NYMEX Natural Gas Future December 2021

Trading Metrics calculated at close of trading on 02-Sep-2021

Day Change Summary
	Previous	Current
	01-Sep-2021	02-Sep-2021	Change	Change %	Previous Week
Open	4.535	4.777	0.242	5.3%	4.044
High	4.833	4.858	0.025	0.5%	4.549
Low	4.523	4.714	0.191	4.2%	4.027
Close	4.749	4.780	0.031	0.7%	4.522
Range	0.310	0.144	-0.166	-53.5%	0.522
ATR	0.162	0.161	-0.001	-0.8%	0.000
Volume	41,711	32,214	-9,497	-22.8%	129,634

Daily Pivots for day following 02-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	5.216	5.142	4.859
R3	5.072	4.998	4.820
R2	4.928	4.928	4.806
R1	4.854	4.854	4.793	4.891
PP	4.784	4.784	4.784	4.803
S1	4.710	4.710	4.767	4.747
S2	4.640	4.640	4.754
S3	4.496	4.566	4.740
S4	4.352	4.422	4.701

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	4.858	4.366	0.492	10.3%	0.219	4.6%	84%	True	False	33,621
10	4.858	4.021	0.837	17.5%	0.181	3.8%	91%	True	False	27,650
20	4.858	3.944	0.914	19.1%	0.153	3.2%	91%	True	False	23,040
40	4.858	3.767	1.091	22.8%	0.135	2.8%	93%	True	False	18,495
60	4.858	3.331	1.527	31.9%	0.129	2.7%	95%	True	False	17,103
80	4.858	3.152	1.706	35.7%	0.113	2.4%	95%	True	False	15,309
100	4.858	3.008	1.850	38.7%	0.100	2.1%	96%	True	False	13,748
120	4.858	2.825	2.033	42.5%	0.093	1.9%	96%	True	False	12,546

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	0.033
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	5.470
2.618	5.235
1.618	5.091
1.000	5.002
0.618	4.947
HIGH	4.858
0.618	4.803
0.500	4.786
0.382	4.769
LOW	4.714
0.618	4.625
1.000	4.570
1.618	4.481
2.618	4.337
4.250	4.102

Fisher Pivots for day following 02-Sep-2021
Pivot	1 day	3 day
R1	4.786	4.724
PP	4.784	4.668
S1	4.782	4.612

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

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