NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 23-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2020 |
23-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.703 |
2.768 |
0.065 |
2.4% |
2.658 |
| High |
2.806 |
2.793 |
-0.013 |
-0.5% |
2.724 |
| Low |
2.690 |
2.566 |
-0.124 |
-4.6% |
2.596 |
| Close |
2.780 |
2.608 |
-0.172 |
-6.2% |
2.700 |
| Range |
0.116 |
0.227 |
0.111 |
95.7% |
0.128 |
| ATR |
0.130 |
0.137 |
0.007 |
5.4% |
0.000 |
| Volume |
112,742 |
98,707 |
-14,035 |
-12.4% |
685,427 |
|
| Daily Pivots for day following 23-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.337 |
3.199 |
2.733 |
|
| R3 |
3.110 |
2.972 |
2.670 |
|
| R2 |
2.883 |
2.883 |
2.650 |
|
| R1 |
2.745 |
2.745 |
2.629 |
2.701 |
| PP |
2.656 |
2.656 |
2.656 |
2.633 |
| S1 |
2.518 |
2.518 |
2.587 |
2.474 |
| S2 |
2.429 |
2.429 |
2.566 |
|
| S3 |
2.202 |
2.291 |
2.546 |
|
| S4 |
1.975 |
2.064 |
2.483 |
|
|
| 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 |
2.566 |
0.240 |
9.2% |
0.126 |
4.8% |
18% |
False |
True |
118,329 |
| 10 |
2.806 |
2.381 |
0.425 |
16.3% |
0.122 |
4.7% |
53% |
False |
False |
139,431 |
| 20 |
3.002 |
2.368 |
0.634 |
24.3% |
0.139 |
5.3% |
38% |
False |
False |
151,933 |
| 40 |
3.507 |
2.368 |
1.139 |
43.7% |
0.134 |
5.1% |
21% |
False |
False |
118,787 |
| 60 |
3.507 |
2.368 |
1.139 |
43.7% |
0.126 |
4.8% |
21% |
False |
False |
98,323 |
| 80 |
3.507 |
2.368 |
1.139 |
43.7% |
0.118 |
4.5% |
21% |
False |
False |
83,840 |
| 100 |
3.507 |
2.368 |
1.139 |
43.7% |
0.109 |
4.2% |
21% |
False |
False |
72,375 |
| 120 |
3.507 |
2.368 |
1.139 |
43.7% |
0.101 |
3.9% |
21% |
False |
False |
64,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.758 |
|
2.618 |
3.387 |
|
1.618 |
3.160 |
|
1.000 |
3.020 |
|
0.618 |
2.933 |
|
HIGH |
2.793 |
|
0.618 |
2.706 |
|
0.500 |
2.680 |
|
0.382 |
2.653 |
|
LOW |
2.566 |
|
0.618 |
2.426 |
|
1.000 |
2.339 |
|
1.618 |
2.199 |
|
2.618 |
1.972 |
|
4.250 |
1.601 |
|
|
| Fisher Pivots for day following 23-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.680 |
2.686 |
| PP |
2.656 |
2.660 |
| S1 |
2.632 |
2.634 |
|