NYMEX Natural Gas Future July 2021

Trading Metrics calculated at close of trading on 21-Dec-2020

Day Change Summary
	Previous	Current
	18-Dec-2020	21-Dec-2020	Change	Change %	Previous Week
Open	2.767	2.794	0.027	1.0%	2.762
High	2.795	2.812	0.017	0.6%	2.829
Low	2.760	2.754	-0.006	-0.2%	2.724
Close	2.783	2.808	0.025	0.9%	2.783
Range	0.035	0.058	0.023	65.7%	0.105
ATR	0.082	0.080	-0.002	-2.1%	0.000
Volume	8,634	7,046	-1,588	-18.4%	45,180

Daily Pivots for day following 21-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.965	2.945	2.840
R3	2.907	2.887	2.824
R2	2.849	2.849	2.819
R1	2.829	2.829	2.813	2.839
PP	2.791	2.791	2.791	2.797
S1	2.771	2.771	2.803	2.781
S2	2.733	2.733	2.797
S3	2.675	2.713	2.792
S4	2.617	2.655	2.776

Weekly Pivots for week ending 18-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.094	3.043	2.841
R3	2.989	2.938	2.812
R2	2.884	2.884	2.802
R1	2.833	2.833	2.793	2.859
PP	2.779	2.779	2.779	2.791
S1	2.728	2.728	2.773	2.754
S2	2.674	2.674	2.764
S3	2.569	2.623	2.754
S4	2.464	2.518	2.725

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.829	2.731	0.098	3.5%	0.060	2.1%	79%	False	False	8,264
10	2.829	2.523	0.306	10.9%	0.075	2.7%	93%	False	False	9,313
20	2.859	2.500	0.359	12.8%	0.080	2.9%	86%	False	False	10,285
40	3.085	2.500	0.585	20.8%	0.073	2.6%	53%	False	False	9,304
60	3.085	2.500	0.585	20.8%	0.064	2.3%	53%	False	False	7,849

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.059
2.618	2.964
1.618	2.906
1.000	2.870
0.618	2.848
HIGH	2.812
0.618	2.790
0.500	2.783
0.382	2.776
LOW	2.754
0.618	2.718
1.000	2.696
1.618	2.660
2.618	2.602
4.250	2.508

Fisher Pivots for day following 21-Dec-2020
Pivot	1 day	3 day
R1	2.800	2.800
PP	2.791	2.792
S1	2.783	2.784

Download as Excel Spreadsheet

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

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