NYMEX Natural Gas Future June 2021

Trading Metrics calculated at close of trading on 13-Jan-2021

Day Change Summary
	Previous	Current
	12-Jan-2021	13-Jan-2021	Change	Change %	Previous Week
Open	2.811	2.773	-0.038	-1.4%	2.666
High	2.868	2.826	-0.042	-1.5%	2.804
Low	2.747	2.756	0.009	0.3%	2.661
Close	2.772	2.770	-0.002	-0.1%	2.733
Range	0.121	0.070	-0.051	-42.1%	0.143
ATR	0.099	0.096	-0.002	-2.1%	0.000
Volume	22,262	17,763	-4,499	-20.2%	83,626

Daily Pivots for day following 13-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	2.994	2.952	2.809
R3	2.924	2.882	2.789
R2	2.854	2.854	2.783
R1	2.812	2.812	2.776	2.798
PP	2.784	2.784	2.784	2.777
S1	2.742	2.742	2.764	2.728
S2	2.714	2.714	2.757
S3	2.644	2.672	2.751
S4	2.574	2.602	2.732

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	2.868	2.659	0.209	7.5%	0.094	3.4%	53%	False	False	16,997
10	2.868	2.503	0.365	13.2%	0.087	3.1%	73%	False	False	16,385
20	2.868	2.411	0.457	16.5%	0.089	3.2%	79%	False	False	14,295
40	2.868	2.411	0.457	16.5%	0.090	3.2%	79%	False	False	14,559
60	3.043	2.411	0.632	22.8%	0.080	2.9%	57%	False	False	11,819
80	3.043	2.411	0.632	22.8%	0.071	2.6%	57%	False	False	10,206

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.023
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.124
2.618	3.009
1.618	2.939
1.000	2.896
0.618	2.869
HIGH	2.826
0.618	2.799
0.500	2.791
0.382	2.783
LOW	2.756
0.618	2.713
1.000	2.686
1.618	2.643
2.618	2.573
4.250	2.459

Fisher Pivots for day following 13-Jan-2021
Pivot	1 day	3 day
R1	2.791	2.768
PP	2.784	2.766
S1	2.777	2.764

Download as Excel Spreadsheet

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

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