NYMEX Natural Gas Future June 2021

Trading Metrics calculated at close of trading on 28-Dec-2020

Day Change Summary
	Previous	Current
	24-Dec-2020	28-Dec-2020	Change	Change %	Previous Week
Open	2.646	2.478	-0.168	-6.3%	2.738
High	2.659	2.572	-0.087	-3.3%	2.804
Low	2.579	2.411	-0.168	-6.5%	2.579
Close	2.587	2.448	-0.139	-5.4%	2.587
Range	0.080	0.161	0.081	101.3%	0.225
ATR	0.088	0.094	0.006	7.2%	0.000
Volume	7,526	19,407	11,881	157.9%	34,001

Daily Pivots for day following 28-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.960	2.865	2.537
R3	2.799	2.704	2.492
R2	2.638	2.638	2.478
R1	2.543	2.543	2.463	2.510
PP	2.477	2.477	2.477	2.461
S1	2.382	2.382	2.433	2.349
S2	2.316	2.316	2.418
S3	2.155	2.221	2.404
S4	1.994	2.060	2.359

Weekly Pivots for week ending 25-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.332	3.184	2.711
R3	3.107	2.959	2.649
R2	2.882	2.882	2.628
R1	2.734	2.734	2.608	2.696
PP	2.657	2.657	2.657	2.637
S1	2.509	2.509	2.566	2.471
S2	2.432	2.432	2.546
S3	2.207	2.284	2.525
S4	1.982	2.059	2.463

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.804	2.411	0.393	16.1%	0.107	4.4%	9%	False	True	10,681
10	2.804	2.411	0.393	16.1%	0.087	3.5%	9%	False	True	11,947
20	2.808	2.411	0.397	16.2%	0.097	4.0%	9%	False	True	15,169
40	3.043	2.411	0.632	25.8%	0.084	3.4%	6%	False	True	11,957
60	3.043	2.411	0.632	25.8%	0.071	2.9%	6%	False	True	9,717
80	3.043	2.411	0.632	25.8%	0.064	2.6%	6%	False	True	8,365

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	0.022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.256
2.618	2.993
1.618	2.832
1.000	2.733
0.618	2.671
HIGH	2.572
0.618	2.510
0.500	2.492
0.382	2.473
LOW	2.411
0.618	2.312
1.000	2.250
1.618	2.151
2.618	1.990
4.250	1.727

Fisher Pivots for day following 28-Dec-2020
Pivot	1 day	3 day
R1	2.492	2.605
PP	2.477	2.553
S1	2.463	2.500

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

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