NYMEX Natural Gas Future March 2021

Trading Metrics calculated at close of trading on 21-Dec-2020

Day Change Summary
	Previous	Current
	18-Dec-2020	21-Dec-2020	Change	Change %	Previous Week
Open	2.635	2.680	0.045	1.7%	2.649
High	2.687	2.688	0.001	0.0%	2.704
Low	2.626	2.612	-0.014	-0.5%	2.585
Close	2.662	2.670	0.008	0.3%	2.662
Range	0.061	0.076	0.015	24.6%	0.119
ATR	0.116	0.113	-0.003	-2.4%	0.000
Volume	38,116	31,240	-6,876	-18.0%	248,132

Daily Pivots for day following 21-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.885	2.853	2.712
R3	2.809	2.777	2.691
R2	2.733	2.733	2.684
R1	2.701	2.701	2.677	2.679
PP	2.657	2.657	2.657	2.646
S1	2.625	2.625	2.663	2.603
S2	2.581	2.581	2.656
S3	2.505	2.549	2.649
S4	2.429	2.473	2.628

Weekly Pivots for week ending 18-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.007	2.954	2.727
R3	2.888	2.835	2.695
R2	2.769	2.769	2.684
R1	2.716	2.716	2.673	2.743
PP	2.650	2.650	2.650	2.664
S1	2.597	2.597	2.651	2.624
S2	2.531	2.531	2.640
S3	2.412	2.478	2.629
S4	2.293	2.359	2.597

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.704	2.585	0.119	4.5%	0.081	3.0%	71%	False	False	44,783
10	2.704	2.393	0.311	11.6%	0.096	3.6%	89%	False	False	67,736
20	2.910	2.387	0.523	19.6%	0.114	4.3%	54%	False	False	61,484
40	3.320	2.387	0.933	34.9%	0.113	4.2%	30%	False	False	52,404
60	3.320	2.387	0.933	34.9%	0.106	4.0%	30%	False	False	46,687
80	3.320	2.387	0.933	34.9%	0.099	3.7%	30%	False	False	40,866
100	3.320	2.387	0.933	34.9%	0.092	3.4%	30%	False	False	35,890
120	3.320	2.387	0.933	34.9%	0.085	3.2%	30%	False	False	31,659

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.030
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.011
2.618	2.887
1.618	2.811
1.000	2.764
0.618	2.735
HIGH	2.688
0.618	2.659
0.500	2.650
0.382	2.641
LOW	2.612
0.618	2.565
1.000	2.536
1.618	2.489
2.618	2.413
4.250	2.289

Fisher Pivots for day following 21-Dec-2020
Pivot	1 day	3 day
R1	2.663	2.663
PP	2.657	2.656
S1	2.650	2.649

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

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