NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 28-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2020 |
28-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.611 |
2.311 |
-0.300 |
-11.5% |
2.730 |
| High |
2.632 |
2.343 |
-0.289 |
-11.0% |
2.806 |
| Low |
2.515 |
2.238 |
-0.277 |
-11.0% |
2.515 |
| Close |
2.518 |
2.305 |
-0.213 |
-8.5% |
2.518 |
| Range |
0.117 |
0.105 |
-0.012 |
-10.3% |
0.291 |
| ATR |
0.135 |
0.146 |
0.010 |
7.6% |
0.000 |
| Volume |
39,990 |
49,279 |
9,289 |
23.2% |
355,713 |
|
| Daily Pivots for day following 28-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.610 |
2.563 |
2.363 |
|
| R3 |
2.505 |
2.458 |
2.334 |
|
| R2 |
2.400 |
2.400 |
2.324 |
|
| R1 |
2.353 |
2.353 |
2.315 |
2.324 |
| PP |
2.295 |
2.295 |
2.295 |
2.281 |
| S1 |
2.248 |
2.248 |
2.295 |
2.219 |
| S2 |
2.190 |
2.190 |
2.286 |
|
| S3 |
2.085 |
2.143 |
2.276 |
|
| S4 |
1.980 |
2.038 |
2.247 |
|
|
| Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.486 |
3.293 |
2.678 |
|
| R3 |
3.195 |
3.002 |
2.598 |
|
| R2 |
2.904 |
2.904 |
2.571 |
|
| R1 |
2.711 |
2.711 |
2.545 |
2.662 |
| PP |
2.613 |
2.613 |
2.613 |
2.589 |
| S1 |
2.420 |
2.420 |
2.491 |
2.371 |
| S2 |
2.322 |
2.322 |
2.465 |
|
| S3 |
2.031 |
2.129 |
2.438 |
|
| S4 |
1.740 |
1.838 |
2.358 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.806 |
2.238 |
0.568 |
24.6% |
0.133 |
5.8% |
12% |
False |
True |
80,998 |
| 10 |
2.806 |
2.238 |
0.568 |
24.6% |
0.113 |
4.9% |
12% |
False |
True |
109,041 |
| 20 |
2.996 |
2.238 |
0.758 |
32.9% |
0.136 |
5.9% |
9% |
False |
True |
146,092 |
| 40 |
3.507 |
2.238 |
1.269 |
55.1% |
0.133 |
5.8% |
5% |
False |
True |
118,479 |
| 60 |
3.507 |
2.238 |
1.269 |
55.1% |
0.125 |
5.4% |
5% |
False |
True |
98,333 |
| 80 |
3.507 |
2.238 |
1.269 |
55.1% |
0.119 |
5.2% |
5% |
False |
True |
83,732 |
| 100 |
3.507 |
2.238 |
1.269 |
55.1% |
0.110 |
4.8% |
5% |
False |
True |
72,732 |
| 120 |
3.507 |
2.238 |
1.269 |
55.1% |
0.102 |
4.4% |
5% |
False |
True |
64,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.789 |
|
2.618 |
2.618 |
|
1.618 |
2.513 |
|
1.000 |
2.448 |
|
0.618 |
2.408 |
|
HIGH |
2.343 |
|
0.618 |
2.303 |
|
0.500 |
2.291 |
|
0.382 |
2.278 |
|
LOW |
2.238 |
|
0.618 |
2.173 |
|
1.000 |
2.133 |
|
1.618 |
2.068 |
|
2.618 |
1.963 |
|
4.250 |
1.792 |
|
|
| Fisher Pivots for day following 28-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.300 |
2.516 |
| PP |
2.295 |
2.445 |
| S1 |
2.291 |
2.375 |
|