NYMEX Natural Gas Future May 2021
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-Jan-2021 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 25-Jan-2021 | 26-Jan-2021 | Change | Change % | Previous Week |  
                        | Open | 2.616 | 2.667 | 0.051 | 1.9% | 2.667 |  
                        | High | 2.681 | 2.719 | 0.038 | 1.4% | 2.690 |  
                        | Low | 2.591 | 2.657 | 0.066 | 2.5% | 2.527 |  
                        | Close | 2.672 | 2.700 | 0.028 | 1.0% | 2.557 |  
                        | Range | 0.090 | 0.062 | -0.028 | -31.1% | 0.163 |  
                        | ATR | 0.100 | 0.097 | -0.003 | -2.7% | 0.000 |  
                        | Volume | 30,151 | 25,119 | -5,032 | -16.7% | 101,606 |  | 
    
| 
        
            | Daily Pivots for day following 26-Jan-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 2.878 | 2.851 | 2.734 |  |  
                | R3 | 2.816 | 2.789 | 2.717 |  |  
                | R2 | 2.754 | 2.754 | 2.711 |  |  
                | R1 | 2.727 | 2.727 | 2.706 | 2.741 |  
                | PP | 2.692 | 2.692 | 2.692 | 2.699 |  
                | S1 | 2.665 | 2.665 | 2.694 | 2.679 |  
                | S2 | 2.630 | 2.630 | 2.689 |  |  
                | S3 | 2.568 | 2.603 | 2.683 |  |  
                | S4 | 2.506 | 2.541 | 2.666 |  |  | 
        
            | 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 | 2.719 | 2.527 | 0.192 | 7.1% | 0.072 | 2.7% | 90% | True | False | 23,850 |  
                | 10 | 2.822 | 2.527 | 0.295 | 10.9% | 0.090 | 3.3% | 59% | False | False | 28,747 |  
                | 20 | 2.822 | 2.352 | 0.470 | 17.4% | 0.093 | 3.4% | 74% | False | False | 28,291 |  
                | 40 | 2.822 | 2.352 | 0.470 | 17.4% | 0.094 | 3.5% | 74% | False | False | 23,913 |  
                | 60 | 3.011 | 2.352 | 0.659 | 24.4% | 0.088 | 3.2% | 53% | False | False | 22,700 |  
                | 80 | 3.011 | 2.352 | 0.659 | 24.4% | 0.078 | 2.9% | 53% | False | False | 19,482 |  
                | 100 | 3.011 | 2.352 | 0.659 | 24.4% | 0.072 | 2.7% | 53% | False | False | 17,196 |  
                | 120 | 3.011 | 2.352 | 0.659 | 24.4% | 0.067 | 2.5% | 53% | False | False | 15,617 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 2.983 |  
            | 2.618 | 2.881 |  
            | 1.618 | 2.819 |  
            | 1.000 | 2.781 |  
            | 0.618 | 2.757 |  
            | HIGH | 2.719 |  
            | 0.618 | 2.695 |  
            | 0.500 | 2.688 |  
            | 0.382 | 2.681 |  
            | LOW | 2.657 |  
            | 0.618 | 2.619 |  
            | 1.000 | 2.595 |  
            | 1.618 | 2.557 |  
            | 2.618 | 2.495 |  
            | 4.250 | 2.394 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 26-Jan-2021 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 2.696 | 2.674 |  
                                | PP | 2.692 | 2.649 |  
                                | S1 | 2.688 | 2.623 |  |