NYMEX Natural Gas Future May 2021

Trading Metrics calculated at close of trading on 15-Dec-2020

Day Change Summary
	Previous	Current
	14-Dec-2020	15-Dec-2020	Change	Change %	Previous Week
Open	2.658	2.675	0.017	0.6%	2.421
High	2.699	2.688	-0.011	-0.4%	2.640
Low	2.622	2.625	0.003	0.1%	2.384
Close	2.673	2.684	0.011	0.4%	2.612
Range	0.077	0.063	-0.014	-18.2%	0.256
ATR	0.096	0.093	-0.002	-2.4%	0.000
Volume	18,137	15,123	-3,014	-16.6%	120,868

Daily Pivots for day following 15-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.855	2.832	2.719
R3	2.792	2.769	2.701
R2	2.729	2.729	2.696
R1	2.706	2.706	2.690	2.718
PP	2.666	2.666	2.666	2.671
S1	2.643	2.643	2.678	2.655
S2	2.603	2.603	2.672
S3	2.540	2.580	2.667
S4	2.477	2.517	2.649

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	2.449	0.250	9.3%	0.091	3.4%	94%	False	False	19,785
10	2.738	2.384	0.354	13.2%	0.106	3.9%	85%	False	False	24,818
20	2.774	2.384	0.390	14.5%	0.092	3.4%	77%	False	False	22,169
40	3.011	2.384	0.627	23.4%	0.079	2.9%	48%	False	False	19,244
60	3.011	2.384	0.627	23.4%	0.070	2.6%	48%	False	False	16,090
80	3.011	2.384	0.627	23.4%	0.063	2.4%	48%	False	False	13,898
100	3.011	2.384	0.627	23.4%	0.059	2.2%	48%	False	False	12,629

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.026
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	2.956
2.618	2.853
1.618	2.790
1.000	2.751
0.618	2.727
HIGH	2.688
0.618	2.664
0.500	2.657
0.382	2.649
LOW	2.625
0.618	2.586
1.000	2.562
1.618	2.523
2.618	2.460
4.250	2.357

Fisher Pivots for day following 15-Dec-2020
Pivot	1 day	3 day
R1	2.675	2.668
PP	2.666	2.651
S1	2.657	2.635

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

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