NYMEX Natural Gas Future February 2021

Trading Metrics calculated at close of trading on 17-Dec-2020

Day Change Summary
	Previous	Current
	16-Dec-2020	17-Dec-2020	Change	Change %	Previous Week
Open	2.665	2.689	0.024	0.9%	2.471
High	2.695	2.724	0.029	1.1%	2.635
Low	2.620	2.608	-0.012	-0.5%	2.393
Close	2.681	2.637	-0.044	-1.6%	2.603
Range	0.075	0.116	0.041	54.7%	0.242
ATR	0.131	0.130	-0.001	-0.8%	0.000
Volume	61,502	78,909	17,407	28.3%	423,195

Daily Pivots for day following 17-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.004	2.937	2.701
R3	2.888	2.821	2.669
R2	2.772	2.772	2.658
R1	2.705	2.705	2.648	2.681
PP	2.656	2.656	2.656	2.644
S1	2.589	2.589	2.626	2.565
S2	2.540	2.540	2.616
S3	2.424	2.473	2.605
S4	2.308	2.357	2.573

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	2.724	2.540	0.184	7.0%	0.096	3.6%	53%	True	False	69,033
10	2.724	2.393	0.331	12.6%	0.114	4.3%	74%	True	False	74,911
20	2.977	2.393	0.584	22.1%	0.132	5.0%	42%	False	False	57,671
40	3.452	2.393	1.059	40.2%	0.125	4.7%	23%	False	False	43,859
60	3.452	2.393	1.059	40.2%	0.118	4.5%	23%	False	False	36,253
80	3.452	2.393	1.059	40.2%	0.111	4.2%	23%	False	False	30,610
100	3.452	2.393	1.059	40.2%	0.102	3.9%	23%	False	False	26,305
120	3.452	2.393	1.059	40.2%	0.094	3.5%	23%	False	False	22,867

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.038
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.217
2.618	3.028
1.618	2.912
1.000	2.840
0.618	2.796
HIGH	2.724
0.618	2.680
0.500	2.666
0.382	2.652
LOW	2.608
0.618	2.536
1.000	2.492
1.618	2.420
2.618	2.304
4.250	2.115

Fisher Pivots for day following 17-Dec-2020
Pivot	1 day	3 day
R1	2.666	2.660
PP	2.656	2.652
S1	2.647	2.645

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

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