NYMEX Natural Gas Future August 2021

Trading Metrics calculated at close of trading on 23-Dec-2020

Day Change Summary
	Previous	Current
	22-Dec-2020	23-Dec-2020	Change	Change %	Previous Week
Open	2.838	2.860	0.022	0.8%	2.788
High	2.883	2.876	-0.007	-0.2%	2.849
Low	2.819	2.716	-0.103	-3.7%	2.748
Close	2.860	2.742	-0.118	-4.1%	2.801
Range	0.064	0.160	0.096	150.0%	0.101
ATR	0.077	0.083	0.006	7.8%	0.000
Volume	4,047	4,800	753	18.6%	25,863

Daily Pivots for day following 23-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.258	3.160	2.830
R3	3.098	3.000	2.786
R2	2.938	2.938	2.771
R1	2.840	2.840	2.757	2.809
PP	2.778	2.778	2.778	2.763
S1	2.680	2.680	2.727	2.649
S2	2.618	2.618	2.713
S3	2.458	2.520	2.698
S4	2.298	2.360	2.654

Weekly Pivots for week ending 18-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.102	3.053	2.857
R3	3.001	2.952	2.829
R2	2.900	2.900	2.820
R1	2.851	2.851	2.810	2.876
PP	2.799	2.799	2.799	2.812
S1	2.750	2.750	2.792	2.775
S2	2.698	2.698	2.782
S3	2.597	2.649	2.773
S4	2.496	2.548	2.745

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.883	2.716	0.167	6.1%	0.080	2.9%	16%	False	True	4,655
10	2.883	2.590	0.293	10.7%	0.081	2.9%	52%	False	False	4,979
20	2.883	2.524	0.359	13.1%	0.085	3.1%	61%	False	False	6,445
40	3.096	2.524	0.572	20.9%	0.075	2.7%	38%	False	False	6,255

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.018
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	3.556
2.618	3.295
1.618	3.135
1.000	3.036
0.618	2.975
HIGH	2.876
0.618	2.815
0.500	2.796
0.382	2.777
LOW	2.716
0.618	2.617
1.000	2.556
1.618	2.457
2.618	2.297
4.250	2.036

Fisher Pivots for day following 23-Dec-2020
Pivot	1 day	3 day
R1	2.796	2.800
PP	2.778	2.780
S1	2.760	2.761

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

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