NYMEX Natural Gas Future May 2021
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 20-Jan-2021 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 19-Jan-2021 | 20-Jan-2021 | Change | Change % | Previous Week |  
                        | Open | 2.667 | 2.596 | -0.071 | -2.7% | 2.609 |  
                        | High | 2.690 | 2.617 | -0.073 | -2.7% | 2.822 |  
                        | Low | 2.579 | 2.537 | -0.042 | -1.6% | 2.600 |  
                        | Close | 2.596 | 2.607 | 0.011 | 0.4% | 2.724 |  
                        | Range | 0.111 | 0.080 | -0.031 | -27.9% | 0.222 |  
                        | ATR | 0.105 | 0.104 | -0.002 | -1.7% | 0.000 |  
                        | Volume | 37,626 | 24,528 | -13,098 | -34.8% | 156,820 |  | 
    
| 
        
            | Daily Pivots for day following 20-Jan-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 2.827 | 2.797 | 2.651 |  |  
                | R3 | 2.747 | 2.717 | 2.629 |  |  
                | R2 | 2.667 | 2.667 | 2.622 |  |  
                | R1 | 2.637 | 2.637 | 2.614 | 2.652 |  
                | PP | 2.587 | 2.587 | 2.587 | 2.595 |  
                | S1 | 2.557 | 2.557 | 2.600 | 2.572 |  
                | S2 | 2.507 | 2.507 | 2.592 |  |  
                | S3 | 2.427 | 2.477 | 2.585 |  |  
                | S4 | 2.347 | 2.397 | 2.563 |  |  | 
        
            | 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 | 2.772 | 2.537 | 0.235 | 9.0% | 0.097 | 3.7% | 30% | False | True | 30,664 |  
                | 10 | 2.822 | 2.537 | 0.285 | 10.9% | 0.103 | 4.0% | 25% | False | True | 30,288 |  
                | 20 | 2.822 | 2.352 | 0.470 | 18.0% | 0.098 | 3.8% | 54% | False | False | 25,790 |  
                | 40 | 2.822 | 2.352 | 0.470 | 18.0% | 0.093 | 3.6% | 54% | False | False | 23,317 |  
                | 60 | 3.011 | 2.352 | 0.659 | 25.3% | 0.086 | 3.3% | 39% | False | False | 21,789 |  
                | 80 | 3.011 | 2.352 | 0.659 | 25.3% | 0.078 | 3.0% | 39% | False | False | 18,684 |  
                | 100 | 3.011 | 2.352 | 0.659 | 25.3% | 0.071 | 2.7% | 39% | False | False | 16,584 |  
                | 120 | 3.011 | 2.352 | 0.659 | 25.3% | 0.066 | 2.5% | 39% | False | False | 15,104 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 2.957 |  
            | 2.618 | 2.826 |  
            | 1.618 | 2.746 |  
            | 1.000 | 2.697 |  
            | 0.618 | 2.666 |  
            | HIGH | 2.617 |  
            | 0.618 | 2.586 |  
            | 0.500 | 2.577 |  
            | 0.382 | 2.568 |  
            | LOW | 2.537 |  
            | 0.618 | 2.488 |  
            | 1.000 | 2.457 |  
            | 1.618 | 2.408 |  
            | 2.618 | 2.328 |  
            | 4.250 | 2.197 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 20-Jan-2021 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 2.597 | 2.651 |  
                                | PP | 2.587 | 2.636 |  
                                | S1 | 2.577 | 2.622 |  |