NYMEX Natural Gas Future June 2021

Trading Metrics calculated at close of trading on 23-Dec-2020

Day Change Summary
	Previous	Current
	22-Dec-2020	23-Dec-2020	Change	Change %	Previous Week
Open	2.751	2.781	0.030	1.1%	2.701
High	2.804	2.799	-0.005	-0.2%	2.773
Low	2.738	2.630	-0.108	-3.9%	2.667
Close	2.781	2.654	-0.127	-4.6%	2.725
Range	0.066	0.169	0.103	156.1%	0.106
ATR	0.082	0.088	0.006	7.5%	0.000
Volume	7,620	12,986	5,366	70.4%	66,069

Daily Pivots for day following 23-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.201	3.097	2.747
R3	3.032	2.928	2.700
R2	2.863	2.863	2.685
R1	2.759	2.759	2.669	2.727
PP	2.694	2.694	2.694	2.678
S1	2.590	2.590	2.639	2.558
S2	2.525	2.525	2.623
S3	2.356	2.421	2.608
S4	2.187	2.252	2.561

Weekly Pivots for week ending 18-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.040	2.988	2.783
R3	2.934	2.882	2.754
R2	2.828	2.828	2.744
R1	2.776	2.776	2.735	2.802
PP	2.722	2.722	2.722	2.735
S1	2.670	2.670	2.715	2.696
S2	2.616	2.616	2.706
S3	2.510	2.564	2.696
S4	2.404	2.458	2.667

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.804	2.630	0.174	6.6%	0.086	3.2%	14%	False	True	10,152
10	2.804	2.499	0.305	11.5%	0.087	3.3%	51%	False	False	12,960
20	2.808	2.433	0.375	14.1%	0.092	3.4%	59%	False	False	14,800
40	3.043	2.433	0.610	23.0%	0.080	3.0%	36%	False	False	11,536
60	3.043	2.433	0.610	23.0%	0.069	2.6%	36%	False	False	9,396
80	3.043	2.433	0.610	23.0%	0.063	2.4%	36%	False	False	8,174

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.021
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	3.517
2.618	3.241
1.618	3.072
1.000	2.968
0.618	2.903
HIGH	2.799
0.618	2.734
0.500	2.715
0.382	2.695
LOW	2.630
0.618	2.526
1.000	2.461
1.618	2.357
2.618	2.188
4.250	1.912

Fisher Pivots for day following 23-Dec-2020
Pivot	1 day	3 day
R1	2.715	2.717
PP	2.694	2.696
S1	2.674	2.675

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

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