NYMEX Natural Gas Future May 2021
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 08-Jan-2021 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 07-Jan-2021 | 08-Jan-2021 | Change | Change % | Previous Week |  
                        | Open | 2.701 | 2.670 | -0.031 | -1.1% | 2.617 |  
                        | High | 2.743 | 2.708 | -0.035 | -1.3% | 2.753 |  
                        | Low | 2.666 | 2.646 | -0.020 | -0.8% | 2.601 |  
                        | Close | 2.717 | 2.680 | -0.037 | -1.4% | 2.680 |  
                        | Range | 0.077 | 0.062 | -0.015 | -19.5% | 0.152 |  
                        | ATR | 0.099 | 0.097 | -0.002 | -2.0% | 0.000 |  
                        | Volume | 24,113 | 28,247 | 4,134 | 17.1% | 154,397 |  | 
    
| 
        
            | Daily Pivots for day following 08-Jan-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 2.864 | 2.834 | 2.714 |  |  
                | R3 | 2.802 | 2.772 | 2.697 |  |  
                | R2 | 2.740 | 2.740 | 2.691 |  |  
                | R1 | 2.710 | 2.710 | 2.686 | 2.725 |  
                | PP | 2.678 | 2.678 | 2.678 | 2.686 |  
                | S1 | 2.648 | 2.648 | 2.674 | 2.663 |  
                | S2 | 2.616 | 2.616 | 2.669 |  |  
                | S3 | 2.554 | 2.586 | 2.663 |  |  
                | S4 | 2.492 | 2.524 | 2.646 |  |  | 
        
            | Weekly Pivots for week ending 08-Jan-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.134 | 3.059 | 2.764 |  |  
                | R3 | 2.982 | 2.907 | 2.722 |  |  
                | R2 | 2.830 | 2.830 | 2.708 |  |  
                | R1 | 2.755 | 2.755 | 2.694 | 2.793 |  
                | PP | 2.678 | 2.678 | 2.678 | 2.697 |  
                | S1 | 2.603 | 2.603 | 2.666 | 2.641 |  
                | S2 | 2.526 | 2.526 | 2.652 |  |  
                | S3 | 2.374 | 2.451 | 2.638 |  |  
                | S4 | 2.222 | 2.299 | 2.596 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 2.753 | 2.601 | 0.152 | 5.7% | 0.084 | 3.1% | 52% | False | False | 30,879 |  
                | 10 | 2.753 | 2.352 | 0.401 | 15.0% | 0.089 | 3.3% | 82% | False | False | 26,066 |  
                | 20 | 2.756 | 2.352 | 0.404 | 15.1% | 0.089 | 3.3% | 81% | False | False | 21,400 |  
                | 40 | 2.903 | 2.352 | 0.551 | 20.6% | 0.088 | 3.3% | 60% | False | False | 21,817 |  
                | 60 | 3.011 | 2.352 | 0.659 | 24.6% | 0.079 | 2.9% | 50% | False | False | 19,126 |  
                | 80 | 3.011 | 2.352 | 0.659 | 24.6% | 0.072 | 2.7% | 50% | False | False | 16,766 |  
                | 100 | 3.011 | 2.352 | 0.659 | 24.6% | 0.066 | 2.5% | 50% | False | False | 14,840 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 2.972 |  
            | 2.618 | 2.870 |  
            | 1.618 | 2.808 |  
            | 1.000 | 2.770 |  
            | 0.618 | 2.746 |  
            | HIGH | 2.708 |  
            | 0.618 | 2.684 |  
            | 0.500 | 2.677 |  
            | 0.382 | 2.670 |  
            | LOW | 2.646 |  
            | 0.618 | 2.608 |  
            | 1.000 | 2.584 |  
            | 1.618 | 2.546 |  
            | 2.618 | 2.484 |  
            | 4.250 | 2.383 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 08-Jan-2021 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 2.679 | 2.693 |  
                                | PP | 2.678 | 2.689 |  
                                | S1 | 2.677 | 2.684 |  |