NYMEX Natural Gas Future July 2021

Trading Metrics calculated at close of trading on 04-Jan-2021

Day Change Summary
	Previous	Current
	31-Dec-2020	04-Jan-2021	Change	Change %	Previous Week
Open	2.618	2.760	0.142	5.4%	2.600
High	2.696	2.790	0.094	3.5%	2.696
Low	2.617	2.737	0.120	4.6%	2.472
Close	2.685	2.744	0.059	2.2%	2.685
Range	0.079	0.053	-0.026	-32.9%	0.224
ATR	0.091	0.092	0.001	1.1%	0.000
Volume	14,465	17,371	2,906	20.1%	56,175

Daily Pivots for day following 04-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	2.916	2.883	2.773
R3	2.863	2.830	2.759
R2	2.810	2.810	2.754
R1	2.777	2.777	2.749	2.767
PP	2.757	2.757	2.757	2.752
S1	2.724	2.724	2.739	2.714
S2	2.704	2.704	2.734
S3	2.651	2.671	2.729
S4	2.598	2.618	2.715

Weekly Pivots for week ending 01-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	3.290	3.211	2.808
R3	3.066	2.987	2.747
R2	2.842	2.842	2.726
R1	2.763	2.763	2.706	2.803
PP	2.618	2.618	2.618	2.637
S1	2.539	2.539	2.664	2.579
S2	2.394	2.394	2.644
S3	2.170	2.315	2.623
S4	1.946	2.091	2.562

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.790	2.472	0.318	11.6%	0.088	3.2%	86%	True	False	14,709
10	2.865	2.472	0.393	14.3%	0.084	3.1%	69%	False	False	11,114
20	2.865	2.472	0.393	14.3%	0.083	3.0%	69%	False	False	10,914
40	3.005	2.472	0.533	19.4%	0.081	3.0%	51%	False	False	10,562
60	3.085	2.472	0.613	22.3%	0.069	2.5%	44%	False	False	8,821

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.016
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	3.015
2.618	2.929
1.618	2.876
1.000	2.843
0.618	2.823
HIGH	2.790
0.618	2.770
0.500	2.764
0.382	2.757
LOW	2.737
0.618	2.704
1.000	2.684
1.618	2.651
2.618	2.598
4.250	2.512

Fisher Pivots for day following 04-Jan-2021
Pivot	1 day	3 day
R1	2.764	2.724
PP	2.757	2.703
S1	2.751	2.683

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

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