NYMEX Natural Gas Future July 2021

Trading Metrics calculated at close of trading on 31-Dec-2020

Day Change Summary
	Previous	Current
	30-Dec-2020	31-Dec-2020	Change	Change %	Previous Week
Open	2.598	2.618	0.020	0.8%	2.794
High	2.632	2.696	0.064	2.4%	2.865
Low	2.576	2.617	0.041	1.6%	2.643
Close	2.602	2.685	0.083	3.2%	2.651
Range	0.056	0.079	0.023	41.1%	0.222
ATR	0.090	0.091	0.000	0.3%	0.000
Volume	6,398	14,465	8,067	126.1%	28,961

Daily Pivots for day following 31-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.903	2.873	2.728
R3	2.824	2.794	2.707
R2	2.745	2.745	2.699
R1	2.715	2.715	2.692	2.730
PP	2.666	2.666	2.666	2.674
S1	2.636	2.636	2.678	2.651
S2	2.587	2.587	2.671
S3	2.508	2.557	2.663
S4	2.429	2.478	2.642

Weekly Pivots for week ending 25-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.386	3.240	2.773
R3	3.164	3.018	2.712
R2	2.942	2.942	2.692
R1	2.796	2.796	2.671	2.758
PP	2.720	2.720	2.720	2.701
S1	2.574	2.574	2.631	2.536
S2	2.498	2.498	2.610
S3	2.276	2.352	2.590
S4	2.054	2.130	2.529

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.722	2.472	0.250	9.3%	0.093	3.5%	85%	False	False	12,096
10	2.865	2.472	0.393	14.6%	0.088	3.3%	54%	False	False	10,475
20	2.865	2.472	0.393	14.6%	0.091	3.4%	54%	False	False	11,583
40	3.005	2.472	0.533	19.9%	0.081	3.0%	40%	False	False	10,282
60	3.085	2.472	0.613	22.8%	0.069	2.6%	35%	False	False	8,657

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	0.015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.032
2.618	2.903
1.618	2.824
1.000	2.775
0.618	2.745
HIGH	2.696
0.618	2.666
0.500	2.657
0.382	2.647
LOW	2.617
0.618	2.568
1.000	2.538
1.618	2.489
2.618	2.410
4.250	2.281

Fisher Pivots for day following 31-Dec-2020
Pivot	1 day	3 day
R1	2.676	2.656
PP	2.666	2.628
S1	2.657	2.599

Download as Excel Spreadsheet

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

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