NYMEX Natural Gas Future September 2021

Trading Metrics calculated at close of trading on 15-Dec-2020

Day Change Summary
	Previous	Current
	14-Dec-2020	15-Dec-2020	Change	Change %	Previous Week
Open	2.776	2.778	0.002	0.1%	2.571
High	2.806	2.796	-0.010	-0.4%	2.755
Low	2.739	2.746	0.007	0.3%	2.516
Close	2.782	2.792	0.010	0.4%	2.731
Range	0.067	0.050	-0.017	-25.4%	0.239
ATR	0.089	0.086	-0.003	-3.1%	0.000
Volume	6,238	4,862	-1,376	-22.1%	46,421

Daily Pivots for day following 15-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.928	2.910	2.820
R3	2.878	2.860	2.806
R2	2.828	2.828	2.801
R1	2.810	2.810	2.797	2.819
PP	2.778	2.778	2.778	2.783
S1	2.760	2.760	2.787	2.769
S2	2.728	2.728	2.783
S3	2.678	2.710	2.778
S4	2.628	2.660	2.765

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	2.584	0.222	8.0%	0.081	2.9%	94%	False	False	6,860
10	2.834	2.516	0.318	11.4%	0.095	3.4%	87%	False	False	8,670

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.021
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	3.009
2.618	2.927
1.618	2.877
1.000	2.846
0.618	2.827
HIGH	2.796
0.618	2.777
0.500	2.771
0.382	2.765
LOW	2.746
0.618	2.715
1.000	2.696
1.618	2.665
2.618	2.615
4.250	2.534

Fisher Pivots for day following 15-Dec-2020
Pivot	1 day	3 day
R1	2.785	2.778
PP	2.778	2.764
S1	2.771	2.750

Download as Excel Spreadsheet

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

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