NYMEX Natural Gas Future October 2021

Trading Metrics calculated at close of trading on 04-Jan-2021

Day Change Summary
	Previous	Current
	31-Dec-2020	04-Jan-2021	Change	Change %	Previous Week
Open	2.679	2.813	0.134	5.0%	2.649
High	2.750	2.837	0.087	3.2%	2.750
Low	2.679	2.786	0.107	4.0%	2.555
Close	2.741	2.793	0.052	1.9%	2.741
Range	0.071	0.051	-0.020	-28.2%	0.195
ATR
Volume	17,656	18,856	1,200	6.8%	72,468

Daily Pivots for day following 04-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	2.958	2.927	2.821
R3	2.907	2.876	2.807
R2	2.856	2.856	2.802
R1	2.825	2.825	2.798	2.815
PP	2.805	2.805	2.805	2.801
S1	2.774	2.774	2.788	2.764
S2	2.754	2.754	2.784
S3	2.703	2.723	2.779
S4	2.652	2.672	2.765

Weekly Pivots for week ending 01-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	3.267	3.199	2.848
R3	3.072	3.004	2.795
R2	2.877	2.877	2.777
R1	2.809	2.809	2.759	2.843
PP	2.682	2.682	2.682	2.699
S1	2.614	2.614	2.723	2.648
S2	2.487	2.487	2.705
S3	2.292	2.419	2.687
S4	2.097	2.224	2.634

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.837	2.555	0.282	10.1%	0.076	2.7%	84%	True	False	18,264
10	2.897	2.555	0.342	12.2%	0.076	2.7%	70%	False	False	14,620

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.054
2.618	2.971
1.618	2.920
1.000	2.888
0.618	2.869
HIGH	2.837
0.618	2.818
0.500	2.812
0.382	2.805
LOW	2.786
0.618	2.754
1.000	2.735
1.618	2.703
2.618	2.652
4.250	2.569

Fisher Pivots for day following 04-Jan-2021
Pivot	1 day	3 day
R1	2.812	2.774
PP	2.805	2.756
S1	2.799	2.737

Download as Excel Spreadsheet

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

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