NYMEX Natural Gas Future February 2021

Trading Metrics calculated at close of trading on 15-Dec-2020

Day Change Summary
	Previous	Current
	14-Dec-2020	15-Dec-2020	Change	Change %	Previous Week
Open	2.664	2.667	0.003	0.1%	2.471
High	2.711	2.691	-0.020	-0.7%	2.635
Low	2.613	2.596	-0.017	-0.7%	2.393
Close	2.678	2.680	0.002	0.1%	2.603
Range	0.098	0.095	-0.003	-3.1%	0.242
ATR	0.138	0.135	-0.003	-2.2%	0.000
Volume	66,723	68,786	2,063	3.1%	423,195

Daily Pivots for day following 15-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.941	2.905	2.732
R3	2.846	2.810	2.706
R2	2.751	2.751	2.697
R1	2.715	2.715	2.689	2.733
PP	2.656	2.656	2.656	2.665
S1	2.620	2.620	2.671	2.638
S2	2.561	2.561	2.663
S3	2.466	2.525	2.654
S4	2.371	2.430	2.628

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	2.406	0.305	11.4%	0.118	4.4%	90%	False	False	76,297
10	2.918	2.393	0.525	19.6%	0.140	5.2%	55%	False	False	74,682
20	2.977	2.393	0.584	21.8%	0.130	4.9%	49%	False	False	53,961
40	3.452	2.393	1.059	39.5%	0.125	4.7%	27%	False	False	41,209
60	3.452	2.393	1.059	39.5%	0.119	4.5%	27%	False	False	34,434
80	3.452	2.393	1.059	39.5%	0.109	4.1%	27%	False	False	29,073
100	3.452	2.393	1.059	39.5%	0.101	3.8%	27%	False	False	25,013
120	3.452	2.393	1.059	39.5%	0.093	3.5%	27%	False	False	21,790

Crabel Price Patterns
NR	True
NR4	False
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	0.037
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.095
2.618	2.940
1.618	2.845
1.000	2.786
0.618	2.750
HIGH	2.691
0.618	2.655
0.500	2.644
0.382	2.632
LOW	2.596
0.618	2.537
1.000	2.501
1.618	2.442
2.618	2.347
4.250	2.192

Fisher Pivots for day following 15-Dec-2020
Pivot	1 day	3 day
R1	2.668	2.662
PP	2.656	2.644
S1	2.644	2.626

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

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