NYMEX Natural Gas Future July 2021

Trading Metrics calculated at close of trading on 05-Jan-2021

Day Change Summary
	Previous	Current
	04-Jan-2021	05-Jan-2021	Change	Change %	Previous Week
Open	2.760	2.760	0.000	0.0%	2.600
High	2.790	2.835	0.045	1.6%	2.696
Low	2.737	2.760	0.023	0.8%	2.472
Close	2.744	2.828	0.084	3.1%	2.685
Range	0.053	0.075	0.022	41.5%	0.224
ATR	0.092	0.092	0.000	-0.1%	0.000
Volume	17,371	21,878	4,507	25.9%	56,175

Daily Pivots for day following 05-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	3.033	3.005	2.869
R3	2.958	2.930	2.849
R2	2.883	2.883	2.842
R1	2.855	2.855	2.835	2.869
PP	2.808	2.808	2.808	2.815
S1	2.780	2.780	2.821	2.794
S2	2.733	2.733	2.814
S3	2.658	2.705	2.807
S4	2.583	2.630	2.787

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	2.835	2.502	0.333	11.8%	0.076	2.7%	98%	True	False	15,633
10	2.865	2.472	0.393	13.9%	0.088	3.1%	91%	False	False	12,438
20	2.865	2.472	0.393	13.9%	0.082	2.9%	91%	False	False	11,423
40	2.978	2.472	0.506	17.9%	0.080	2.8%	70%	False	False	10,898
60	3.085	2.472	0.613	21.7%	0.070	2.5%	58%	False	False	9,080

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	3.154
2.618	3.031
1.618	2.956
1.000	2.910
0.618	2.881
HIGH	2.835
0.618	2.806
0.500	2.798
0.382	2.789
LOW	2.760
0.618	2.714
1.000	2.685
1.618	2.639
2.618	2.564
4.250	2.441

Fisher Pivots for day following 05-Jan-2021
Pivot	1 day	3 day
R1	2.818	2.794
PP	2.808	2.760
S1	2.798	2.726

Download as Excel Spreadsheet

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

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