NYMEX Natural Gas Future February 2021

Trading Metrics calculated at close of trading on 24-Dec-2020

Day Change Summary
	Previous	Current
	23-Dec-2020	24-Dec-2020	Change	Change %	Previous Week
Open	2.737	2.584	-0.153	-5.6%	2.664
High	2.765	2.616	-0.149	-5.4%	2.724
Low	2.552	2.507	-0.045	-1.8%	2.596
Close	2.588	2.512	-0.076	-2.9%	2.681
Range	0.213	0.109	-0.104	-48.8%	0.128
ATR	0.128	0.127	-0.001	-1.1%	0.000
Volume	107,370	69,889	-37,481	-34.9%	352,957

Daily Pivots for day following 24-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.872	2.801	2.572
R3	2.763	2.692	2.542
R2	2.654	2.654	2.532
R1	2.583	2.583	2.522	2.564
PP	2.545	2.545	2.545	2.536
S1	2.474	2.474	2.502	2.455
S2	2.436	2.436	2.492
S3	2.327	2.365	2.482
S4	2.218	2.256	2.452

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	2.775	2.507	0.268	10.7%	0.116	4.6%	2%	False	True	80,945
10	2.775	2.507	0.268	10.7%	0.106	4.2%	2%	False	True	74,989
20	2.977	2.393	0.584	23.2%	0.129	5.1%	20%	False	False	69,844
40	3.452	2.393	1.059	42.2%	0.127	5.1%	11%	False	False	51,914
60	3.452	2.393	1.059	42.2%	0.118	4.7%	11%	False	False	41,408
80	3.452	2.393	1.059	42.2%	0.112	4.5%	11%	False	False	34,822
100	3.452	2.393	1.059	42.2%	0.103	4.1%	11%	False	False	29,833
120	3.452	2.393	1.059	42.2%	0.096	3.8%	11%	False	False	25,872

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	0.027
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.079
2.618	2.901
1.618	2.792
1.000	2.725
0.618	2.683
HIGH	2.616
0.618	2.574
0.500	2.562
0.382	2.549
LOW	2.507
0.618	2.440
1.000	2.398
1.618	2.331
2.618	2.222
4.250	2.044

Fisher Pivots for day following 24-Dec-2020
Pivot	1 day	3 day
R1	2.562	2.641
PP	2.545	2.598
S1	2.529	2.555

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

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