NYMEX Natural Gas Future February 2021

Trading Metrics calculated at close of trading on 18-Dec-2020

Day Change Summary
	Previous	Current
	17-Dec-2020	18-Dec-2020	Change	Change %	Previous Week
Open	2.689	2.655	-0.034	-1.3%	2.664
High	2.724	2.711	-0.013	-0.5%	2.724
Low	2.608	2.644	0.036	1.4%	2.596
Close	2.637	2.681	0.044	1.7%	2.681
Range	0.116	0.067	-0.049	-42.2%	0.128
ATR	0.130	0.126	-0.004	-3.1%	0.000
Volume	78,909	77,037	-1,872	-2.4%	352,957

Daily Pivots for day following 18-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.880	2.847	2.718
R3	2.813	2.780	2.699
R2	2.746	2.746	2.693
R1	2.713	2.713	2.687	2.730
PP	2.679	2.679	2.679	2.687
S1	2.646	2.646	2.675	2.663
S2	2.612	2.612	2.669
S3	2.545	2.579	2.663
S4	2.478	2.512	2.644

Weekly Pivots for week ending 18-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.051	2.994	2.751
R3	2.923	2.866	2.716
R2	2.795	2.795	2.704
R1	2.738	2.738	2.693	2.767
PP	2.667	2.667	2.667	2.681
S1	2.610	2.610	2.669	2.639
S2	2.539	2.539	2.658
S3	2.411	2.482	2.646
S4	2.283	2.354	2.611

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.724	2.596	0.128	4.8%	0.090	3.4%	66%	False	False	70,591
10	2.724	2.393	0.331	12.3%	0.105	3.9%	87%	False	False	77,615
20	2.977	2.393	0.584	21.8%	0.125	4.7%	49%	False	False	58,924
40	3.452	2.393	1.059	39.5%	0.124	4.6%	27%	False	False	45,358
60	3.452	2.393	1.059	39.5%	0.117	4.4%	27%	False	False	37,188
80	3.452	2.393	1.059	39.5%	0.110	4.1%	27%	False	False	31,415
100	3.452	2.393	1.059	39.5%	0.102	3.8%	27%	False	False	26,992
120	3.452	2.393	1.059	39.5%	0.094	3.5%	27%	False	False	23,434

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.034
Narrowest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	2.996
2.618	2.886
1.618	2.819
1.000	2.778
0.618	2.752
HIGH	2.711
0.618	2.685
0.500	2.678
0.382	2.670
LOW	2.644
0.618	2.603
1.000	2.577
1.618	2.536
2.618	2.469
4.250	2.359

Fisher Pivots for day following 18-Dec-2020
Pivot	1 day	3 day
R1	2.680	2.676
PP	2.679	2.671
S1	2.678	2.666

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

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