NYMEX Natural Gas Future August 2021

Trading Metrics calculated at close of trading on 07-Jan-2021

Day Change Summary
	Previous	Current
	06-Jan-2021	07-Jan-2021	Change	Change %	Previous Week
Open	2.822	2.840	0.018	0.6%	2.523
High	2.887	2.874	-0.013	-0.5%	2.723
Low	2.779	2.799	0.020	0.7%	2.500
Close	2.851	2.849	-0.002	-0.1%	2.715
Range	0.108	0.075	-0.033	-30.6%	0.223
ATR	0.090	0.089	-0.001	-1.2%	0.000
Volume	7,597	6,592	-1,005	-13.2%	31,790

Daily Pivots for day following 07-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	3.066	3.032	2.890
R3	2.991	2.957	2.870
R2	2.916	2.916	2.863
R1	2.882	2.882	2.856	2.899
PP	2.841	2.841	2.841	2.849
S1	2.807	2.807	2.842	2.824
S2	2.766	2.766	2.835
S3	2.691	2.732	2.828
S4	2.616	2.657	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	2.887	2.650	0.237	8.3%	0.077	2.7%	84%	False	False	7,478
10	2.887	2.500	0.387	13.6%	0.089	3.1%	90%	False	False	7,014
20	2.887	2.500	0.387	13.6%	0.080	2.8%	90%	False	False	5,989
40	2.984	2.500	0.484	17.0%	0.078	2.7%	72%	False	False	7,077

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.193
2.618	3.070
1.618	2.995
1.000	2.949
0.618	2.920
HIGH	2.874
0.618	2.845
0.500	2.837
0.382	2.828
LOW	2.799
0.618	2.753
1.000	2.724
1.618	2.678
2.618	2.603
4.250	2.480

Fisher Pivots for day following 07-Jan-2021
Pivot	1 day	3 day
R1	2.845	2.844
PP	2.841	2.838
S1	2.837	2.833

Download as Excel Spreadsheet

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

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