NYMEX Natural Gas Future October 2021

Trading Metrics calculated at close of trading on 05-Jan-2021

Day Change Summary
	Previous	Current
	04-Jan-2021	05-Jan-2021	Change	Change %	Previous Week
Open	2.813	2.806	-0.007	-0.2%	2.649
High	2.837	2.878	0.041	1.4%	2.750
Low	2.786	2.806	0.020	0.7%	2.555
Close	2.793	2.865	0.072	2.6%	2.741
Range	0.051	0.072	0.021	41.2%	0.195
ATR
Volume	18,856	24,817	5,961	31.6%	72,468

Daily Pivots for day following 05-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	3.066	3.037	2.905
R3	2.994	2.965	2.885
R2	2.922	2.922	2.878
R1	2.893	2.893	2.872	2.908
PP	2.850	2.850	2.850	2.857
S1	2.821	2.821	2.858	2.836
S2	2.778	2.778	2.852
S3	2.706	2.749	2.845
S4	2.634	2.677	2.825

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	2.878	2.562	0.316	11.0%	0.072	2.5%	96%	True	False	17,521
10	2.897	2.555	0.342	11.9%	0.080	2.8%	91%	False	False	16,023

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	0.012
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.184
2.618	3.066
1.618	2.994
1.000	2.950
0.618	2.922
HIGH	2.878
0.618	2.850
0.500	2.842
0.382	2.834
LOW	2.806
0.618	2.762
1.000	2.734
1.618	2.690
2.618	2.618
4.250	2.500

Fisher Pivots for day following 05-Jan-2021
Pivot	1 day	3 day
R1	2.857	2.836
PP	2.850	2.807
S1	2.842	2.779

Download as Excel Spreadsheet

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

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