NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 21-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2020 |
21-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.658 |
2.730 |
0.072 |
2.7% |
2.658 |
| High |
2.720 |
2.730 |
0.010 |
0.4% |
2.724 |
| Low |
2.648 |
2.632 |
-0.016 |
-0.6% |
2.596 |
| Close |
2.700 |
2.705 |
0.005 |
0.2% |
2.700 |
| Range |
0.072 |
0.098 |
0.026 |
36.1% |
0.128 |
| ATR |
0.133 |
0.131 |
-0.003 |
-1.9% |
0.000 |
| Volume |
121,682 |
104,274 |
-17,408 |
-14.3% |
685,427 |
|
| Daily Pivots for day following 21-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.983 |
2.942 |
2.759 |
|
| R3 |
2.885 |
2.844 |
2.732 |
|
| R2 |
2.787 |
2.787 |
2.723 |
|
| R1 |
2.746 |
2.746 |
2.714 |
2.718 |
| PP |
2.689 |
2.689 |
2.689 |
2.675 |
| S1 |
2.648 |
2.648 |
2.696 |
2.620 |
| S2 |
2.591 |
2.591 |
2.687 |
|
| S3 |
2.493 |
2.550 |
2.678 |
|
| S4 |
2.395 |
2.452 |
2.651 |
|
|
| 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 |
2.730 |
2.596 |
0.134 |
5.0% |
0.093 |
3.4% |
81% |
True |
False |
129,353 |
| 10 |
2.730 |
2.368 |
0.362 |
13.4% |
0.109 |
4.0% |
93% |
True |
False |
154,564 |
| 20 |
3.002 |
2.368 |
0.634 |
23.4% |
0.132 |
4.9% |
53% |
False |
False |
151,230 |
| 40 |
3.507 |
2.368 |
1.139 |
42.1% |
0.132 |
4.9% |
30% |
False |
False |
115,644 |
| 60 |
3.507 |
2.368 |
1.139 |
42.1% |
0.124 |
4.6% |
30% |
False |
False |
96,218 |
| 80 |
3.507 |
2.368 |
1.139 |
42.1% |
0.116 |
4.3% |
30% |
False |
False |
82,105 |
| 100 |
3.507 |
2.368 |
1.139 |
42.1% |
0.108 |
4.0% |
30% |
False |
False |
70,989 |
| 120 |
3.507 |
2.368 |
1.139 |
42.1% |
0.100 |
3.7% |
30% |
False |
False |
62,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.147 |
|
2.618 |
2.987 |
|
1.618 |
2.889 |
|
1.000 |
2.828 |
|
0.618 |
2.791 |
|
HIGH |
2.730 |
|
0.618 |
2.693 |
|
0.500 |
2.681 |
|
0.382 |
2.669 |
|
LOW |
2.632 |
|
0.618 |
2.571 |
|
1.000 |
2.534 |
|
1.618 |
2.473 |
|
2.618 |
2.375 |
|
4.250 |
2.216 |
|
|
| Fisher Pivots for day following 21-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.697 |
2.693 |
| PP |
2.689 |
2.680 |
| S1 |
2.681 |
2.668 |
|