NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 14-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2020 |
14-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.568 |
2.658 |
0.090 |
3.5% |
2.456 |
| High |
2.630 |
2.708 |
0.078 |
3.0% |
2.630 |
| Low |
2.526 |
2.612 |
0.086 |
3.4% |
2.368 |
| Close |
2.591 |
2.682 |
0.091 |
3.5% |
2.591 |
| Range |
0.104 |
0.096 |
-0.008 |
-7.7% |
0.262 |
| ATR |
0.149 |
0.146 |
-0.002 |
-1.5% |
0.000 |
| Volume |
177,710 |
142,936 |
-34,774 |
-19.6% |
992,615 |
|
| Daily Pivots for day following 14-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.955 |
2.915 |
2.735 |
|
| R3 |
2.859 |
2.819 |
2.708 |
|
| R2 |
2.763 |
2.763 |
2.700 |
|
| R1 |
2.723 |
2.723 |
2.691 |
2.743 |
| PP |
2.667 |
2.667 |
2.667 |
2.678 |
| S1 |
2.627 |
2.627 |
2.673 |
2.647 |
| S2 |
2.571 |
2.571 |
2.664 |
|
| S3 |
2.475 |
2.531 |
2.656 |
|
| S4 |
2.379 |
2.435 |
2.629 |
|
|
| 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 |
2.708 |
2.368 |
0.340 |
12.7% |
0.126 |
4.7% |
92% |
True |
False |
179,775 |
| 10 |
2.972 |
2.368 |
0.604 |
22.5% |
0.151 |
5.6% |
52% |
False |
False |
182,819 |
| 20 |
3.022 |
2.368 |
0.654 |
24.4% |
0.141 |
5.3% |
48% |
False |
False |
146,769 |
| 40 |
3.507 |
2.368 |
1.139 |
42.5% |
0.132 |
4.9% |
28% |
False |
False |
104,358 |
| 60 |
3.507 |
2.368 |
1.139 |
42.5% |
0.127 |
4.7% |
28% |
False |
False |
89,333 |
| 80 |
3.507 |
2.368 |
1.139 |
42.5% |
0.116 |
4.3% |
28% |
False |
False |
75,811 |
| 100 |
3.507 |
2.368 |
1.139 |
42.5% |
0.107 |
4.0% |
28% |
False |
False |
65,578 |
| 120 |
3.507 |
2.368 |
1.139 |
42.5% |
0.098 |
3.7% |
28% |
False |
False |
58,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.116 |
|
2.618 |
2.959 |
|
1.618 |
2.863 |
|
1.000 |
2.804 |
|
0.618 |
2.767 |
|
HIGH |
2.708 |
|
0.618 |
2.671 |
|
0.500 |
2.660 |
|
0.382 |
2.649 |
|
LOW |
2.612 |
|
0.618 |
2.553 |
|
1.000 |
2.516 |
|
1.618 |
2.457 |
|
2.618 |
2.361 |
|
4.250 |
2.204 |
|
|
| Fisher Pivots for day following 14-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.675 |
2.636 |
| PP |
2.667 |
2.590 |
| S1 |
2.660 |
2.545 |
|