NYMEX Natural Gas Future May 2021

Trading Metrics calculated at close of trading on 11-Dec-2020

Day Change Summary
	Previous	Current
	10-Dec-2020	11-Dec-2020	Change	Change %	Previous Week
Open	2.487	2.598	0.111	4.5%	2.421
High	2.628	2.640	0.012	0.5%	2.640
Low	2.449	2.570	0.121	4.9%	2.384
Close	2.593	2.612	0.019	0.7%	2.612
Range	0.179	0.070	-0.109	-60.9%	0.256
ATR	0.099	0.096	-0.002	-2.1%	0.000
Volume	30,338	18,654	-11,684	-38.5%	120,868

Daily Pivots for day following 11-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.817	2.785	2.651
R3	2.747	2.715	2.631
R2	2.677	2.677	2.625
R1	2.645	2.645	2.618	2.661
PP	2.607	2.607	2.607	2.616
S1	2.575	2.575	2.606	2.591
S2	2.537	2.537	2.599
S3	2.467	2.505	2.593
S4	2.397	2.435	2.574

Weekly Pivots for week ending 11-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.313	3.219	2.753
R3	3.057	2.963	2.682
R2	2.801	2.801	2.659
R1	2.707	2.707	2.635	2.754
PP	2.545	2.545	2.545	2.569
S1	2.451	2.451	2.589	2.498
S2	2.289	2.289	2.565
S3	2.033	2.195	2.542
S4	1.777	1.939	2.471

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.640	2.384	0.256	9.8%	0.091	3.5%	89%	True	False	24,173
10	2.774	2.384	0.390	14.9%	0.111	4.2%	58%	False	False	25,535
20	2.903	2.384	0.519	19.9%	0.093	3.6%	44%	False	False	22,735
40	3.011	2.384	0.627	24.0%	0.077	3.0%	36%	False	False	18,843
60	3.011	2.384	0.627	24.0%	0.069	2.6%	36%	False	False	15,777
80	3.011	2.384	0.627	24.0%	0.063	2.4%	36%	False	False	13,636

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.938
2.618	2.823
1.618	2.753
1.000	2.710
0.618	2.683
HIGH	2.640
0.618	2.613
0.500	2.605
0.382	2.597
LOW	2.570
0.618	2.527
1.000	2.500
1.618	2.457
2.618	2.387
4.250	2.273

Fisher Pivots for day following 11-Dec-2020
Pivot	1 day	3 day
R1	2.610	2.590
PP	2.607	2.567
S1	2.605	2.545

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

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