NYMEX Natural Gas Future December 2021

Trading Metrics calculated at close of trading on 31-Aug-2021

Day Change Summary
	Previous	Current
	30-Aug-2021	31-Aug-2021	Change	Change %	Previous Week
Open	4.620	4.465	-0.155	-3.4%	4.044
High	4.642	4.556	-0.086	-1.9%	4.549
Low	4.371	4.366	-0.005	-0.1%	4.027
Close	4.448	4.515	0.067	1.5%	4.522
Range	0.271	0.190	-0.081	-29.9%	0.522
ATR	0.147	0.150	0.003	2.1%	0.000
Volume	21,877	30,124	8,247	37.7%	129,634

Daily Pivots for day following 31-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	5.049	4.972	4.620
R3	4.859	4.782	4.567
R2	4.669	4.669	4.550
R1	4.592	4.592	4.532	4.631
PP	4.479	4.479	4.479	4.498
S1	4.402	4.402	4.498	4.441
S2	4.289	4.289	4.480
S3	4.099	4.212	4.463
S4	3.909	4.022	4.411

Weekly Pivots for week ending 27-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	5.932	5.749	4.809
R3	5.410	5.227	4.666
R2	4.888	4.888	4.618
R1	4.705	4.705	4.570	4.797
PP	4.366	4.366	4.366	4.412
S1	4.183	4.183	4.474	4.275
S2	3.844	3.844	4.426
S3	3.322	3.661	4.378
S4	2.800	3.139	4.235

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.642	4.058	0.584	12.9%	0.213	4.7%	78%	False	False	30,009
10	4.642	3.944	0.698	15.5%	0.156	3.4%	82%	False	False	24,116
20	4.642	3.944	0.698	15.5%	0.142	3.1%	82%	False	False	21,028
40	4.642	3.651	0.991	21.9%	0.132	2.9%	87%	False	False	17,567
60	4.642	3.311	1.331	29.5%	0.124	2.7%	90%	False	False	16,361
80	4.642	3.137	1.505	33.3%	0.109	2.4%	92%	False	False	14,582
100	4.642	2.978	1.664	36.9%	0.096	2.1%	92%	False	False	13,261
120	4.642	2.825	1.817	40.2%	0.090	2.0%	93%	False	False	12,030

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	0.032
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.364
2.618	5.053
1.618	4.863
1.000	4.746
0.618	4.673
HIGH	4.556
0.618	4.483
0.500	4.461
0.382	4.439
LOW	4.366
0.618	4.249
1.000	4.176
1.618	4.059
2.618	3.869
4.250	3.559

Fisher Pivots for day following 31-Aug-2021
Pivot	1 day	3 day
R1	4.497	4.511
PP	4.479	4.508
S1	4.461	4.504

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

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