NYMEX Natural Gas Future May 2021

Trading Metrics calculated at close of trading on 14-Dec-2020

Day Change Summary
	Previous	Current
	11-Dec-2020	14-Dec-2020	Change	Change %	Previous Week
Open	2.598	2.658	0.060	2.3%	2.421
High	2.640	2.699	0.059	2.2%	2.640
Low	2.570	2.622	0.052	2.0%	2.384
Close	2.612	2.673	0.061	2.3%	2.612
Range	0.070	0.077	0.007	10.0%	0.256
ATR	0.096	0.096	-0.001	-0.7%	0.000
Volume	18,654	18,137	-517	-2.8%	120,868

Daily Pivots for day following 14-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.896	2.861	2.715
R3	2.819	2.784	2.694
R2	2.742	2.742	2.687
R1	2.707	2.707	2.680	2.725
PP	2.665	2.665	2.665	2.673
S1	2.630	2.630	2.666	2.648
S2	2.588	2.588	2.659
S3	2.511	2.553	2.652
S4	2.434	2.476	2.631

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	2.699	2.419	0.280	10.5%	0.093	3.5%	91%	True	False	22,053
10	2.761	2.384	0.377	14.1%	0.107	4.0%	77%	False	False	25,129
20	2.811	2.384	0.427	16.0%	0.094	3.5%	68%	False	False	22,810
40	3.011	2.384	0.627	23.5%	0.078	2.9%	46%	False	False	19,045
60	3.011	2.384	0.627	23.5%	0.069	2.6%	46%	False	False	15,984
80	3.011	2.384	0.627	23.5%	0.063	2.4%	46%	False	False	13,792

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.027
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.026
2.618	2.901
1.618	2.824
1.000	2.776
0.618	2.747
HIGH	2.699
0.618	2.670
0.500	2.661
0.382	2.651
LOW	2.622
0.618	2.574
1.000	2.545
1.618	2.497
2.618	2.420
4.250	2.295

Fisher Pivots for day following 14-Dec-2020
Pivot	1 day	3 day
R1	2.669	2.640
PP	2.665	2.607
S1	2.661	2.574

Download as Excel Spreadsheet

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

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