NYMEX Natural Gas Future March 2021

Trading Metrics calculated at close of trading on 21-Jan-2021

Day Change Summary
	Previous	Current
	20-Jan-2021	21-Jan-2021	Change	Change %	Previous Week
Open	2.526	2.528	0.002	0.1%	2.577
High	2.554	2.541	-0.013	-0.5%	2.835
Low	2.459	2.462	0.003	0.1%	2.561
Close	2.533	2.497	-0.036	-1.4%	2.696
Range	0.095	0.079	-0.016	-16.8%	0.274
ATR	0.129	0.126	-0.004	-2.8%	0.000
Volume	117,377	95,649	-21,728	-18.5%	506,045

Daily Pivots for day following 21-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	2.737	2.696	2.540
R3	2.658	2.617	2.519
R2	2.579	2.579	2.511
R1	2.538	2.538	2.504	2.519
PP	2.500	2.500	2.500	2.491
S1	2.459	2.459	2.490	2.440
S2	2.421	2.421	2.483
S3	2.342	2.380	2.475
S4	2.263	2.301	2.454

Weekly Pivots for week ending 15-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	3.519	3.382	2.847
R3	3.245	3.108	2.771
R2	2.971	2.971	2.746
R1	2.834	2.834	2.721	2.903
PP	2.697	2.697	2.697	2.732
S1	2.560	2.560	2.671	2.629
S2	2.423	2.423	2.646
S3	2.149	2.286	2.621
S4	1.875	2.012	2.545

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.750	2.459	0.291	11.7%	0.115	4.6%	13%	False	False	111,465
10	2.835	2.459	0.376	15.1%	0.120	4.8%	10%	False	False	105,176
20	2.835	2.268	0.567	22.7%	0.121	4.8%	40%	False	False	80,633
40	2.910	2.268	0.642	25.7%	0.118	4.7%	36%	False	False	71,059
60	3.320	2.268	1.052	42.1%	0.116	4.6%	22%	False	False	61,814
80	3.320	2.268	1.052	42.1%	0.110	4.4%	22%	False	False	55,173
100	3.320	2.268	1.052	42.1%	0.104	4.1%	22%	False	False	48,819
120	3.320	2.268	1.052	42.1%	0.097	3.9%	22%	False	False	43,347

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.031
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	2.877
2.618	2.748
1.618	2.669
1.000	2.620
0.618	2.590
HIGH	2.541
0.618	2.511
0.500	2.502
0.382	2.492
LOW	2.462
0.618	2.413
1.000	2.383
1.618	2.334
2.618	2.255
4.250	2.126

Fisher Pivots for day following 21-Jan-2021
Pivot	1 day	3 day
R1	2.502	2.550
PP	2.500	2.532
S1	2.499	2.515

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

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