NYMEX Natural Gas Future July 2021

Trading Metrics calculated at close of trading on 21-Jan-2021

Day Change Summary
	Previous	Current
	20-Jan-2021	21-Jan-2021	Change	Change %	Previous Week
Open	2.736	2.730	-0.006	-0.2%	2.735
High	2.749	2.739	-0.010	-0.4%	2.927
Low	2.675	2.682	0.007	0.3%	2.726
Close	2.741	2.716	-0.025	-0.9%	2.856
Range	0.074	0.057	-0.017	-23.0%	0.201
ATR	0.096	0.093	-0.003	-2.8%	0.000
Volume	19,733	11,878	-7,855	-39.8%	98,659

Daily Pivots for day following 21-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	2.883	2.857	2.747
R3	2.826	2.800	2.732
R2	2.769	2.769	2.726
R1	2.743	2.743	2.721	2.728
PP	2.712	2.712	2.712	2.705
S1	2.686	2.686	2.711	2.671
S2	2.655	2.655	2.706
S3	2.598	2.629	2.700
S4	2.541	2.572	2.685

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	8.2%	0.089	3.3%	18%	False	False	18,130
10	2.927	2.675	0.252	9.3%	0.090	3.3%	16%	False	False	18,301
20	2.927	2.472	0.455	16.8%	0.092	3.4%	54%	False	False	15,758
40	2.927	2.472	0.455	16.8%	0.086	3.2%	54%	False	False	13,021
60	3.085	2.472	0.613	22.6%	0.079	2.9%	40%	False	False	11,455
80	3.085	2.472	0.613	22.6%	0.071	2.6%	40%	False	False	9,826

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.023
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	2.981
2.618	2.888
1.618	2.831
1.000	2.796
0.618	2.774
HIGH	2.739
0.618	2.717
0.500	2.711
0.382	2.704
LOW	2.682
0.618	2.647
1.000	2.625
1.618	2.590
2.618	2.533
4.250	2.440

Fisher Pivots for day following 21-Jan-2021
Pivot	1 day	3 day
R1	2.714	2.751
PP	2.712	2.739
S1	2.711	2.728

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

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