NYMEX Natural Gas Future December 2021

Trading Metrics calculated at close of trading on 21-Oct-2021

Day Change Summary
	Previous	Current
	20-Oct-2021	21-Oct-2021	Change	Change %	Previous Week
Open	5.329	5.439	0.110	2.1%	5.835
High	5.483	5.478	-0.005	-0.1%	6.111
Low	5.194	5.240	0.046	0.9%	5.332
Close	5.447	5.346	-0.101	-1.9%	5.600
Range	0.289	0.238	-0.051	-17.6%	0.779
ATR	0.376	0.367	-0.010	-2.6%	0.000
Volume	72,766	80,530	7,764	10.7%	398,629

Daily Pivots for day following 21-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	6.069	5.945	5.477
R3	5.831	5.707	5.411
R2	5.593	5.593	5.390
R1	5.469	5.469	5.368	5.412
PP	5.355	5.355	5.355	5.326
S1	5.231	5.231	5.324	5.174
S2	5.117	5.117	5.302
S3	4.879	4.993	5.281
S4	4.641	4.755	5.215

Weekly Pivots for week ending 15-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	8.018	7.588	6.028
R3	7.239	6.809	5.814
R2	6.460	6.460	5.743
R1	6.030	6.030	5.671	5.856
PP	5.681	5.681	5.681	5.594
S1	5.251	5.251	5.529	5.077
S2	4.902	4.902	5.457
S3	4.123	4.472	5.386
S4	3.344	3.693	5.172

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.940	5.070	0.870	16.3%	0.311	5.8%	32%	False	False	81,202
10	6.111	5.070	1.041	19.5%	0.341	6.4%	27%	False	False	75,993
20	6.593	5.070	1.523	28.5%	0.440	8.2%	18%	False	False	70,124
40	6.593	4.114	2.479	46.4%	0.350	6.5%	50%	False	False	52,807
60	6.593	3.944	2.649	49.6%	0.275	5.1%	53%	False	False	41,144
80	6.593	3.651	2.942	55.0%	0.237	4.4%	58%	False	False	34,424
100	6.593	3.237	3.356	62.8%	0.208	3.9%	63%	False	False	30,057
120	6.593	3.137	3.456	64.6%	0.183	3.4%	64%	False	False	26,555

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.102
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	6.490
2.618	6.101
1.618	5.863
1.000	5.716
0.618	5.625
HIGH	5.478
0.618	5.387
0.500	5.359
0.382	5.331
LOW	5.240
0.618	5.093
1.000	5.002
1.618	4.855
2.618	4.617
4.250	4.229

Fisher Pivots for day following 21-Oct-2021
Pivot	1 day	3 day
R1	5.359	5.323
PP	5.355	5.300
S1	5.350	5.277

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

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