NYMEX Natural Gas Future August 2021

Trading Metrics calculated at close of trading on 04-Jan-2021

Day Change Summary
	Previous	Current
	31-Dec-2020	04-Jan-2021	Change	Change %	Previous Week
Open	2.650	2.787	0.137	5.2%	2.523
High	2.723	2.816	0.093	3.4%	2.723
Low	2.650	2.765	0.115	4.3%	2.500
Close	2.715	2.772	0.057	2.1%	2.715
Range	0.073	0.051	-0.022	-30.1%	0.223
ATR	0.088	0.089	0.001	1.1%	0.000
Volume	6,018	6,411	393	6.5%	31,790

Daily Pivots for day following 04-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	2.937	2.906	2.800
R3	2.886	2.855	2.786
R2	2.835	2.835	2.781
R1	2.804	2.804	2.777	2.794
PP	2.784	2.784	2.784	2.780
S1	2.753	2.753	2.767	2.743
S2	2.733	2.733	2.763
S3	2.682	2.702	2.758
S4	2.631	2.651	2.744

Weekly Pivots for week ending 01-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	3.315	3.238	2.838
R3	3.092	3.015	2.776
R2	2.869	2.869	2.756
R1	2.792	2.792	2.735	2.831
PP	2.646	2.646	2.646	2.665
S1	2.569	2.569	2.695	2.608
S2	2.423	2.423	2.674
S3	2.200	2.346	2.654
S4	1.977	2.123	2.592

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.816	2.500	0.316	11.4%	0.079	2.8%	86%	True	False	7,640
10	2.883	2.500	0.383	13.8%	0.078	2.8%	71%	False	False	5,746
20	2.883	2.500	0.383	13.8%	0.079	2.8%	71%	False	False	6,206
40	3.015	2.500	0.515	18.6%	0.078	2.8%	53%	False	False	6,755

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.014
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	3.033
2.618	2.950
1.618	2.899
1.000	2.867
0.618	2.848
HIGH	2.816
0.618	2.797
0.500	2.791
0.382	2.784
LOW	2.765
0.618	2.733
1.000	2.714
1.618	2.682
2.618	2.631
4.250	2.548

Fisher Pivots for day following 04-Jan-2021
Pivot	1 day	3 day
R1	2.791	2.752
PP	2.784	2.732
S1	2.778	2.713

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

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