NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 16-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2020 |
16-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.669 |
2.666 |
-0.003 |
-0.1% |
2.456 |
| High |
2.700 |
2.692 |
-0.008 |
-0.3% |
2.630 |
| Low |
2.596 |
2.618 |
0.022 |
0.8% |
2.368 |
| Close |
2.682 |
2.677 |
-0.005 |
-0.2% |
2.591 |
| Range |
0.104 |
0.074 |
-0.030 |
-28.8% |
0.262 |
| ATR |
0.143 |
0.138 |
-0.005 |
-3.5% |
0.000 |
| Volume |
137,598 |
128,968 |
-8,630 |
-6.3% |
992,615 |
|
| Daily Pivots for day following 16-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.884 |
2.855 |
2.718 |
|
| R3 |
2.810 |
2.781 |
2.697 |
|
| R2 |
2.736 |
2.736 |
2.691 |
|
| R1 |
2.707 |
2.707 |
2.684 |
2.722 |
| PP |
2.662 |
2.662 |
2.662 |
2.670 |
| S1 |
2.633 |
2.633 |
2.670 |
2.648 |
| S2 |
2.588 |
2.588 |
2.663 |
|
| S3 |
2.514 |
2.559 |
2.657 |
|
| S4 |
2.440 |
2.485 |
2.636 |
|
|
| 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% |
0.118 |
4.4% |
91% |
False |
False |
160,534 |
| 10 |
2.768 |
2.368 |
0.400 |
14.9% |
0.135 |
5.1% |
77% |
False |
False |
181,421 |
| 20 |
3.002 |
2.368 |
0.634 |
23.7% |
0.137 |
5.1% |
49% |
False |
False |
148,723 |
| 40 |
3.507 |
2.368 |
1.139 |
42.5% |
0.132 |
4.9% |
27% |
False |
False |
108,882 |
| 60 |
3.507 |
2.368 |
1.139 |
42.5% |
0.126 |
4.7% |
27% |
False |
False |
92,445 |
| 80 |
3.507 |
2.368 |
1.139 |
42.5% |
0.116 |
4.3% |
27% |
False |
False |
78,542 |
| 100 |
3.507 |
2.368 |
1.139 |
42.5% |
0.107 |
4.0% |
27% |
False |
False |
67,925 |
| 120 |
3.507 |
2.368 |
1.139 |
42.5% |
0.099 |
3.7% |
27% |
False |
False |
60,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.007 |
|
2.618 |
2.886 |
|
1.618 |
2.812 |
|
1.000 |
2.766 |
|
0.618 |
2.738 |
|
HIGH |
2.692 |
|
0.618 |
2.664 |
|
0.500 |
2.655 |
|
0.382 |
2.646 |
|
LOW |
2.618 |
|
0.618 |
2.572 |
|
1.000 |
2.544 |
|
1.618 |
2.498 |
|
2.618 |
2.424 |
|
4.250 |
2.304 |
|
|
| Fisher Pivots for day following 16-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.670 |
2.669 |
| PP |
2.662 |
2.660 |
| S1 |
2.655 |
2.652 |
|