NYMEX Natural Gas Future July 2021

Trading Metrics calculated at close of trading on 22-Dec-2020

Day Change Summary
	Previous	Current
	21-Dec-2020	22-Dec-2020	Change	Change %	Previous Week
Open	2.794	2.819	0.025	0.9%	2.762
High	2.812	2.865	0.053	1.9%	2.829
Low	2.754	2.802	0.048	1.7%	2.724
Close	2.808	2.841	0.033	1.2%	2.783
Range	0.058	0.063	0.005	8.6%	0.105
ATR	0.080	0.079	-0.001	-1.5%	0.000
Volume	7,046	6,721	-325	-4.6%	45,180

Daily Pivots for day following 22-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.025	2.996	2.876
R3	2.962	2.933	2.858
R2	2.899	2.899	2.853
R1	2.870	2.870	2.847	2.885
PP	2.836	2.836	2.836	2.843
S1	2.807	2.807	2.835	2.822
S2	2.773	2.773	2.829
S3	2.710	2.744	2.824
S4	2.647	2.681	2.806

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	2.865	2.739	0.126	4.4%	0.062	2.2%	81%	True	False	8,105
10	2.865	2.564	0.301	10.6%	0.073	2.6%	92%	True	False	8,893
20	2.865	2.500	0.365	12.8%	0.082	2.9%	93%	True	False	10,149
40	3.085	2.500	0.585	20.6%	0.074	2.6%	58%	False	False	9,400
60	3.085	2.500	0.585	20.6%	0.064	2.3%	58%	False	False	7,898

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	0.020
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.133
2.618	3.030
1.618	2.967
1.000	2.928
0.618	2.904
HIGH	2.865
0.618	2.841
0.500	2.834
0.382	2.826
LOW	2.802
0.618	2.763
1.000	2.739
1.618	2.700
2.618	2.637
4.250	2.534

Fisher Pivots for day following 22-Dec-2020
Pivot	1 day	3 day
R1	2.839	2.831
PP	2.836	2.820
S1	2.834	2.810

Download as Excel Spreadsheet

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

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