NYMEX Natural Gas Future September 2021

Trading Metrics calculated at close of trading on 14-Dec-2020

Day Change Summary
	Previous	Current
	11-Dec-2020	14-Dec-2020	Change	Change %	Previous Week
Open	2.712	2.776	0.064	2.4%	2.571
High	2.755	2.806	0.051	1.9%	2.755
Low	2.693	2.739	0.046	1.7%	2.516
Close	2.731	2.782	0.051	1.9%	2.731
Range	0.062	0.067	0.005	8.1%	0.239
ATR	0.090	0.089	-0.001	-1.2%	0.000
Volume	5,419	6,238	819	15.1%	46,421

Daily Pivots for day following 14-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.977	2.946	2.819
R3	2.910	2.879	2.800
R2	2.843	2.843	2.794
R1	2.812	2.812	2.788	2.828
PP	2.776	2.776	2.776	2.783
S1	2.745	2.745	2.776	2.761
S2	2.709	2.709	2.770
S3	2.642	2.678	2.764
S4	2.575	2.611	2.745

Weekly Pivots for week ending 11-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.384	3.297	2.862
R3	3.145	3.058	2.797
R2	2.906	2.906	2.775
R1	2.819	2.819	2.753	2.863
PP	2.667	2.667	2.667	2.689
S1	2.580	2.580	2.709	2.624
S2	2.428	2.428	2.687
S3	2.189	2.341	2.665
S4	1.950	2.102	2.600

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.806	2.542	0.264	9.5%	0.088	3.1%	91%	True	False	8,221
10	2.855	2.516	0.339	12.2%	0.096	3.5%	78%	False	False	8,550

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.091
2.618	2.981
1.618	2.914
1.000	2.873
0.618	2.847
HIGH	2.806
0.618	2.780
0.500	2.773
0.382	2.765
LOW	2.739
0.618	2.698
1.000	2.672
1.618	2.631
2.618	2.564
4.250	2.454

Fisher Pivots for day following 14-Dec-2020
Pivot	1 day	3 day
R1	2.779	2.753
PP	2.776	2.724
S1	2.773	2.695

Download as Excel Spreadsheet

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

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