NYMEX Natural Gas Future January 2021
Trading Metrics calculated at close of trading on 15-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2020 |
15-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
2.658 |
2.669 |
0.011 |
0.4% |
2.456 |
High |
2.708 |
2.700 |
-0.008 |
-0.3% |
2.630 |
Low |
2.612 |
2.596 |
-0.016 |
-0.6% |
2.368 |
Close |
2.682 |
2.682 |
0.000 |
0.0% |
2.591 |
Range |
0.096 |
0.104 |
0.008 |
8.3% |
0.262 |
ATR |
0.146 |
0.143 |
-0.003 |
-2.1% |
0.000 |
Volume |
142,936 |
137,598 |
-5,338 |
-3.7% |
992,615 |
|
Daily Pivots for day following 15-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.971 |
2.931 |
2.739 |
|
R3 |
2.867 |
2.827 |
2.711 |
|
R2 |
2.763 |
2.763 |
2.701 |
|
R1 |
2.723 |
2.723 |
2.692 |
2.743 |
PP |
2.659 |
2.659 |
2.659 |
2.670 |
S1 |
2.619 |
2.619 |
2.672 |
2.639 |
S2 |
2.555 |
2.555 |
2.663 |
|
S3 |
2.451 |
2.515 |
2.653 |
|
S4 |
2.347 |
2.411 |
2.625 |
|
|
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 |
2.381 |
0.327 |
12.2% |
0.124 |
4.6% |
92% |
False |
False |
171,769 |
10 |
2.934 |
2.368 |
0.566 |
21.1% |
0.147 |
5.5% |
55% |
False |
False |
182,812 |
20 |
3.002 |
2.368 |
0.634 |
23.6% |
0.138 |
5.1% |
50% |
False |
False |
146,594 |
40 |
3.507 |
2.368 |
1.139 |
42.5% |
0.133 |
4.9% |
28% |
False |
False |
106,680 |
60 |
3.507 |
2.368 |
1.139 |
42.5% |
0.127 |
4.7% |
28% |
False |
False |
90,883 |
80 |
3.507 |
2.368 |
1.139 |
42.5% |
0.116 |
4.3% |
28% |
False |
False |
77,210 |
100 |
3.507 |
2.368 |
1.139 |
42.5% |
0.107 |
4.0% |
28% |
False |
False |
66,797 |
120 |
3.507 |
2.368 |
1.139 |
42.5% |
0.098 |
3.7% |
28% |
False |
False |
59,426 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.142 |
2.618 |
2.972 |
1.618 |
2.868 |
1.000 |
2.804 |
0.618 |
2.764 |
HIGH |
2.700 |
0.618 |
2.660 |
0.500 |
2.648 |
0.382 |
2.636 |
LOW |
2.596 |
0.618 |
2.532 |
1.000 |
2.492 |
1.618 |
2.428 |
2.618 |
2.324 |
4.250 |
2.154 |
|
|
Fisher Pivots for day following 15-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
2.671 |
2.660 |
PP |
2.659 |
2.639 |
S1 |
2.648 |
2.617 |
|