NYMEX Natural Gas Future May 2021
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Jan-2021 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 14-Jan-2021 | 15-Jan-2021 | Change | Change % | Previous Week |  
                        | Open | 2.716 | 2.669 | -0.047 | -1.7% | 2.609 |  
                        | High | 2.761 | 2.764 | 0.003 | 0.1% | 2.822 |  
                        | Low | 2.655 | 2.647 | -0.008 | -0.3% | 2.600 |  
                        | Close | 2.661 | 2.724 | 0.063 | 2.4% | 2.724 |  
                        | Range | 0.106 | 0.117 | 0.011 | 10.4% | 0.222 |  
                        | ATR | 0.101 | 0.102 | 0.001 | 1.1% | 0.000 |  
                        | Volume | 29,192 | 28,092 | -1,100 | -3.8% | 156,820 |  | 
    
| 
        
            | Daily Pivots for day following 15-Jan-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.063 | 3.010 | 2.788 |  |  
                | R3 | 2.946 | 2.893 | 2.756 |  |  
                | R2 | 2.829 | 2.829 | 2.745 |  |  
                | R1 | 2.776 | 2.776 | 2.735 | 2.803 |  
                | PP | 2.712 | 2.712 | 2.712 | 2.725 |  
                | S1 | 2.659 | 2.659 | 2.713 | 2.686 |  
                | S2 | 2.595 | 2.595 | 2.703 |  |  
                | S3 | 2.478 | 2.542 | 2.692 |  |  
                | S4 | 2.361 | 2.425 | 2.660 |  |  | 
        
            | Weekly Pivots for week ending 15-Jan-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.381 | 3.275 | 2.846 |  |  
                | R3 | 3.159 | 3.053 | 2.785 |  |  
                | R2 | 2.937 | 2.937 | 2.765 |  |  
                | R1 | 2.831 | 2.831 | 2.744 | 2.884 |  
                | PP | 2.715 | 2.715 | 2.715 | 2.742 |  
                | S1 | 2.609 | 2.609 | 2.704 | 2.662 |  
                | S2 | 2.493 | 2.493 | 2.683 |  |  
                | S3 | 2.271 | 2.387 | 2.663 |  |  
                | S4 | 2.049 | 2.165 | 2.602 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 2.822 | 2.600 | 0.222 | 8.1% | 0.117 | 4.3% | 56% | False | False | 31,364 |  
                | 10 | 2.822 | 2.600 | 0.222 | 8.1% | 0.100 | 3.7% | 56% | False | False | 31,121 |  
                | 20 | 2.822 | 2.352 | 0.470 | 17.3% | 0.095 | 3.5% | 79% | False | False | 24,152 |  
                | 40 | 2.822 | 2.352 | 0.470 | 17.3% | 0.094 | 3.4% | 79% | False | False | 23,154 |  
                | 60 | 3.011 | 2.352 | 0.659 | 24.2% | 0.085 | 3.1% | 56% | False | False | 21,091 |  
                | 80 | 3.011 | 2.352 | 0.659 | 24.2% | 0.077 | 2.8% | 56% | False | False | 18,234 |  
                | 100 | 3.011 | 2.352 | 0.659 | 24.2% | 0.070 | 2.6% | 56% | False | False | 16,083 |  
                | 120 | 3.011 | 2.352 | 0.659 | 24.2% | 0.065 | 2.4% | 56% | False | False | 14,678 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3.261 |  
            | 2.618 | 3.070 |  
            | 1.618 | 2.953 |  
            | 1.000 | 2.881 |  
            | 0.618 | 2.836 |  
            | HIGH | 2.764 |  
            | 0.618 | 2.719 |  
            | 0.500 | 2.706 |  
            | 0.382 | 2.692 |  
            | LOW | 2.647 |  
            | 0.618 | 2.575 |  
            | 1.000 | 2.530 |  
            | 1.618 | 2.458 |  
            | 2.618 | 2.341 |  
            | 4.250 | 2.150 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 15-Jan-2021 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 2.718 | 2.719 |  
                                | PP | 2.712 | 2.714 |  
                                | S1 | 2.706 | 2.710 |  |