NYMEX Natural Gas Future May 2021

Trading Metrics calculated at close of trading on 07-Jan-2021

Day Change Summary
	Previous	Current
	06-Jan-2021	07-Jan-2021	Change	Change %	Previous Week
Open	2.685	2.701	0.016	0.6%	2.401
High	2.753	2.743	-0.010	-0.4%	2.571
Low	2.633	2.666	0.033	1.3%	2.352
Close	2.711	2.717	0.006	0.2%	2.555
Range	0.120	0.077	-0.043	-35.8%	0.219
ATR	0.100	0.099	-0.002	-1.7%	0.000
Volume	31,550	24,113	-7,437	-23.6%	97,734

Daily Pivots for day following 07-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	2.940	2.905	2.759
R3	2.863	2.828	2.738
R2	2.786	2.786	2.731
R1	2.751	2.751	2.724	2.769
PP	2.709	2.709	2.709	2.717
S1	2.674	2.674	2.710	2.692
S2	2.632	2.632	2.703
S3	2.555	2.597	2.696
S4	2.478	2.520	2.675

Weekly Pivots for week ending 01-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	3.150	3.071	2.675
R3	2.931	2.852	2.615
R2	2.712	2.712	2.595
R1	2.633	2.633	2.575	2.673
PP	2.493	2.493	2.493	2.512
S1	2.414	2.414	2.535	2.454
S2	2.274	2.274	2.515
S3	2.055	2.195	2.495
S4	1.836	1.976	2.435

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.753	2.485	0.268	9.9%	0.088	3.3%	87%	False	False	30,602
10	2.753	2.352	0.401	14.8%	0.100	3.7%	91%	False	False	24,863
20	2.756	2.352	0.404	14.9%	0.089	3.3%	90%	False	False	20,822
40	2.903	2.352	0.551	20.3%	0.088	3.2%	66%	False	False	21,696
60	3.011	2.352	0.659	24.3%	0.078	2.9%	55%	False	False	18,797
80	3.011	2.352	0.659	24.3%	0.072	2.6%	55%	False	False	16,497
100	3.011	2.352	0.659	24.3%	0.066	2.4%	55%	False	False	14,602

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.023
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.070
2.618	2.945
1.618	2.868
1.000	2.820
0.618	2.791
HIGH	2.743
0.618	2.714
0.500	2.705
0.382	2.695
LOW	2.666
0.618	2.618
1.000	2.589
1.618	2.541
2.618	2.464
4.250	2.339

Fisher Pivots for day following 07-Jan-2021
Pivot	1 day	3 day
R1	2.713	2.707
PP	2.709	2.697
S1	2.705	2.688

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

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