NYMEX Natural Gas Future July 2021

Trading Metrics calculated at close of trading on 20-Jan-2021

Day Change Summary
	Previous	Current
	19-Jan-2021	20-Jan-2021	Change	Change %	Previous Week
Open	2.800	2.736	-0.064	-2.3%	2.735
High	2.826	2.749	-0.077	-2.7%	2.927
Low	2.719	2.675	-0.044	-1.6%	2.726
Close	2.733	2.741	0.008	0.3%	2.856
Range	0.107	0.074	-0.033	-30.8%	0.201
ATR	0.098	0.096	-0.002	-1.7%	0.000
Volume	22,387	19,733	-2,654	-11.9%	98,659

Daily Pivots for day following 20-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	2.944	2.916	2.782
R3	2.870	2.842	2.761
R2	2.796	2.796	2.755
R1	2.768	2.768	2.748	2.782
PP	2.722	2.722	2.722	2.729
S1	2.694	2.694	2.734	2.708
S2	2.648	2.648	2.727
S3	2.574	2.620	2.721
S4	2.500	2.546	2.700

Weekly Pivots for week ending 15-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	3.439	3.349	2.967
R3	3.238	3.148	2.911
R2	3.037	3.037	2.893
R1	2.947	2.947	2.874	2.992
PP	2.836	2.836	2.836	2.859
S1	2.746	2.746	2.838	2.791
S2	2.635	2.635	2.819
S3	2.434	2.545	2.801
S4	2.233	2.344	2.745

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.897	2.675	0.222	8.1%	0.091	3.3%	30%	False	True	19,482
10	2.927	2.675	0.252	9.2%	0.095	3.5%	26%	False	True	18,594
20	2.927	2.472	0.455	16.6%	0.092	3.3%	59%	False	False	15,516
40	2.927	2.472	0.455	16.6%	0.086	3.1%	59%	False	False	12,985
60	3.085	2.472	0.613	22.4%	0.079	2.9%	44%	False	False	11,362
80	3.085	2.472	0.613	22.4%	0.071	2.6%	44%	False	False	9,720

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.027
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.064
2.618	2.943
1.618	2.869
1.000	2.823
0.618	2.795
HIGH	2.749
0.618	2.721
0.500	2.712
0.382	2.703
LOW	2.675
0.618	2.629
1.000	2.601
1.618	2.555
2.618	2.481
4.250	2.361

Fisher Pivots for day following 20-Jan-2021
Pivot	1 day	3 day
R1	2.731	2.786
PP	2.722	2.771
S1	2.712	2.756

Download as Excel Spreadsheet

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

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