NYMEX Natural Gas Future March 2021

Trading Metrics calculated at close of trading on 08-Jan-2021

Day Change Summary
	Previous	Current
	07-Jan-2021	08-Jan-2021	Change	Change %	Previous Week
Open	2.691	2.643	-0.048	-1.8%	2.601
High	2.719	2.685	-0.034	-1.3%	2.732
Low	2.635	2.603	-0.032	-1.2%	2.553
Close	2.691	2.656	-0.035	-1.3%	2.656
Range	0.084	0.082	-0.002	-2.4%	0.179
ATR	0.123	0.120	-0.002	-2.0%	0.000
Volume	74,219	89,979	15,760	21.2%	388,618

Daily Pivots for day following 08-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	2.894	2.857	2.701
R3	2.812	2.775	2.679
R2	2.730	2.730	2.671
R1	2.693	2.693	2.664	2.712
PP	2.648	2.648	2.648	2.657
S1	2.611	2.611	2.648	2.630
S2	2.566	2.566	2.641
S3	2.484	2.529	2.633
S4	2.402	2.447	2.611

Weekly Pivots for week ending 08-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	3.184	3.099	2.754
R3	3.005	2.920	2.705
R2	2.826	2.826	2.689
R1	2.741	2.741	2.672	2.784
PP	2.647	2.647	2.647	2.668
S1	2.562	2.562	2.640	2.605
S2	2.468	2.468	2.623
S3	2.289	2.383	2.607
S4	2.110	2.204	2.558

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.732	2.553	0.179	6.7%	0.106	4.0%	58%	False	False	77,723
10	2.732	2.268	0.464	17.5%	0.109	4.1%	84%	False	False	62,785
20	2.750	2.268	0.482	18.1%	0.108	4.1%	80%	False	False	60,369
40	3.062	2.268	0.794	29.9%	0.114	4.3%	49%	False	False	58,131
60	3.320	2.268	1.052	39.6%	0.109	4.1%	37%	False	False	51,230
80	3.320	2.268	1.052	39.6%	0.106	4.0%	37%	False	False	46,475
100	3.320	2.268	1.052	39.6%	0.098	3.7%	37%	False	False	41,209
120	3.320	2.268	1.052	39.6%	0.092	3.5%	37%	False	False	36,625

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.032
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	3.034
2.618	2.900
1.618	2.818
1.000	2.767
0.618	2.736
HIGH	2.685
0.618	2.654
0.500	2.644
0.382	2.634
LOW	2.603
0.618	2.552
1.000	2.521
1.618	2.470
2.618	2.388
4.250	2.255

Fisher Pivots for day following 08-Jan-2021
Pivot	1 day	3 day
R1	2.652	2.658
PP	2.648	2.657
S1	2.644	2.657

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

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