NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 18-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2020 |
18-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.685 |
2.658 |
-0.027 |
-1.0% |
2.658 |
| High |
2.724 |
2.720 |
-0.004 |
-0.1% |
2.724 |
| Low |
2.606 |
2.648 |
0.042 |
1.6% |
2.596 |
| Close |
2.636 |
2.700 |
0.064 |
2.4% |
2.700 |
| Range |
0.118 |
0.072 |
-0.046 |
-39.0% |
0.128 |
| ATR |
0.137 |
0.133 |
-0.004 |
-2.8% |
0.000 |
| Volume |
154,243 |
121,682 |
-32,561 |
-21.1% |
685,427 |
|
| Daily Pivots for day following 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.905 |
2.875 |
2.740 |
|
| R3 |
2.833 |
2.803 |
2.720 |
|
| R2 |
2.761 |
2.761 |
2.713 |
|
| R1 |
2.731 |
2.731 |
2.707 |
2.746 |
| PP |
2.689 |
2.689 |
2.689 |
2.697 |
| S1 |
2.659 |
2.659 |
2.693 |
2.674 |
| S2 |
2.617 |
2.617 |
2.687 |
|
| S3 |
2.545 |
2.587 |
2.680 |
|
| S4 |
2.473 |
2.515 |
2.660 |
|
|
| Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.057 |
3.007 |
2.770 |
|
| R3 |
2.929 |
2.879 |
2.735 |
|
| R2 |
2.801 |
2.801 |
2.723 |
|
| R1 |
2.751 |
2.751 |
2.712 |
2.776 |
| PP |
2.673 |
2.673 |
2.673 |
2.686 |
| S1 |
2.623 |
2.623 |
2.688 |
2.648 |
| S2 |
2.545 |
2.545 |
2.677 |
|
| S3 |
2.417 |
2.495 |
2.665 |
|
| S4 |
2.289 |
2.367 |
2.630 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.724 |
2.596 |
0.128 |
4.7% |
0.093 |
3.4% |
81% |
False |
False |
137,085 |
| 10 |
2.724 |
2.368 |
0.356 |
13.2% |
0.110 |
4.1% |
93% |
False |
False |
167,804 |
| 20 |
3.002 |
2.368 |
0.634 |
23.5% |
0.132 |
4.9% |
52% |
False |
False |
150,348 |
| 40 |
3.507 |
2.368 |
1.139 |
42.2% |
0.132 |
4.9% |
29% |
False |
False |
113,889 |
| 60 |
3.507 |
2.368 |
1.139 |
42.2% |
0.124 |
4.6% |
29% |
False |
False |
95,465 |
| 80 |
3.507 |
2.368 |
1.139 |
42.2% |
0.117 |
4.3% |
29% |
False |
False |
81,312 |
| 100 |
3.507 |
2.368 |
1.139 |
42.2% |
0.108 |
4.0% |
29% |
False |
False |
70,227 |
| 120 |
3.507 |
2.368 |
1.139 |
42.2% |
0.099 |
3.7% |
29% |
False |
False |
62,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.026 |
|
2.618 |
2.908 |
|
1.618 |
2.836 |
|
1.000 |
2.792 |
|
0.618 |
2.764 |
|
HIGH |
2.720 |
|
0.618 |
2.692 |
|
0.500 |
2.684 |
|
0.382 |
2.676 |
|
LOW |
2.648 |
|
0.618 |
2.604 |
|
1.000 |
2.576 |
|
1.618 |
2.532 |
|
2.618 |
2.460 |
|
4.250 |
2.342 |
|
|
| Fisher Pivots for day following 18-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.695 |
2.688 |
| PP |
2.689 |
2.677 |
| S1 |
2.684 |
2.665 |
|