NYMEX Natural Gas Future July 2021

Trading Metrics calculated at close of trading on 14-Dec-2020

Day Change Summary
	Previous	Current
	11-Dec-2020	14-Dec-2020	Change	Change %	Previous Week
Open	2.703	2.762	0.059	2.2%	2.546
High	2.744	2.794	0.050	1.8%	2.744
Low	2.677	2.724	0.047	1.8%	2.500
Close	2.716	2.770	0.054	2.0%	2.716
Range	0.067	0.070	0.003	4.5%	0.244
ATR	0.089	0.088	-0.001	-0.9%	0.000
Volume	8,085	10,902	2,817	34.8%	58,904

Daily Pivots for day following 14-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.973	2.941	2.809
R3	2.903	2.871	2.789
R2	2.833	2.833	2.783
R1	2.801	2.801	2.776	2.817
PP	2.763	2.763	2.763	2.771
S1	2.731	2.731	2.764	2.747
S2	2.693	2.693	2.757
S3	2.623	2.661	2.751
S4	2.553	2.591	2.732

Weekly Pivots for week ending 11-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.385	3.295	2.850
R3	3.141	3.051	2.783
R2	2.897	2.897	2.761
R1	2.807	2.807	2.738	2.852
PP	2.653	2.653	2.653	2.676
S1	2.563	2.563	2.694	2.608
S2	2.409	2.409	2.671
S3	2.165	2.319	2.649
S4	1.921	2.075	2.582

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.794	2.523	0.271	9.8%	0.090	3.2%	91%	True	False	10,362
10	2.843	2.500	0.343	12.4%	0.100	3.6%	79%	False	False	12,863
20	2.898	2.500	0.398	14.4%	0.087	3.1%	68%	False	False	11,048
40	3.085	2.500	0.585	21.1%	0.072	2.6%	46%	False	False	8,864
60	3.085	2.500	0.585	21.1%	0.063	2.3%	46%	False	False	7,503

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	0.023
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.092
2.618	2.977
1.618	2.907
1.000	2.864
0.618	2.837
HIGH	2.794
0.618	2.767
0.500	2.759
0.382	2.751
LOW	2.724
0.618	2.681
1.000	2.654
1.618	2.611
2.618	2.541
4.250	2.427

Fisher Pivots for day following 14-Dec-2020
Pivot	1 day	3 day
R1	2.766	2.740
PP	2.763	2.709
S1	2.759	2.679

Download as Excel Spreadsheet

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

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