.471
High	2.635	2.711	0.076	2.9%	2.635
Low	2.540	2.613	0.073	2.9%	2.393
Close	2.603	2.678	0.075	2.9%	2.603
Range	0.095	0.098	0.003	3.2%	0.242
ATR	0.140	0.138	-0.002	-1.6%	0.000
Volume	69,246	66,723	-2,523	-3.6%	423,195

Daily Pivots for day following 14-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.961	2.918	2.732
R3	2.863	2.820	2.705
R2	2.765	2.765	2.696
R1	2.722	2.722	2.687	2.744
PP	2.667	2.667	2.667	2.678
S1	2.624	2.624	2.669	2.646
S2	2.569	2.569	2.660
S3	2.471	2.526	2.651
S4	2.373	2.428	2.624

Weekly Pivots for week ending 11-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.270	3.178	2.736
R3	3.028	2.936	2.670
R2	2.786	2.786	2.647
R1	2.694	2.694	2.625	2.740
PP	2.544	2.544	2.544	2.567
S1	2.452	2.452	2.581	2.498
S2	2.302	2.302	2.559
S3	2.060	2.210	2.536
S4	1.818	1.968	2.470

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.711	2.393	0.318	11.9%	0.121	4.5%	90%	True	False	77,076
10	2.950	2.393	0.557	20.8%	0.144	5.4%	51%	False	False	71,778
20	2.993	2.393	0.600	22.4%	0.134	5.0%	48%	False	False	53,791
40	3.452	2.393	1.059	39.5%	0.124	4.6%	27%	False	False	39,966
60	3.452	2.393	1.059	39.5%	0.119	4.5%	27%	False	False	33,519
80	3.452	2.393	1.059	39.5%	0.109	4.1%	27%	False	False	28,350
100	3.452	2.393	1.059	39.5%	0.101	3.8%	27%	False	False	24,353
120	3.452	2.393	1.059	39.5%	0.093	3.5%	27%	False	False	21,297

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	3.128
2.618	2.968
1.618	2.870
1.000	2.809
0.618	2.772
HIGH	2.711
0.618	2.674
0.500	2.662
0.382	2.650
LOW	2.613
0.618	2.552
1.000	2.515
1.618	2.454
2.618	2.356
4.250	2.197

Fisher Pivots for day following 14-Dec-2020
Pivot	1 day	3 day
R1	2.673	2.638
PP	2.667	2.598
S1	2.662	2.559

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

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