NYMEX Natural Gas Future December 2021

Trading Metrics calculated at close of trading on 16-Sep-2021

Day Change Summary
	Previous	Current
	15-Sep-2021	16-Sep-2021	Change	Change %	Previous Week
Open	5.417	5.550	0.133	2.5%	4.866
High	5.790	5.739	-0.051	-0.9%	5.184
Low	5.407	5.381	-0.026	-0.5%	4.697
Close	5.604	5.492	-0.112	-2.0%	5.067
Range	0.383	0.358	-0.025	-6.5%	0.487
ATR	0.211	0.221	0.011	5.0%	0.000
Volume	59,743	51,249	-8,494	-14.2%	144,805

Daily Pivots for day following 16-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	6.611	6.410	5.689
R3	6.253	6.052	5.590
R2	5.895	5.895	5.558
R1	5.694	5.694	5.525	5.616
PP	5.537	5.537	5.537	5.498
S1	5.336	5.336	5.459	5.258
S2	5.179	5.179	5.426
S3	4.821	4.978	5.394
S4	4.463	4.620	5.295

Weekly Pivots for week ending 10-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	6.444	6.242	5.335
R3	5.957	5.755	5.201
R2	5.470	5.470	5.156
R1	5.268	5.268	5.112	5.369
PP	4.983	4.983	4.983	5.033
S1	4.781	4.781	5.022	4.882
S2	4.496	4.496	4.978
S3	4.009	4.294	4.933
S4	3.522	3.807	4.799

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.790	5.018	0.772	14.1%	0.295	5.4%	61%	False	False	44,166
10	5.790	4.697	1.093	19.9%	0.259	4.7%	73%	False	False	38,632
20	5.790	3.944	1.846	33.6%	0.219	4.0%	84%	False	False	32,669
40	5.790	3.944	1.846	33.6%	0.175	3.2%	84%	False	False	24,507
60	5.790	3.439	2.351	42.8%	0.158	2.9%	87%	False	False	21,345
80	5.790	3.152	2.638	48.0%	0.137	2.5%	89%	False	False	18,779
100	5.790	3.137	2.653	48.3%	0.120	2.2%	89%	False	False	16,709
120	5.790	2.880	2.910	53.0%	0.109	2.0%	90%	False	False	15,199

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	0.054
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7.261
2.618	6.676
1.618	6.318
1.000	6.097
0.618	5.960
HIGH	5.739
0.618	5.602
0.500	5.560
0.382	5.518
LOW	5.381
0.618	5.160
1.000	5.023
1.618	4.802
2.618	4.444
4.250	3.860

Fisher Pivots for day following 16-Sep-2021
Pivot	1 day	3 day
R1	5.560	5.552
PP	5.537	5.532
S1	5.515	5.512

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

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