NYMEX Natural Gas Future August 2021

Trading Metrics calculated at close of trading on 22-Jan-2021

Day Change Summary
	Previous	Current
	21-Jan-2021	22-Jan-2021	Change	Change %	Previous Week
Open	2.750	2.740	-0.010	-0.4%	2.815
High	2.762	2.747	-0.015	-0.5%	2.850
Low	2.707	2.691	-0.016	-0.6%	2.691
Close	2.740	2.721	-0.019	-0.7%	2.721
Range	0.055	0.056	0.001	1.8%	0.159
ATR	0.090	0.088	-0.002	-2.7%	0.000
Volume	5,397	5,123	-274	-5.1%	29,469

Daily Pivots for day following 22-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	2.888	2.860	2.752
R3	2.832	2.804	2.736
R2	2.776	2.776	2.731
R1	2.748	2.748	2.726	2.734
PP	2.720	2.720	2.720	2.713
S1	2.692	2.692	2.716	2.678
S2	2.664	2.664	2.711
S3	2.608	2.636	2.706
S4	2.552	2.580	2.690

Weekly Pivots for week ending 22-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	3.231	3.135	2.808
R3	3.072	2.976	2.765
R2	2.913	2.913	2.750
R1	2.817	2.817	2.736	2.786
PP	2.754	2.754	2.754	2.738
S1	2.658	2.658	2.706	2.627
S2	2.595	2.595	2.692
S3	2.436	2.499	2.677
S4	2.277	2.340	2.634

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.913	2.691	0.222	8.2%	0.079	2.9%	14%	False	True	7,214
10	2.939	2.691	0.248	9.1%	0.086	3.1%	12%	False	True	7,712
20	2.939	2.500	0.439	16.1%	0.087	3.2%	50%	False	False	7,363
40	2.939	2.500	0.439	16.1%	0.083	3.1%	50%	False	False	6,898
60	3.096	2.500	0.596	21.9%	0.077	2.8%	37%	False	False	6,614

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.025
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.985
2.618	2.894
1.618	2.838
1.000	2.803
0.618	2.782
HIGH	2.747
0.618	2.726
0.500	2.719
0.382	2.712
LOW	2.691
0.618	2.656
1.000	2.635
1.618	2.600
2.618	2.544
4.250	2.453

Fisher Pivots for day following 22-Jan-2021
Pivot	1 day	3 day
R1	2.720	2.732
PP	2.720	2.728
S1	2.719	2.725

Download as Excel Spreadsheet

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

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