NYMEX Natural Gas Future June 2021

Trading Metrics calculated at close of trading on 17-Dec-2020

Day Change Summary
	Previous	Current
	16-Dec-2020	17-Dec-2020	Change	Change %	Previous Week
Open	2.726	2.766	0.040	1.5%	2.473
High	2.756	2.773	0.017	0.6%	2.686
Low	2.692	2.679	-0.013	-0.5%	2.433
Close	2.751	2.696	-0.055	-2.0%	2.658
Range	0.064	0.094	0.030	46.9%	0.253
ATR	0.088	0.088	0.000	0.5%	0.000
Volume	13,288	14,126	838	6.3%	84,831

Daily Pivots for day following 17-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.998	2.941	2.748
R3	2.904	2.847	2.722
R2	2.810	2.810	2.713
R1	2.753	2.753	2.705	2.735
PP	2.716	2.716	2.716	2.707
S1	2.659	2.659	2.687	2.641
S2	2.622	2.622	2.679
S3	2.528	2.565	2.670
S4	2.434	2.471	2.644

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	2.773	2.614	0.159	5.9%	0.073	2.7%	52%	True	False	13,980
10	2.773	2.433	0.340	12.6%	0.086	3.2%	77%	True	False	15,634
20	2.808	2.433	0.375	13.9%	0.090	3.3%	70%	False	False	15,401
40	3.043	2.433	0.610	22.6%	0.077	2.9%	43%	False	False	11,101
60	3.043	2.433	0.610	22.6%	0.067	2.5%	43%	False	False	9,169
80	3.043	2.433	0.610	22.6%	0.061	2.3%	43%	False	False	7,926

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.024
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.173
2.618	3.019
1.618	2.925
1.000	2.867
0.618	2.831
HIGH	2.773
0.618	2.737
0.500	2.726
0.382	2.715
LOW	2.679
0.618	2.621
1.000	2.585
1.618	2.527
2.618	2.433
4.250	2.280

Fisher Pivots for day following 17-Dec-2020
Pivot	1 day	3 day
R1	2.726	2.722
PP	2.716	2.713
S1	2.706	2.705

Download as Excel Spreadsheet

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

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