NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 17-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2020 |
17-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.666 |
2.685 |
0.019 |
0.7% |
2.456 |
| High |
2.692 |
2.724 |
0.032 |
1.2% |
2.630 |
| Low |
2.618 |
2.606 |
-0.012 |
-0.5% |
2.368 |
| Close |
2.677 |
2.636 |
-0.041 |
-1.5% |
2.591 |
| Range |
0.074 |
0.118 |
0.044 |
59.5% |
0.262 |
| ATR |
0.138 |
0.137 |
-0.001 |
-1.1% |
0.000 |
| Volume |
128,968 |
154,243 |
25,275 |
19.6% |
992,615 |
|
| Daily Pivots for day following 17-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.009 |
2.941 |
2.701 |
|
| R3 |
2.891 |
2.823 |
2.668 |
|
| R2 |
2.773 |
2.773 |
2.658 |
|
| R1 |
2.705 |
2.705 |
2.647 |
2.680 |
| PP |
2.655 |
2.655 |
2.655 |
2.643 |
| S1 |
2.587 |
2.587 |
2.625 |
2.562 |
| S2 |
2.537 |
2.537 |
2.614 |
|
| S3 |
2.419 |
2.469 |
2.604 |
|
| S4 |
2.301 |
2.351 |
2.571 |
|
|
| 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 |
2.724 |
2.526 |
0.198 |
7.5% |
0.099 |
3.8% |
56% |
True |
False |
148,291 |
| 10 |
2.724 |
2.368 |
0.356 |
13.5% |
0.119 |
4.5% |
75% |
True |
False |
169,889 |
| 20 |
3.002 |
2.368 |
0.634 |
24.1% |
0.138 |
5.3% |
42% |
False |
False |
151,817 |
| 40 |
3.507 |
2.368 |
1.139 |
43.2% |
0.133 |
5.0% |
24% |
False |
False |
111,750 |
| 60 |
3.507 |
2.368 |
1.139 |
43.2% |
0.125 |
4.7% |
24% |
False |
False |
94,194 |
| 80 |
3.507 |
2.368 |
1.139 |
43.2% |
0.117 |
4.4% |
24% |
False |
False |
80,106 |
| 100 |
3.507 |
2.368 |
1.139 |
43.2% |
0.108 |
4.1% |
24% |
False |
False |
69,323 |
| 120 |
3.507 |
2.368 |
1.139 |
43.2% |
0.099 |
3.8% |
24% |
False |
False |
61,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.226 |
|
2.618 |
3.033 |
|
1.618 |
2.915 |
|
1.000 |
2.842 |
|
0.618 |
2.797 |
|
HIGH |
2.724 |
|
0.618 |
2.679 |
|
0.500 |
2.665 |
|
0.382 |
2.651 |
|
LOW |
2.606 |
|
0.618 |
2.533 |
|
1.000 |
2.488 |
|
1.618 |
2.415 |
|
2.618 |
2.297 |
|
4.250 |
2.105 |
|
|
| Fisher Pivots for day following 17-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.665 |
2.660 |
| PP |
2.655 |
2.652 |
| S1 |
2.646 |
2.644 |
|