NYMEX Natural Gas Future August 2021

Trading Metrics calculated at close of trading on 14-Dec-2020

Day Change Summary
	Previous	Current
	11-Dec-2020	14-Dec-2020	Change	Change %	Previous Week
Open	2.726	2.788	0.062	2.3%	2.561
High	2.764	2.815	0.051	1.8%	2.764
Low	2.701	2.748	0.047	1.7%	2.524
Close	2.740	2.791	0.051	1.9%	2.740
Range	0.063	0.067	0.004	6.3%	0.240
ATR	0.087	0.086	-0.001	-1.0%	0.000
Volume	3,697	6,221	2,524	68.3%	38,309

Daily Pivots for day following 14-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.986	2.955	2.828
R3	2.919	2.888	2.809
R2	2.852	2.852	2.803
R1	2.821	2.821	2.797	2.837
PP	2.785	2.785	2.785	2.792
S1	2.754	2.754	2.785	2.770
S2	2.718	2.718	2.779
S3	2.651	2.687	2.773
S4	2.584	2.620	2.754

Weekly Pivots for week ending 11-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.396	3.308	2.872
R3	3.156	3.068	2.806
R2	2.916	2.916	2.784
R1	2.828	2.828	2.762	2.872
PP	2.676	2.676	2.676	2.698
S1	2.588	2.588	2.718	2.632
S2	2.436	2.436	2.696
S3	2.196	2.348	2.674
S4	1.956	2.108	2.608

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.815	2.547	0.268	9.6%	0.088	3.2%	91%	True	False	6,433
10	2.862	2.524	0.338	12.1%	0.097	3.5%	79%	False	False	8,445
20	2.911	2.524	0.387	13.9%	0.084	3.0%	69%	False	False	8,412
40	3.096	2.524	0.572	20.5%	0.069	2.5%	47%	False	False	6,160

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	0.021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.100
2.618	2.990
1.618	2.923
1.000	2.882
0.618	2.856
HIGH	2.815
0.618	2.789
0.500	2.782
0.382	2.774
LOW	2.748
0.618	2.707
1.000	2.681
1.618	2.640
2.618	2.573
4.250	2.463

Fisher Pivots for day following 14-Dec-2020
Pivot	1 day	3 day
R1	2.788	2.762
PP	2.785	2.732
S1	2.782	2.703

Download as Excel Spreadsheet

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

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