NYMEX Natural Gas Future March 2021

Trading Metrics calculated at close of trading on 16-Dec-2020

Day Change Summary
	Previous	Current
	15-Dec-2020	16-Dec-2020	Change	Change %	Previous Week
Open	2.653	2.654	0.001	0.0%	2.439
High	2.673	2.676	0.003	0.1%	2.621
Low	2.585	2.608	0.023	0.9%	2.387
Close	2.662	2.665	0.003	0.1%	2.597
Range	0.088	0.068	-0.020	-22.7%	0.234
ATR	0.124	0.120	-0.004	-3.2%	0.000
Volume	49,837	51,893	2,056	4.1%	502,156

Daily Pivots for day following 16-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.854	2.827	2.702
R3	2.786	2.759	2.684
R2	2.718	2.718	2.677
R1	2.691	2.691	2.671	2.705
PP	2.650	2.650	2.650	2.656
S1	2.623	2.623	2.659	2.637
S2	2.582	2.582	2.653
S3	2.514	2.555	2.646
S4	2.446	2.487	2.628

Weekly Pivots for week ending 11-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.237	3.151	2.726
R3	3.003	2.917	2.661
R2	2.769	2.769	2.640
R1	2.683	2.683	2.618	2.726
PP	2.535	2.535	2.535	2.557
S1	2.449	2.449	2.576	2.492
S2	2.301	2.301	2.554
S3	2.067	2.215	2.533
S4	1.833	1.981	2.468

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.695	2.406	0.289	10.8%	0.105	4.0%	90%	False	False	72,019
10	2.709	2.387	0.322	12.1%	0.122	4.6%	86%	False	False	79,933
20	2.910	2.387	0.523	19.6%	0.120	4.5%	53%	False	False	62,099
40	3.320	2.387	0.933	35.0%	0.114	4.3%	30%	False	False	51,646
60	3.320	2.387	0.933	35.0%	0.108	4.0%	30%	False	False	46,013
80	3.320	2.387	0.933	35.0%	0.099	3.7%	30%	False	False	40,101
100	3.320	2.387	0.933	35.0%	0.091	3.4%	30%	False	False	35,062
120	3.320	2.387	0.933	35.0%	0.084	3.2%	30%	False	False	30,927

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.032
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	2.965
2.618	2.854
1.618	2.786
1.000	2.744
0.618	2.718
HIGH	2.676
0.618	2.650
0.500	2.642
0.382	2.634
LOW	2.608
0.618	2.566
1.000	2.540
1.618	2.498
2.618	2.430
4.250	2.319

Fisher Pivots for day following 16-Dec-2020
Pivot	1 day	3 day
R1	2.657	2.657
PP	2.650	2.648
S1	2.642	2.640

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

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