NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 04-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2020 |
04-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.760 |
2.511 |
-0.249 |
-9.0% |
2.831 |
| High |
2.768 |
2.623 |
-0.145 |
-5.2% |
2.996 |
| Low |
2.484 |
2.462 |
-0.022 |
-0.9% |
2.462 |
| Close |
2.507 |
2.575 |
0.068 |
2.7% |
2.575 |
| Range |
0.284 |
0.161 |
-0.123 |
-43.3% |
0.534 |
| ATR |
0.148 |
0.149 |
0.001 |
0.6% |
0.000 |
| Volume |
269,563 |
142,533 |
-127,030 |
-47.1% |
838,820 |
|
| Daily Pivots for day following 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.036 |
2.967 |
2.664 |
|
| R3 |
2.875 |
2.806 |
2.619 |
|
| R2 |
2.714 |
2.714 |
2.605 |
|
| R1 |
2.645 |
2.645 |
2.590 |
2.680 |
| PP |
2.553 |
2.553 |
2.553 |
2.571 |
| S1 |
2.484 |
2.484 |
2.560 |
2.519 |
| S2 |
2.392 |
2.392 |
2.545 |
|
| S3 |
2.231 |
2.323 |
2.531 |
|
| S4 |
2.070 |
2.162 |
2.486 |
|
|
| Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.280 |
3.961 |
2.869 |
|
| R3 |
3.746 |
3.427 |
2.722 |
|
| R2 |
3.212 |
3.212 |
2.673 |
|
| R1 |
2.893 |
2.893 |
2.624 |
2.786 |
| PP |
2.678 |
2.678 |
2.678 |
2.624 |
| S1 |
2.359 |
2.359 |
2.526 |
2.252 |
| S2 |
2.144 |
2.144 |
2.477 |
|
| S3 |
1.610 |
1.825 |
2.428 |
|
| S4 |
1.076 |
1.291 |
2.281 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.996 |
2.462 |
0.534 |
20.7% |
0.190 |
7.4% |
21% |
False |
True |
167,764 |
| 10 |
3.002 |
2.462 |
0.540 |
21.0% |
0.153 |
6.0% |
21% |
False |
True |
132,892 |
| 20 |
3.204 |
2.462 |
0.742 |
28.8% |
0.141 |
5.5% |
15% |
False |
True |
115,536 |
| 40 |
3.507 |
2.462 |
1.045 |
40.6% |
0.127 |
4.9% |
11% |
False |
True |
86,848 |
| 60 |
3.507 |
2.462 |
1.045 |
40.6% |
0.123 |
4.8% |
11% |
False |
True |
73,841 |
| 80 |
3.507 |
2.462 |
1.045 |
40.6% |
0.111 |
4.3% |
11% |
False |
True |
63,281 |
| 100 |
3.507 |
2.462 |
1.045 |
40.6% |
0.103 |
4.0% |
11% |
False |
True |
55,246 |
| 120 |
3.507 |
2.462 |
1.045 |
40.6% |
0.094 |
3.6% |
11% |
False |
True |
49,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.307 |
|
2.618 |
3.044 |
|
1.618 |
2.883 |
|
1.000 |
2.784 |
|
0.618 |
2.722 |
|
HIGH |
2.623 |
|
0.618 |
2.561 |
|
0.500 |
2.543 |
|
0.382 |
2.524 |
|
LOW |
2.462 |
|
0.618 |
2.363 |
|
1.000 |
2.301 |
|
1.618 |
2.202 |
|
2.618 |
2.041 |
|
4.250 |
1.778 |
|
|
| Fisher Pivots for day following 04-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.564 |
2.698 |
| PP |
2.553 |
2.657 |
| S1 |
2.543 |
2.616 |
|