NYMEX Natural Gas Future May 2021
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 22-Jan-2021 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 21-Jan-2021 | 22-Jan-2021 | Change | Change % | Previous Week |  
                        | Open | 2.592 | 2.592 | 0.000 | 0.0% | 2.667 |  
                        | High | 2.609 | 2.592 | -0.017 | -0.7% | 2.690 |  
                        | Low | 2.547 | 2.527 | -0.020 | -0.8% | 2.527 |  
                        | Close | 2.584 | 2.557 | -0.027 | -1.0% | 2.557 |  
                        | Range | 0.062 | 0.065 | 0.003 | 4.8% | 0.163 |  
                        | ATR | 0.101 | 0.098 | -0.003 | -2.5% | 0.000 |  
                        | Volume | 18,204 | 21,248 | 3,044 | 16.7% | 101,606 |  | 
    
| 
        
            | Daily Pivots for day following 22-Jan-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 2.754 | 2.720 | 2.593 |  |  
                | R3 | 2.689 | 2.655 | 2.575 |  |  
                | R2 | 2.624 | 2.624 | 2.569 |  |  
                | R1 | 2.590 | 2.590 | 2.563 | 2.575 |  
                | PP | 2.559 | 2.559 | 2.559 | 2.551 |  
                | S1 | 2.525 | 2.525 | 2.551 | 2.510 |  
                | S2 | 2.494 | 2.494 | 2.545 |  |  
                | S3 | 2.429 | 2.460 | 2.539 |  |  
                | S4 | 2.364 | 2.395 | 2.521 |  |  | 
        
            | Weekly Pivots for week ending 22-Jan-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.080 | 2.982 | 2.647 |  |  
                | R3 | 2.917 | 2.819 | 2.602 |  |  
                | R2 | 2.754 | 2.754 | 2.587 |  |  
                | R1 | 2.656 | 2.656 | 2.572 | 2.624 |  
                | PP | 2.591 | 2.591 | 2.591 | 2.575 |  
                | S1 | 2.493 | 2.493 | 2.542 | 2.461 |  
                | S2 | 2.428 | 2.428 | 2.527 |  |  
                | S3 | 2.265 | 2.330 | 2.512 |  |  
                | S4 | 2.102 | 2.167 | 2.467 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 2.764 | 2.527 | 0.237 | 9.3% | 0.087 | 3.4% | 13% | False | True | 25,939 |  
                | 10 | 2.822 | 2.527 | 0.295 | 11.5% | 0.096 | 3.8% | 10% | False | True | 28,667 |  
                | 20 | 2.822 | 2.352 | 0.470 | 18.4% | 0.098 | 3.8% | 44% | False | False | 26,765 |  
                | 40 | 2.822 | 2.352 | 0.470 | 18.4% | 0.093 | 3.6% | 44% | False | False | 23,496 |  
                | 60 | 3.011 | 2.352 | 0.659 | 25.8% | 0.086 | 3.4% | 31% | False | False | 22,164 |  
                | 80 | 3.011 | 2.352 | 0.659 | 25.8% | 0.078 | 3.1% | 31% | False | False | 18,968 |  
                | 100 | 3.011 | 2.352 | 0.659 | 25.8% | 0.071 | 2.8% | 31% | False | False | 16,778 |  
                | 120 | 3.011 | 2.352 | 0.659 | 25.8% | 0.066 | 2.6% | 31% | False | False | 15,360 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 2.868 |  
            | 2.618 | 2.762 |  
            | 1.618 | 2.697 |  
            | 1.000 | 2.657 |  
            | 0.618 | 2.632 |  
            | HIGH | 2.592 |  
            | 0.618 | 2.567 |  
            | 0.500 | 2.560 |  
            | 0.382 | 2.552 |  
            | LOW | 2.527 |  
            | 0.618 | 2.487 |  
            | 1.000 | 2.462 |  
            | 1.618 | 2.422 |  
            | 2.618 | 2.357 |  
            | 4.250 | 2.251 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 22-Jan-2021 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 2.560 | 2.572 |  
                                | PP | 2.559 | 2.567 |  
                                | S1 | 2.558 | 2.562 |  |