NYMEX Natural Gas Future March 2021

Trading Metrics calculated at close of trading on 23-Dec-2020

Day Change Summary
	Previous	Current
	22-Dec-2020	23-Dec-2020	Change	Change %	Previous Week
Open	2.670	2.718	0.048	1.8%	2.649
High	2.750	2.742	-0.008	-0.3%	2.704
Low	2.655	2.543	-0.112	-4.2%	2.585
Close	2.726	2.571	-0.155	-5.7%	2.662
Range	0.095	0.199	0.104	109.5%	0.119
ATR	0.111	0.118	0.006	5.6%	0.000
Volume	43,036	54,206	11,170	26.0%	248,132

Daily Pivots for day following 23-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.216	3.092	2.680
R3	3.017	2.893	2.626
R2	2.818	2.818	2.607
R1	2.694	2.694	2.589	2.657
PP	2.619	2.619	2.619	2.600
S1	2.495	2.495	2.553	2.458
S2	2.420	2.420	2.535
S3	2.221	2.296	2.516
S4	2.022	2.097	2.462

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	2.750	2.543	0.207	8.1%	0.108	4.2%	14%	False	True	43,886
10	2.750	2.406	0.344	13.4%	0.107	4.2%	48%	False	False	57,952
20	2.910	2.387	0.523	20.3%	0.121	4.7%	35%	False	False	62,450
40	3.320	2.387	0.933	36.3%	0.115	4.5%	20%	False	False	53,425
60	3.320	2.387	0.933	36.3%	0.108	4.2%	20%	False	False	47,209
80	3.320	2.387	0.933	36.3%	0.101	3.9%	20%	False	False	41,388
100	3.320	2.387	0.933	36.3%	0.093	3.6%	20%	False	False	36,448
120	3.320	2.387	0.933	36.3%	0.086	3.4%	20%	False	False	32,213

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.026
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	3.588
2.618	3.263
1.618	3.064
1.000	2.941
0.618	2.865
HIGH	2.742
0.618	2.666
0.500	2.643
0.382	2.619
LOW	2.543
0.618	2.420
1.000	2.344
1.618	2.221
2.618	2.022
4.250	1.697

Fisher Pivots for day following 23-Dec-2020
Pivot	1 day	3 day
R1	2.643	2.647
PP	2.619	2.621
S1	2.595	2.596

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

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