NYMEX Natural Gas Future May 2021

Trading Metrics calculated at close of trading on 21-Jan-2021

Day Change Summary
	Previous	Current
	20-Jan-2021	21-Jan-2021	Change	Change %	Previous Week
Open	2.596	2.592	-0.004	-0.2%	2.609
High	2.617	2.609	-0.008	-0.3%	2.822
Low	2.537	2.547	0.010	0.4%	2.600
Close	2.607	2.584	-0.023	-0.9%	2.724
Range	0.080	0.062	-0.018	-22.5%	0.222
ATR	0.104	0.101	-0.003	-2.9%	0.000
Volume	24,528	18,204	-6,324	-25.8%	156,820

Daily Pivots for day following 21-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	2.766	2.737	2.618
R3	2.704	2.675	2.601
R2	2.642	2.642	2.595
R1	2.613	2.613	2.590	2.597
PP	2.580	2.580	2.580	2.572
S1	2.551	2.551	2.578	2.535
S2	2.518	2.518	2.573
S3	2.456	2.489	2.567
S4	2.394	2.427	2.550

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	2.764	2.537	0.227	8.8%	0.095	3.7%	21%	False	False	27,528
10	2.822	2.537	0.285	11.0%	0.098	3.8%	16%	False	False	28,953
20	2.822	2.352	0.470	18.2%	0.098	3.8%	49%	False	False	26,258
40	2.822	2.352	0.470	18.2%	0.093	3.6%	49%	False	False	23,307
60	3.011	2.352	0.659	25.5%	0.086	3.3%	35%	False	False	21,924
80	3.011	2.352	0.659	25.5%	0.078	3.0%	35%	False	False	18,802
100	3.011	2.352	0.659	25.5%	0.071	2.8%	35%	False	False	16,617
120	3.011	2.352	0.659	25.5%	0.066	2.6%	35%	False	False	15,218

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.026
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	2.873
2.618	2.771
1.618	2.709
1.000	2.671
0.618	2.647
HIGH	2.609
0.618	2.585
0.500	2.578
0.382	2.571
LOW	2.547
0.618	2.509
1.000	2.485
1.618	2.447
2.618	2.385
4.250	2.284

Fisher Pivots for day following 21-Jan-2021
Pivot	1 day	3 day
R1	2.582	2.614
PP	2.580	2.604
S1	2.578	2.594

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

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