NYMEX Natural Gas Future May 2021
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-Dec-2020 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 17-Dec-2020 | 18-Dec-2020 | Change | Change % | Previous Week |  
                        | Open | 2.710 | 2.663 | -0.047 | -1.7% | 2.658 |  
                        | High | 2.730 | 2.697 | -0.033 | -1.2% | 2.730 |  
                        | Low | 2.633 | 2.656 | 0.023 | 0.9% | 2.622 |  
                        | Close | 2.649 | 2.679 | 0.030 | 1.1% | 2.679 |  
                        | Range | 0.097 | 0.041 | -0.056 | -57.7% | 0.108 |  
                        | ATR | 0.092 | 0.089 | -0.003 | -3.4% | 0.000 |  
                        | Volume | 16,743 | 12,647 | -4,096 | -24.5% | 82,181 |  | 
    
| 
        
            | Daily Pivots for day following 18-Dec-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 2.800 | 2.781 | 2.702 |  |  
                | R3 | 2.759 | 2.740 | 2.690 |  |  
                | R2 | 2.718 | 2.718 | 2.687 |  |  
                | R1 | 2.699 | 2.699 | 2.683 | 2.709 |  
                | PP | 2.677 | 2.677 | 2.677 | 2.682 |  
                | S1 | 2.658 | 2.658 | 2.675 | 2.668 |  
                | S2 | 2.636 | 2.636 | 2.671 |  |  
                | S3 | 2.595 | 2.617 | 2.668 |  |  
                | S4 | 2.554 | 2.576 | 2.656 |  |  | 
        
            | Weekly Pivots for week ending 18-Dec-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.001 | 2.948 | 2.738 |  |  
                | R3 | 2.893 | 2.840 | 2.709 |  |  
                | R2 | 2.785 | 2.785 | 2.699 |  |  
                | R1 | 2.732 | 2.732 | 2.689 | 2.759 |  
                | PP | 2.677 | 2.677 | 2.677 | 2.690 |  
                | S1 | 2.624 | 2.624 | 2.669 | 2.651 |  
                | S2 | 2.569 | 2.569 | 2.659 |  |  
                | S3 | 2.461 | 2.516 | 2.649 |  |  
                | S4 | 2.353 | 2.408 | 2.620 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 2.730 | 2.622 | 0.108 | 4.0% | 0.069 | 2.6% | 53% | False | False | 16,436 |  
                | 10 | 2.730 | 2.384 | 0.346 | 12.9% | 0.080 | 3.0% | 85% | False | False | 20,304 |  
                | 20 | 2.774 | 2.384 | 0.390 | 14.6% | 0.087 | 3.3% | 76% | False | False | 20,844 |  
                | 40 | 3.011 | 2.384 | 0.627 | 23.4% | 0.080 | 3.0% | 47% | False | False | 19,788 |  
                | 60 | 3.011 | 2.384 | 0.627 | 23.4% | 0.071 | 2.6% | 47% | False | False | 16,316 |  
                | 80 | 3.011 | 2.384 | 0.627 | 23.4% | 0.064 | 2.4% | 47% | False | False | 14,283 |  
                | 100 | 3.011 | 2.384 | 0.627 | 23.4% | 0.060 | 2.2% | 47% | False | False | 12,967 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 2.871 |  
            | 2.618 | 2.804 |  
            | 1.618 | 2.763 |  
            | 1.000 | 2.738 |  
            | 0.618 | 2.722 |  
            | HIGH | 2.697 |  
            | 0.618 | 2.681 |  
            | 0.500 | 2.677 |  
            | 0.382 | 2.672 |  
            | LOW | 2.656 |  
            | 0.618 | 2.631 |  
            | 1.000 | 2.615 |  
            | 1.618 | 2.590 |  
            | 2.618 | 2.549 |  
            | 4.250 | 2.482 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 18-Dec-2020 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 2.678 | 2.682 |  
                                | PP | 2.677 | 2.681 |  
                                | S1 | 2.677 | 2.680 |  |