NYMEX Natural Gas Future August 2021

Trading Metrics calculated at close of trading on 05-Jan-2021

Day Change Summary
	Previous	Current
	04-Jan-2021	05-Jan-2021	Change	Change %	Previous Week
Open	2.787	2.784	-0.003	-0.1%	2.523
High	2.816	2.860	0.044	1.6%	2.723
Low	2.765	2.784	0.019	0.7%	2.500
Close	2.772	2.850	0.078	2.8%	2.715
Range	0.051	0.076	0.025	49.0%	0.223
ATR	0.089	0.089	0.000	-0.1%	0.000
Volume	6,411	10,775	4,364	68.1%	31,790

Daily Pivots for day following 05-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	3.059	3.031	2.892
R3	2.983	2.955	2.871
R2	2.907	2.907	2.864
R1	2.879	2.879	2.857	2.893
PP	2.831	2.831	2.831	2.839
S1	2.803	2.803	2.843	2.817
S2	2.755	2.755	2.836
S3	2.679	2.727	2.829
S4	2.603	2.651	2.808

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	2.860	2.533	0.327	11.5%	0.074	2.6%	97%	True	False	7,950
10	2.883	2.500	0.383	13.4%	0.082	2.9%	91%	False	False	6,338
20	2.883	2.500	0.383	13.4%	0.078	2.7%	91%	False	False	6,377
40	2.984	2.500	0.484	17.0%	0.077	2.7%	72%	False	False	6,889

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.013
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.183
2.618	3.059
1.618	2.983
1.000	2.936
0.618	2.907
HIGH	2.860
0.618	2.831
0.500	2.822
0.382	2.813
LOW	2.784
0.618	2.737
1.000	2.708
1.618	2.661
2.618	2.585
4.250	2.461

Fisher Pivots for day following 05-Jan-2021
Pivot	1 day	3 day
R1	2.841	2.818
PP	2.831	2.787
S1	2.822	2.755

Download as Excel Spreadsheet

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

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