NYMEX Natural Gas Future July 2021

Trading Metrics calculated at close of trading on 15-Dec-2020

Day Change Summary
	Previous	Current
	14-Dec-2020	15-Dec-2020	Change	Change %	Previous Week
Open	2.762	2.767	0.005	0.2%	2.546
High	2.794	2.785	-0.009	-0.3%	2.744
Low	2.724	2.731	0.007	0.3%	2.500
Close	2.770	2.783	0.013	0.5%	2.716
Range	0.070	0.054	-0.016	-22.9%	0.244
ATR	0.088	0.086	-0.002	-2.8%	0.000
Volume	10,902	7,518	-3,384	-31.0%	58,904

Daily Pivots for day following 15-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.928	2.910	2.813
R3	2.874	2.856	2.798
R2	2.820	2.820	2.793
R1	2.802	2.802	2.788	2.811
PP	2.766	2.766	2.766	2.771
S1	2.748	2.748	2.778	2.757
S2	2.712	2.712	2.773
S3	2.658	2.694	2.768
S4	2.604	2.640	2.753

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	2.564	0.230	8.3%	0.085	3.1%	95%	False	False	9,681
10	2.822	2.500	0.322	11.6%	0.099	3.6%	88%	False	False	12,756
20	2.859	2.500	0.359	12.9%	0.084	3.0%	79%	False	False	10,823
40	3.085	2.500	0.585	21.0%	0.072	2.6%	48%	False	False	8,960
60	3.085	2.500	0.585	21.0%	0.063	2.3%	48%	False	False	7,562

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.023
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	3.015
2.618	2.926
1.618	2.872
1.000	2.839
0.618	2.818
HIGH	2.785
0.618	2.764
0.500	2.758
0.382	2.752
LOW	2.731
0.618	2.698
1.000	2.677
1.618	2.644
2.618	2.590
4.250	2.502

Fisher Pivots for day following 15-Dec-2020
Pivot	1 day	3 day
R1	2.775	2.767
PP	2.766	2.751
S1	2.758	2.736

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

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