NYMEX Natural Gas Future June 2021

Trading Metrics calculated at close of trading on 11-Jan-2021

Day Change Summary
	Previous	Current
	08-Jan-2021	11-Jan-2021	Change	Change %	Previous Week
Open	2.733	2.677	-0.056	-2.0%	2.666
High	2.759	2.808	0.049	1.8%	2.804
Low	2.701	2.659	-0.042	-1.6%	2.661
Close	2.733	2.775	0.042	1.5%	2.733
Range	0.058	0.149	0.091	156.9%	0.143
ATR	0.093	0.097	0.004	4.3%	0.000
Volume	17,710	13,224	-4,486	-25.3%	83,626

Daily Pivots for day following 11-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	3.194	3.134	2.857
R3	3.045	2.985	2.816
R2	2.896	2.896	2.802
R1	2.836	2.836	2.789	2.866
PP	2.747	2.747	2.747	2.763
S1	2.687	2.687	2.761	2.717
S2	2.598	2.598	2.748
S3	2.449	2.538	2.734
S4	2.300	2.389	2.693

Weekly Pivots for week ending 08-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	3.162	3.090	2.812
R3	3.019	2.947	2.772
R2	2.876	2.876	2.759
R1	2.804	2.804	2.746	2.840
PP	2.733	2.733	2.733	2.751
S1	2.661	2.661	2.720	2.697
S2	2.590	2.590	2.707
S3	2.447	2.518	2.694
S4	2.304	2.375	2.654

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.808	2.659	0.149	5.4%	0.096	3.4%	78%	True	True	16,557
10	2.808	2.411	0.397	14.3%	0.096	3.5%	92%	True	False	16,388
20	2.808	2.411	0.397	14.3%	0.087	3.1%	92%	True	False	13,897
40	2.937	2.411	0.526	19.0%	0.088	3.2%	69%	False	False	14,046
60	3.043	2.411	0.632	22.8%	0.078	2.8%	58%	False	False	11,298
80	3.043	2.411	0.632	22.8%	0.070	2.5%	58%	False	False	9,819

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.025
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	3.441
2.618	3.198
1.618	3.049
1.000	2.957
0.618	2.900
HIGH	2.808
0.618	2.751
0.500	2.734
0.382	2.716
LOW	2.659
0.618	2.567
1.000	2.510
1.618	2.418
2.618	2.269
4.250	2.026

Fisher Pivots for day following 11-Jan-2021
Pivot	1 day	3 day
R1	2.761	2.761
PP	2.747	2.747
S1	2.734	2.734

Download as Excel Spreadsheet

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

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