NYMEX Natural Gas Future May 2021

Trading Metrics calculated at close of trading on 28-Dec-2020

Day Change Summary
	Previous	Current
	24-Dec-2020	28-Dec-2020	Change	Change %	Previous Week
Open	2.594	2.401	-0.193	-7.4%	2.697
High	2.611	2.465	-0.146	-5.6%	2.756
Low	2.528	2.352	-0.176	-7.0%	2.528
Close	2.535	2.388	-0.147	-5.8%	2.535
Range	0.083	0.113	0.030	36.1%	0.228
ATR	0.091	0.098	0.007	7.2%	0.000
Volume	8,531	29,060	20,529	240.6%	44,713

Daily Pivots for day following 28-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.741	2.677	2.450
R3	2.628	2.564	2.419
R2	2.515	2.515	2.409
R1	2.451	2.451	2.398	2.427
PP	2.402	2.402	2.402	2.389
S1	2.338	2.338	2.378	2.314
S2	2.289	2.289	2.367
S3	2.176	2.225	2.357
S4	2.063	2.112	2.326

Weekly Pivots for week ending 25-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.290	3.141	2.660
R3	3.062	2.913	2.598
R2	2.834	2.834	2.577
R1	2.685	2.685	2.556	2.646
PP	2.606	2.606	2.606	2.587
S1	2.457	2.457	2.514	2.418
S2	2.378	2.378	2.493
S3	2.150	2.229	2.472
S4	1.922	2.001	2.410

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.756	2.352	0.404	16.9%	0.100	4.2%	9%	False	True	14,754
10	2.756	2.352	0.404	16.9%	0.084	3.5%	9%	False	True	15,595
20	2.774	2.352	0.422	17.7%	0.097	4.1%	9%	False	True	20,565
40	3.011	2.352	0.659	27.6%	0.086	3.6%	5%	False	True	20,258
60	3.011	2.352	0.659	27.6%	0.074	3.1%	5%	False	True	16,892
80	3.011	2.352	0.659	27.6%	0.067	2.8%	5%	False	True	14,612
100	3.011	2.352	0.659	27.6%	0.062	2.6%	5%	False	True	13,300

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	0.020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.945
2.618	2.761
1.618	2.648
1.000	2.578
0.618	2.535
HIGH	2.465
0.618	2.422
0.500	2.409
0.382	2.395
LOW	2.352
0.618	2.282
1.000	2.239
1.618	2.169
2.618	2.056
4.250	1.872

Fisher Pivots for day following 28-Dec-2020
Pivot	1 day	3 day
R1	2.409	2.552
PP	2.402	2.497
S1	2.395	2.443

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

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