NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 22-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2020 |
22-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.730 |
2.703 |
-0.027 |
-1.0% |
2.658 |
| High |
2.730 |
2.806 |
0.076 |
2.8% |
2.724 |
| Low |
2.632 |
2.690 |
0.058 |
2.2% |
2.596 |
| Close |
2.705 |
2.780 |
0.075 |
2.8% |
2.700 |
| Range |
0.098 |
0.116 |
0.018 |
18.4% |
0.128 |
| ATR |
0.131 |
0.130 |
-0.001 |
-0.8% |
0.000 |
| Volume |
104,274 |
112,742 |
8,468 |
8.1% |
685,427 |
|
| Daily Pivots for day following 22-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.107 |
3.059 |
2.844 |
|
| R3 |
2.991 |
2.943 |
2.812 |
|
| R2 |
2.875 |
2.875 |
2.801 |
|
| R1 |
2.827 |
2.827 |
2.791 |
2.851 |
| PP |
2.759 |
2.759 |
2.759 |
2.771 |
| S1 |
2.711 |
2.711 |
2.769 |
2.735 |
| S2 |
2.643 |
2.643 |
2.759 |
|
| S3 |
2.527 |
2.595 |
2.748 |
|
| S4 |
2.411 |
2.479 |
2.716 |
|
|
| 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 |
2.806 |
2.606 |
0.200 |
7.2% |
0.096 |
3.4% |
87% |
True |
False |
124,381 |
| 10 |
2.806 |
2.381 |
0.425 |
15.3% |
0.110 |
3.9% |
94% |
True |
False |
148,075 |
| 20 |
3.002 |
2.368 |
0.634 |
22.8% |
0.134 |
4.8% |
65% |
False |
False |
152,499 |
| 40 |
3.507 |
2.368 |
1.139 |
41.0% |
0.132 |
4.7% |
36% |
False |
False |
117,542 |
| 60 |
3.507 |
2.368 |
1.139 |
41.0% |
0.125 |
4.5% |
36% |
False |
False |
97,552 |
| 80 |
3.507 |
2.368 |
1.139 |
41.0% |
0.117 |
4.2% |
36% |
False |
False |
82,996 |
| 100 |
3.507 |
2.368 |
1.139 |
41.0% |
0.108 |
3.9% |
36% |
False |
False |
71,924 |
| 120 |
3.507 |
2.368 |
1.139 |
41.0% |
0.100 |
3.6% |
36% |
False |
False |
63,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.299 |
|
2.618 |
3.110 |
|
1.618 |
2.994 |
|
1.000 |
2.922 |
|
0.618 |
2.878 |
|
HIGH |
2.806 |
|
0.618 |
2.762 |
|
0.500 |
2.748 |
|
0.382 |
2.734 |
|
LOW |
2.690 |
|
0.618 |
2.618 |
|
1.000 |
2.574 |
|
1.618 |
2.502 |
|
2.618 |
2.386 |
|
4.250 |
2.197 |
|
|
| Fisher Pivots for day following 22-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.769 |
2.760 |
| PP |
2.759 |
2.739 |
| S1 |
2.748 |
2.719 |
|