NYMEX Natural Gas Future June 2021

Trading Metrics calculated at close of trading on 14-Dec-2020

Day Change Summary
	Previous	Current
	11-Dec-2020	14-Dec-2020	Change	Change %	Previous Week
Open	2.644	2.701	0.057	2.2%	2.473
High	2.686	2.740	0.054	2.0%	2.686
Low	2.614	2.667	0.053	2.0%	2.433
Close	2.658	2.716	0.058	2.2%	2.658
Range	0.072	0.073	0.001	1.4%	0.253
ATR	0.093	0.092	-0.001	-0.8%	0.000
Volume	13,995	18,059	4,064	29.0%	84,831

Daily Pivots for day following 14-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.927	2.894	2.756
R3	2.854	2.821	2.736
R2	2.781	2.781	2.729
R1	2.748	2.748	2.723	2.765
PP	2.708	2.708	2.708	2.716
S1	2.675	2.675	2.709	2.692
S2	2.635	2.635	2.703
S3	2.562	2.602	2.696
S4	2.489	2.529	2.676

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	2.740	2.465	0.275	10.1%	0.093	3.4%	91%	True	False	15,899
10	2.792	2.433	0.359	13.2%	0.105	3.9%	79%	False	False	18,752
20	2.851	2.433	0.418	15.4%	0.090	3.3%	68%	False	False	14,823
40	3.043	2.433	0.610	22.5%	0.075	2.8%	46%	False	False	10,581
60	3.043	2.433	0.610	22.5%	0.066	2.4%	46%	False	False	8,843

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	0.024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.050
2.618	2.931
1.618	2.858
1.000	2.813
0.618	2.785
HIGH	2.740
0.618	2.712
0.500	2.704
0.382	2.695
LOW	2.667
0.618	2.622
1.000	2.594
1.618	2.549
2.618	2.476
4.250	2.357

Fisher Pivots for day following 14-Dec-2020
Pivot	1 day	3 day
R1	2.712	2.684
PP	2.708	2.652
S1	2.704	2.620

Download as Excel Spreadsheet

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

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