NYMEX Natural Gas Future August 2021

Trading Metrics calculated at close of trading on 06-Jan-2021

Day Change Summary
	Previous	Current
	05-Jan-2021	06-Jan-2021	Change	Change %	Previous Week
Open	2.784	2.822	0.038	1.4%	2.523
High	2.860	2.887	0.027	0.9%	2.723
Low	2.784	2.779	-0.005	-0.2%	2.500
Close	2.850	2.851	0.001	0.0%	2.715
Range	0.076	0.108	0.032	42.1%	0.223
ATR	0.089	0.090	0.001	1.5%	0.000
Volume	10,775	7,597	-3,178	-29.5%	31,790

Daily Pivots for day following 06-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	3.163	3.115	2.910
R3	3.055	3.007	2.881
R2	2.947	2.947	2.871
R1	2.899	2.899	2.861	2.923
PP	2.839	2.839	2.839	2.851
S1	2.791	2.791	2.841	2.815
S2	2.731	2.731	2.831
S3	2.623	2.683	2.821
S4	2.515	2.575	2.792

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	2.887	2.609	0.278	9.8%	0.072	2.5%	87%	True	False	6,786
10	2.887	2.500	0.387	13.6%	0.087	3.1%	91%	True	False	6,760
20	2.887	2.500	0.387	13.6%	0.080	2.8%	91%	True	False	6,139
40	2.984	2.500	0.484	17.0%	0.078	2.7%	73%	False	False	6,993

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	0.015
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.346
2.618	3.170
1.618	3.062
1.000	2.995
0.618	2.954
HIGH	2.887
0.618	2.846
0.500	2.833
0.382	2.820
LOW	2.779
0.618	2.712
1.000	2.671
1.618	2.604
2.618	2.496
4.250	2.320

Fisher Pivots for day following 06-Jan-2021
Pivot	1 day	3 day
R1	2.845	2.843
PP	2.839	2.834
S1	2.833	2.826

Download as Excel Spreadsheet

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

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