NYMEX Natural Gas Future June 2021

Trading Metrics calculated at close of trading on 16-Dec-2020

Day Change Summary
	Previous	Current
	15-Dec-2020	16-Dec-2020	Change	Change %	Previous Week
Open	2.713	2.726	0.013	0.5%	2.473
High	2.730	2.756	0.026	1.0%	2.686
Low	2.670	2.692	0.022	0.8%	2.433
Close	2.728	2.751	0.023	0.8%	2.658
Range	0.060	0.064	0.004	6.7%	0.253
ATR	0.090	0.088	-0.002	-2.1%	0.000
Volume	10,436	13,288	2,852	27.3%	84,831

Daily Pivots for day following 16-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.925	2.902	2.786
R3	2.861	2.838	2.769
R2	2.797	2.797	2.763
R1	2.774	2.774	2.757	2.786
PP	2.733	2.733	2.733	2.739
S1	2.710	2.710	2.745	2.722
S2	2.669	2.669	2.739
S3	2.605	2.646	2.733
S4	2.541	2.582	2.716

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	2.756	2.499	0.257	9.3%	0.089	3.2%	98%	True	False	15,769
10	2.756	2.433	0.323	11.7%	0.099	3.6%	98%	True	False	18,335
20	2.808	2.433	0.375	13.6%	0.088	3.2%	85%	False	False	15,062
40	3.043	2.433	0.610	22.2%	0.076	2.8%	52%	False	False	10,881
60	3.043	2.433	0.610	22.2%	0.067	2.4%	52%	False	False	9,056
80	3.043	2.433	0.610	22.2%	0.060	2.2%	52%	False	False	7,787

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.023
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.028
2.618	2.924
1.618	2.860
1.000	2.820
0.618	2.796
HIGH	2.756
0.618	2.732
0.500	2.724
0.382	2.716
LOW	2.692
0.618	2.652
1.000	2.628
1.618	2.588
2.618	2.524
4.250	2.420

Fisher Pivots for day following 16-Dec-2020
Pivot	1 day	3 day
R1	2.742	2.738
PP	2.733	2.725
S1	2.724	2.712

Download as Excel Spreadsheet

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

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