NYMEX Natural Gas Future May 2021

Trading Metrics calculated at close of trading on 23-Dec-2020

Day Change Summary
	Previous	Current
	22-Dec-2020	23-Dec-2020	Change	Change %	Previous Week
Open	2.701	2.743	0.042	1.6%	2.658
High	2.756	2.752	-0.004	-0.1%	2.730
Low	2.687	2.580	-0.107	-4.0%	2.622
Close	2.732	2.602	-0.130	-4.8%	2.679
Range	0.069	0.172	0.103	149.3%	0.108
ATR	0.086	0.092	0.006	7.2%	0.000
Volume	11,101	16,219	5,118	46.1%	82,181

Daily Pivots for day following 23-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.161	3.053	2.697
R3	2.989	2.881	2.649
R2	2.817	2.817	2.634
R1	2.709	2.709	2.618	2.677
PP	2.645	2.645	2.645	2.629
S1	2.537	2.537	2.586	2.505
S2	2.473	2.473	2.570
S3	2.301	2.365	2.555
S4	2.129	2.193	2.507

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	2.756	2.580	0.176	6.8%	0.088	3.4%	13%	False	True	13,114
10	2.756	2.449	0.307	11.8%	0.090	3.4%	50%	False	False	16,735
20	2.774	2.384	0.390	15.0%	0.094	3.6%	56%	False	False	20,416
40	3.011	2.384	0.627	24.1%	0.084	3.2%	35%	False	False	19,967
60	3.011	2.384	0.627	24.1%	0.073	2.8%	35%	False	False	16,503
80	3.011	2.384	0.627	24.1%	0.066	2.5%	35%	False	False	14,397
100	3.011	2.384	0.627	24.1%	0.061	2.3%	35%	False	False	13,130

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.020
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	3.483
2.618	3.202
1.618	3.030
1.000	2.924
0.618	2.858
HIGH	2.752
0.618	2.686
0.500	2.666
0.382	2.646
LOW	2.580
0.618	2.474
1.000	2.408
1.618	2.302
2.618	2.130
4.250	1.849

Fisher Pivots for day following 23-Dec-2020
Pivot	1 day	3 day
R1	2.666	2.668
PP	2.645	2.646
S1	2.623	2.624

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

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