NYMEX Natural Gas Future August 2021

Trading Metrics calculated at close of trading on 17-Dec-2020

Day Change Summary
	Previous	Current
	16-Dec-2020	17-Dec-2020	Change	Change %	Previous Week
Open	2.804	2.840	0.036	1.3%	2.561
High	2.831	2.849	0.018	0.6%	2.764
Low	2.772	2.760	-0.012	-0.4%	2.524
Close	2.827	2.772	-0.055	-1.9%	2.740
Range	0.059	0.089	0.030	50.8%	0.240
ATR	0.082	0.082	0.001	0.6%	0.000
Volume	3,650	6,198	2,548	69.8%	38,309

Daily Pivots for day following 17-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.061	3.005	2.821
R3	2.972	2.916	2.796
R2	2.883	2.883	2.788
R1	2.827	2.827	2.780	2.811
PP	2.794	2.794	2.794	2.785
S1	2.738	2.738	2.764	2.722
S2	2.705	2.705	2.756
S3	2.616	2.649	2.748
S4	2.527	2.560	2.723

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	2.849	2.701	0.148	5.3%	0.066	2.4%	48%	True	False	4,940
10	2.849	2.524	0.325	11.7%	0.079	2.9%	76%	True	False	6,665
20	2.879	2.524	0.355	12.8%	0.084	3.0%	70%	False	False	7,734
40	3.096	2.524	0.572	20.6%	0.071	2.6%	43%	False	False	6,192

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.022
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.227
2.618	3.082
1.618	2.993
1.000	2.938
0.618	2.904
HIGH	2.849
0.618	2.815
0.500	2.805
0.382	2.794
LOW	2.760
0.618	2.705
1.000	2.671
1.618	2.616
2.618	2.527
4.250	2.382

Fisher Pivots for day following 17-Dec-2020
Pivot	1 day	3 day
R1	2.805	2.802
PP	2.794	2.792
S1	2.783	2.782

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

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