NYMEX Natural Gas Future June 2021

Trading Metrics calculated at close of trading on 08-Dec-2020

Day Change Summary
	Previous	Current
	07-Dec-2020	08-Dec-2020	Change	Change %	Previous Week
Open	2.473	2.482	0.009	0.4%	2.704
High	2.504	2.541	0.037	1.5%	2.808
Low	2.433	2.465	0.032	1.3%	2.452
Close	2.473	2.501	0.028	1.1%	2.563
Range	0.071	0.076	0.005	7.0%	0.356
ATR	0.089	0.088	-0.001	-1.1%	0.000
Volume	23,393	10,955	-12,438	-53.2%	99,075

Daily Pivots for day following 08-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.730	2.692	2.543
R3	2.654	2.616	2.522
R2	2.578	2.578	2.515
R1	2.540	2.540	2.508	2.559
PP	2.502	2.502	2.502	2.512
S1	2.464	2.464	2.494	2.483
S2	2.426	2.426	2.487
S3	2.350	2.388	2.480
S4	2.274	2.312	2.459

Weekly Pivots for week ending 04-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.676	3.475	2.759
R3	3.320	3.119	2.661
R2	2.964	2.964	2.628
R1	2.763	2.763	2.596	2.686
PP	2.608	2.608	2.608	2.569
S1	2.407	2.407	2.530	2.330
S2	2.252	2.252	2.498
S3	1.896	2.051	2.465
S4	1.540	1.695	2.367

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.772	2.433	0.339	13.6%	0.117	4.7%	20%	False	False	20,933
10	2.808	2.433	0.375	15.0%	0.094	3.8%	18%	False	False	16,187
20	2.937	2.433	0.504	20.2%	0.083	3.3%	13%	False	False	13,048
40	3.043	2.433	0.610	24.4%	0.069	2.8%	11%	False	False	9,310
60	3.043	2.433	0.610	24.4%	0.062	2.5%	11%	False	False	7,933

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.864
2.618	2.740
1.618	2.664
1.000	2.617
0.618	2.588
HIGH	2.541
0.618	2.512
0.500	2.503
0.382	2.494
LOW	2.465
0.618	2.418
1.000	2.389
1.618	2.342
2.618	2.266
4.250	2.142

Fisher Pivots for day following 08-Dec-2020
Pivot	1 day	3 day
R1	2.503	2.507
PP	2.502	2.505
S1	2.502	2.503

Download as Excel Spreadsheet

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

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