NYMEX Natural Gas Future March 2021

Trading Metrics calculated at close of trading on 07-Dec-2020

Day Change Summary
	Previous	Current
	04-Dec-2020	07-Dec-2020	Change	Change %	Previous Week
Open	2.484	2.439	-0.045	-1.8%	2.777
High	2.593	2.468	-0.125	-4.8%	2.910
Low	2.441	2.387	-0.054	-2.2%	2.441
Close	2.551	2.432	-0.119	-4.7%	2.551
Range	0.152	0.081	-0.071	-46.7%	0.469
ATR	0.129	0.132	0.002	1.9%	0.000
Volume	46,956	104,164	57,208	121.8%	294,416

Daily Pivots for day following 07-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.672	2.633	2.477
R3	2.591	2.552	2.454
R2	2.510	2.510	2.447
R1	2.471	2.471	2.439	2.450
PP	2.429	2.429	2.429	2.419
S1	2.390	2.390	2.425	2.369
S2	2.348	2.348	2.417
S3	2.267	2.309	2.410
S4	2.186	2.228	2.387

Weekly Pivots for week ending 04-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	4.041	3.765	2.809
R3	3.572	3.296	2.680
R2	3.103	3.103	2.637
R1	2.827	2.827	2.594	2.731
PP	2.634	2.634	2.634	2.586
S1	2.358	2.358	2.508	2.262
S2	2.165	2.165	2.465
S3	1.696	1.889	2.422
S4	1.227	1.420	2.293

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.881	2.387	0.494	20.3%	0.156	6.4%	9%	False	True	68,650
10	2.910	2.387	0.523	21.5%	0.132	5.4%	9%	False	True	55,233
20	3.062	2.387	0.675	27.8%	0.121	5.0%	7%	False	True	50,363
40	3.320	2.387	0.933	38.4%	0.108	4.5%	5%	False	True	44,155
60	3.320	2.387	0.933	38.4%	0.105	4.3%	5%	False	True	39,287
80	3.320	2.387	0.933	38.4%	0.095	3.9%	5%	False	True	34,456
100	3.320	2.387	0.933	38.4%	0.088	3.6%	5%	False	True	30,101
120	3.320	2.387	0.933	38.4%	0.081	3.3%	5%	False	True	26,915

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.025
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	2.812
2.618	2.680
1.618	2.599
1.000	2.549
0.618	2.518
HIGH	2.468
0.618	2.437
0.500	2.428
0.382	2.418
LOW	2.387
0.618	2.337
1.000	2.306
1.618	2.256
2.618	2.175
4.250	2.043

Fisher Pivots for day following 07-Dec-2020
Pivot	1 day	3 day
R1	2.431	2.548
PP	2.429	2.509
S1	2.428	2.471

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

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