NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 10-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2020 |
10-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.454 |
2.430 |
-0.024 |
-1.0% |
2.831 |
| High |
2.524 |
2.594 |
0.070 |
2.8% |
2.996 |
| Low |
2.421 |
2.381 |
-0.040 |
-1.7% |
2.462 |
| Close |
2.442 |
2.553 |
0.111 |
4.5% |
2.575 |
| Range |
0.103 |
0.213 |
0.110 |
106.8% |
0.534 |
| ATR |
0.147 |
0.152 |
0.005 |
3.2% |
0.000 |
| Volume |
185,147 |
215,458 |
30,311 |
16.4% |
838,820 |
|
| Daily Pivots for day following 10-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.148 |
3.064 |
2.670 |
|
| R3 |
2.935 |
2.851 |
2.612 |
|
| R2 |
2.722 |
2.722 |
2.592 |
|
| R1 |
2.638 |
2.638 |
2.573 |
2.680 |
| PP |
2.509 |
2.509 |
2.509 |
2.531 |
| S1 |
2.425 |
2.425 |
2.533 |
2.467 |
| S2 |
2.296 |
2.296 |
2.514 |
|
| S3 |
2.083 |
2.212 |
2.494 |
|
| S4 |
1.870 |
1.999 |
2.436 |
|
|
| 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 |
2.623 |
2.368 |
0.255 |
10.0% |
0.138 |
5.4% |
73% |
False |
False |
191,487 |
| 10 |
2.996 |
2.368 |
0.628 |
24.6% |
0.162 |
6.3% |
29% |
False |
False |
174,779 |
| 20 |
3.204 |
2.368 |
0.836 |
32.7% |
0.144 |
5.6% |
22% |
False |
False |
138,723 |
| 40 |
3.507 |
2.368 |
1.139 |
44.6% |
0.131 |
5.1% |
16% |
False |
False |
98,702 |
| 60 |
3.507 |
2.368 |
1.139 |
44.6% |
0.127 |
5.0% |
16% |
False |
False |
85,440 |
| 80 |
3.507 |
2.368 |
1.139 |
44.6% |
0.114 |
4.5% |
16% |
False |
False |
72,202 |
| 100 |
3.507 |
2.368 |
1.139 |
44.6% |
0.106 |
4.1% |
16% |
False |
False |
62,713 |
| 120 |
3.507 |
2.368 |
1.139 |
44.6% |
0.097 |
3.8% |
16% |
False |
False |
56,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.499 |
|
2.618 |
3.152 |
|
1.618 |
2.939 |
|
1.000 |
2.807 |
|
0.618 |
2.726 |
|
HIGH |
2.594 |
|
0.618 |
2.513 |
|
0.500 |
2.488 |
|
0.382 |
2.462 |
|
LOW |
2.381 |
|
0.618 |
2.249 |
|
1.000 |
2.168 |
|
1.618 |
2.036 |
|
2.618 |
1.823 |
|
4.250 |
1.476 |
|
|
| Fisher Pivots for day following 10-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.531 |
2.529 |
| PP |
2.509 |
2.505 |
| S1 |
2.488 |
2.481 |
|