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 |  | 
    
        
        |  | 
    
        | 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 |  |