NYMEX Natural Gas Future June 2021

Trading Metrics calculated at close of trading on 15-Dec-2020

Day Change Summary
	Previous	Current
	14-Dec-2020	15-Dec-2020	Change	Change %	Previous Week
Open	2.701	2.713	0.012	0.4%	2.473
High	2.740	2.730	-0.010	-0.4%	2.686
Low	2.667	2.670	0.003	0.1%	2.433
Close	2.716	2.728	0.012	0.4%	2.658
Range	0.073	0.060	-0.013	-17.8%	0.253
ATR	0.092	0.090	-0.002	-2.5%	0.000
Volume	18,059	10,436	-7,623	-42.2%	84,831

Daily Pivots for day following 15-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.889	2.869	2.761
R3	2.829	2.809	2.745
R2	2.769	2.769	2.739
R1	2.749	2.749	2.734	2.759
PP	2.709	2.709	2.709	2.715
S1	2.689	2.689	2.723	2.699
S2	2.649	2.649	2.717
S3	2.589	2.629	2.712
S4	2.529	2.569	2.695

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	2.499	0.241	8.8%	0.090	3.3%	95%	False	False	15,795
10	2.772	2.433	0.339	12.4%	0.103	3.8%	87%	False	False	18,364
20	2.808	2.433	0.375	13.7%	0.088	3.2%	79%	False	False	14,731
40	3.043	2.433	0.610	22.4%	0.075	2.8%	48%	False	False	10,716
60	3.043	2.433	0.610	22.4%	0.066	2.4%	48%	False	False	8,918
80	3.043	2.433	0.610	22.4%	0.060	2.2%	48%	False	False	7,648

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.024
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	2.985
2.618	2.887
1.618	2.827
1.000	2.790
0.618	2.767
HIGH	2.730
0.618	2.707
0.500	2.700
0.382	2.693
LOW	2.670
0.618	2.633
1.000	2.610
1.618	2.573
2.618	2.513
4.250	2.415

Fisher Pivots for day following 15-Dec-2020
Pivot	1 day	3 day
R1	2.719	2.711
PP	2.709	2.694
S1	2.700	2.677

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

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