NYMEX Natural Gas Future August 2021

Trading Metrics calculated at close of trading on 24-Dec-2020

Day Change Summary
	Previous	Current
	23-Dec-2020	24-Dec-2020	Change	Change %	Previous Week
Open	2.860	2.742	-0.118	-4.1%	2.788
High	2.876	2.745	-0.131	-4.6%	2.849
Low	2.716	2.672	-0.044	-1.6%	2.748
Close	2.742	2.677	-0.065	-2.4%	2.801
Range	0.160	0.073	-0.087	-54.4%	0.101
ATR	0.083	0.082	-0.001	-0.8%	0.000
Volume	4,800	2,182	-2,618	-54.5%	25,863

Daily Pivots for day following 24-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.917	2.870	2.717
R3	2.844	2.797	2.697
R2	2.771	2.771	2.690
R1	2.724	2.724	2.684	2.711
PP	2.698	2.698	2.698	2.692
S1	2.651	2.651	2.670	2.638
S2	2.625	2.625	2.664
S3	2.552	2.578	2.657
S4	2.479	2.505	2.637

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	2.672	0.211	7.9%	0.077	2.9%	2%	False	True	3,852
10	2.883	2.672	0.211	7.9%	0.071	2.7%	2%	False	True	4,396
20	2.883	2.524	0.359	13.4%	0.085	3.2%	43%	False	False	6,362
40	3.096	2.524	0.572	21.4%	0.076	2.8%	27%	False	False	6,263

Crabel Price Patterns
NR	True
NR4	False
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	0.017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.055
2.618	2.936
1.618	2.863
1.000	2.818
0.618	2.790
HIGH	2.745
0.618	2.717
0.500	2.709
0.382	2.700
LOW	2.672
0.618	2.627
1.000	2.599
1.618	2.554
2.618	2.481
4.250	2.362

Fisher Pivots for day following 24-Dec-2020
Pivot	1 day	3 day
R1	2.709	2.778
PP	2.698	2.744
S1	2.688	2.711

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

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