NYMEX Natural Gas Future October 2021

Trading Metrics calculated at close of trading on 08-Jan-2021

Day Change Summary
	Previous	Current
	07-Jan-2021	08-Jan-2021	Change	Change %	Previous Week
Open	2.855	2.827	-0.028	-1.0%	2.813
High	2.882	2.850	-0.032	-1.1%	2.898
Low	2.813	2.800	-0.013	-0.5%	2.786
Close	2.861	2.829	-0.032	-1.1%	2.829
Range	0.069	0.050	-0.019	-27.5%	0.112
ATR	0.087	0.086	-0.002	-2.2%	0.000
Volume	26,870	17,082	-9,788	-36.4%	104,718

Daily Pivots for day following 08-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	2.976	2.953	2.857
R3	2.926	2.903	2.843
R2	2.876	2.876	2.838
R1	2.853	2.853	2.834	2.865
PP	2.826	2.826	2.826	2.832
S1	2.803	2.803	2.824	2.815
S2	2.776	2.776	2.820
S3	2.726	2.753	2.815
S4	2.676	2.703	2.802

Weekly Pivots for week ending 08-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	3.174	3.113	2.891
R3	3.062	3.001	2.860
R2	2.950	2.950	2.850
R1	2.889	2.889	2.839	2.920
PP	2.838	2.838	2.838	2.853
S1	2.777	2.777	2.819	2.808
S2	2.726	2.726	2.808
S3	2.614	2.665	2.798
S4	2.502	2.553	2.767

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.898	2.786	0.112	4.0%	0.069	2.4%	38%	False	False	20,943
10	2.898	2.555	0.343	12.1%	0.074	2.6%	80%	False	False	18,241

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.016
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	3.063
2.618	2.981
1.618	2.931
1.000	2.900
0.618	2.881
HIGH	2.850
0.618	2.831
0.500	2.825
0.382	2.819
LOW	2.800
0.618	2.769
1.000	2.750
1.618	2.719
2.618	2.669
4.250	2.588

Fisher Pivots for day following 08-Jan-2021
Pivot	1 day	3 day
R1	2.828	2.847
PP	2.826	2.841
S1	2.825	2.835

Download as Excel Spreadsheet

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

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