NYMEX Natural Gas Future June 2021

Trading Metrics calculated at close of trading on 11-Dec-2020

Day Change Summary
	Previous	Current
	10-Dec-2020	11-Dec-2020	Change	Change %	Previous Week
Open	2.534	2.644	0.110	4.3%	2.473
High	2.676	2.686	0.010	0.4%	2.686
Low	2.499	2.614	0.115	4.6%	2.433
Close	2.641	2.658	0.017	0.6%	2.658
Range	0.177	0.072	-0.105	-59.3%	0.253
ATR	0.095	0.093	-0.002	-1.7%	0.000
Volume	23,068	13,995	-9,073	-39.3%	84,831

Daily Pivots for day following 11-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.869	2.835	2.698
R3	2.797	2.763	2.678
R2	2.725	2.725	2.671
R1	2.691	2.691	2.665	2.708
PP	2.653	2.653	2.653	2.661
S1	2.619	2.619	2.651	2.636
S2	2.581	2.581	2.645
S3	2.509	2.547	2.638
S4	2.437	2.475	2.618

Weekly Pivots for week ending 11-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.351	3.258	2.797
R3	3.098	3.005	2.728
R2	2.845	2.845	2.704
R1	2.752	2.752	2.681	2.799
PP	2.592	2.592	2.592	2.616
S1	2.499	2.499	2.635	2.546
S2	2.339	2.339	2.612
S3	2.086	2.246	2.588
S4	1.833	1.993	2.519

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.686	2.433	0.253	9.5%	0.093	3.5%	89%	True	False	16,966
10	2.808	2.433	0.375	14.1%	0.108	4.1%	60%	False	False	18,390
20	2.937	2.433	0.504	19.0%	0.090	3.4%	45%	False	False	14,341
40	3.043	2.433	0.610	22.9%	0.074	2.8%	37%	False	False	10,285
60	3.043	2.433	0.610	22.9%	0.065	2.5%	37%	False	False	8,608

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.992
2.618	2.874
1.618	2.802
1.000	2.758
0.618	2.730
HIGH	2.686
0.618	2.658
0.500	2.650
0.382	2.642
LOW	2.614
0.618	2.570
1.000	2.542
1.618	2.498
2.618	2.426
4.250	2.308

Fisher Pivots for day following 11-Dec-2020
Pivot	1 day	3 day
R1	2.655	2.636
PP	2.653	2.614
S1	2.650	2.593

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

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