NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 24-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2020 |
24-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.768 |
2.611 |
-0.157 |
-5.7% |
2.658 |
| High |
2.793 |
2.632 |
-0.161 |
-5.8% |
2.724 |
| Low |
2.566 |
2.515 |
-0.051 |
-2.0% |
2.596 |
| Close |
2.608 |
2.518 |
-0.090 |
-3.5% |
2.700 |
| Range |
0.227 |
0.117 |
-0.110 |
-48.5% |
0.128 |
| ATR |
0.137 |
0.135 |
-0.001 |
-1.0% |
0.000 |
| Volume |
98,707 |
39,990 |
-58,717 |
-59.5% |
685,427 |
|
| Daily Pivots for day following 24-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.906 |
2.829 |
2.582 |
|
| R3 |
2.789 |
2.712 |
2.550 |
|
| R2 |
2.672 |
2.672 |
2.539 |
|
| R1 |
2.595 |
2.595 |
2.529 |
2.575 |
| PP |
2.555 |
2.555 |
2.555 |
2.545 |
| S1 |
2.478 |
2.478 |
2.507 |
2.458 |
| S2 |
2.438 |
2.438 |
2.497 |
|
| S3 |
2.321 |
2.361 |
2.486 |
|
| S4 |
2.204 |
2.244 |
2.454 |
|
|
| 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 |
2.515 |
0.291 |
11.6% |
0.126 |
5.0% |
1% |
False |
True |
95,479 |
| 10 |
2.806 |
2.515 |
0.291 |
11.6% |
0.113 |
4.5% |
1% |
False |
True |
121,885 |
| 20 |
2.996 |
2.368 |
0.628 |
24.9% |
0.137 |
5.4% |
24% |
False |
False |
148,332 |
| 40 |
3.507 |
2.368 |
1.139 |
45.2% |
0.135 |
5.4% |
13% |
False |
False |
118,925 |
| 60 |
3.507 |
2.368 |
1.139 |
45.2% |
0.126 |
5.0% |
13% |
False |
False |
98,361 |
| 80 |
3.507 |
2.368 |
1.139 |
45.2% |
0.119 |
4.7% |
13% |
False |
False |
83,738 |
| 100 |
3.507 |
2.368 |
1.139 |
45.2% |
0.110 |
4.4% |
13% |
False |
False |
72,501 |
| 120 |
3.507 |
2.368 |
1.139 |
45.2% |
0.102 |
4.0% |
13% |
False |
False |
64,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.129 |
|
2.618 |
2.938 |
|
1.618 |
2.821 |
|
1.000 |
2.749 |
|
0.618 |
2.704 |
|
HIGH |
2.632 |
|
0.618 |
2.587 |
|
0.500 |
2.574 |
|
0.382 |
2.560 |
|
LOW |
2.515 |
|
0.618 |
2.443 |
|
1.000 |
2.398 |
|
1.618 |
2.326 |
|
2.618 |
2.209 |
|
4.250 |
2.018 |
|
|
| Fisher Pivots for day following 24-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.574 |
2.661 |
| PP |
2.555 |
2.613 |
| S1 |
2.537 |
2.566 |
|