NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 11-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2020 |
11-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.430 |
2.568 |
0.138 |
5.7% |
2.456 |
| High |
2.594 |
2.630 |
0.036 |
1.4% |
2.630 |
| Low |
2.381 |
2.526 |
0.145 |
6.1% |
2.368 |
| Close |
2.553 |
2.591 |
0.038 |
1.5% |
2.591 |
| Range |
0.213 |
0.104 |
-0.109 |
-51.2% |
0.262 |
| ATR |
0.152 |
0.149 |
-0.003 |
-2.3% |
0.000 |
| Volume |
215,458 |
177,710 |
-37,748 |
-17.5% |
992,615 |
|
| Daily Pivots for day following 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.894 |
2.847 |
2.648 |
|
| R3 |
2.790 |
2.743 |
2.620 |
|
| R2 |
2.686 |
2.686 |
2.610 |
|
| R1 |
2.639 |
2.639 |
2.601 |
2.663 |
| PP |
2.582 |
2.582 |
2.582 |
2.594 |
| S1 |
2.535 |
2.535 |
2.581 |
2.559 |
| S2 |
2.478 |
2.478 |
2.572 |
|
| S3 |
2.374 |
2.431 |
2.562 |
|
| S4 |
2.270 |
2.327 |
2.534 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.316 |
3.215 |
2.735 |
|
| R3 |
3.054 |
2.953 |
2.663 |
|
| R2 |
2.792 |
2.792 |
2.639 |
|
| R1 |
2.691 |
2.691 |
2.615 |
2.742 |
| PP |
2.530 |
2.530 |
2.530 |
2.555 |
| S1 |
2.429 |
2.429 |
2.567 |
2.480 |
| S2 |
2.268 |
2.268 |
2.543 |
|
| S3 |
2.006 |
2.167 |
2.519 |
|
| S4 |
1.744 |
1.905 |
2.447 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.630 |
2.368 |
0.262 |
10.1% |
0.127 |
4.9% |
85% |
True |
False |
198,523 |
| 10 |
2.996 |
2.368 |
0.628 |
24.2% |
0.159 |
6.1% |
36% |
False |
False |
183,143 |
| 20 |
3.204 |
2.368 |
0.836 |
32.3% |
0.143 |
5.5% |
27% |
False |
False |
143,610 |
| 40 |
3.507 |
2.368 |
1.139 |
44.0% |
0.132 |
5.1% |
20% |
False |
False |
102,017 |
| 60 |
3.507 |
2.368 |
1.139 |
44.0% |
0.127 |
4.9% |
20% |
False |
False |
87,539 |
| 80 |
3.507 |
2.368 |
1.139 |
44.0% |
0.115 |
4.4% |
20% |
False |
False |
74,257 |
| 100 |
3.507 |
2.368 |
1.139 |
44.0% |
0.106 |
4.1% |
20% |
False |
False |
64,349 |
| 120 |
3.507 |
2.368 |
1.139 |
44.0% |
0.098 |
3.8% |
20% |
False |
False |
57,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.072 |
|
2.618 |
2.902 |
|
1.618 |
2.798 |
|
1.000 |
2.734 |
|
0.618 |
2.694 |
|
HIGH |
2.630 |
|
0.618 |
2.590 |
|
0.500 |
2.578 |
|
0.382 |
2.566 |
|
LOW |
2.526 |
|
0.618 |
2.462 |
|
1.000 |
2.422 |
|
1.618 |
2.358 |
|
2.618 |
2.254 |
|
4.250 |
2.084 |
|
|
| Fisher Pivots for day following 11-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.587 |
2.563 |
| PP |
2.582 |
2.534 |
| S1 |
2.578 |
2.506 |
|