NYMEX Natural Gas Future August 2021

Trading Metrics calculated at close of trading on 19-Jan-2021

Day Change Summary
	Previous	Current
	15-Jan-2021	19-Jan-2021	Change	Change %	Previous Week
Open	2.830	2.815	-0.015	-0.5%	2.774
High	2.913	2.850	-0.063	-2.2%	2.939
Low	2.808	2.743	-0.065	-2.3%	2.745
Close	2.874	2.756	-0.118	-4.1%	2.874
Range	0.105	0.107	0.002	1.9%	0.194
ATR	0.092	0.094	0.003	3.1%	0.000
Volume	6,605	11,896	5,291	80.1%	41,338

Daily Pivots for day following 19-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	3.104	3.037	2.815
R3	2.997	2.930	2.785
R2	2.890	2.890	2.776
R1	2.823	2.823	2.766	2.803
PP	2.783	2.783	2.783	2.773
S1	2.716	2.716	2.746	2.696
S2	2.676	2.676	2.736
S3	2.569	2.609	2.727
S4	2.462	2.502	2.697

Weekly Pivots for week ending 15-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	3.435	3.348	2.981
R3	3.241	3.154	2.927
R2	3.047	3.047	2.910
R1	2.960	2.960	2.892	3.004
PP	2.853	2.853	2.853	2.874
S1	2.766	2.766	2.856	2.810
S2	2.659	2.659	2.838
S3	2.465	2.572	2.821
S4	2.271	2.378	2.767

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.939	2.743	0.196	7.1%	0.095	3.5%	7%	False	True	8,906
10	2.939	2.743	0.196	7.1%	0.093	3.4%	7%	False	True	8,451
20	2.939	2.500	0.439	15.9%	0.085	3.1%	58%	False	False	7,098
40	2.939	2.500	0.439	15.9%	0.085	3.1%	58%	False	False	7,416
60	3.096	2.500	0.596	21.6%	0.076	2.8%	43%	False	False	6,494

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	0.029
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.305
2.618	3.130
1.618	3.023
1.000	2.957
0.618	2.916
HIGH	2.850
0.618	2.809
0.500	2.797
0.382	2.784
LOW	2.743
0.618	2.677
1.000	2.636
1.618	2.570
2.618	2.463
4.250	2.288

Fisher Pivots for day following 19-Jan-2021
Pivot	1 day	3 day
R1	2.797	2.828
PP	2.783	2.804
S1	2.770	2.780

Download as Excel Spreadsheet

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

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