NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 29-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2020 |
29-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.311 |
2.340 |
0.029 |
1.3% |
2.730 |
| High |
2.343 |
2.490 |
0.147 |
6.3% |
2.806 |
| Low |
2.238 |
2.282 |
0.044 |
2.0% |
2.515 |
| Close |
2.305 |
2.467 |
0.162 |
7.0% |
2.518 |
| Range |
0.105 |
0.208 |
0.103 |
98.1% |
0.291 |
| ATR |
0.146 |
0.150 |
0.004 |
3.1% |
0.000 |
| Volume |
49,279 |
3,151 |
-46,128 |
-93.6% |
355,713 |
|
| Daily Pivots for day following 29-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.037 |
2.960 |
2.581 |
|
| R3 |
2.829 |
2.752 |
2.524 |
|
| R2 |
2.621 |
2.621 |
2.505 |
|
| R1 |
2.544 |
2.544 |
2.486 |
2.583 |
| PP |
2.413 |
2.413 |
2.413 |
2.432 |
| S1 |
2.336 |
2.336 |
2.448 |
2.375 |
| S2 |
2.205 |
2.205 |
2.429 |
|
| S3 |
1.997 |
2.128 |
2.410 |
|
| S4 |
1.789 |
1.920 |
2.353 |
|
|
| 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 |
23.0% |
0.155 |
6.3% |
40% |
False |
False |
60,773 |
| 10 |
2.806 |
2.238 |
0.568 |
23.0% |
0.124 |
5.0% |
40% |
False |
False |
95,063 |
| 20 |
2.972 |
2.238 |
0.734 |
29.8% |
0.137 |
5.6% |
31% |
False |
False |
138,941 |
| 40 |
3.505 |
2.238 |
1.267 |
51.4% |
0.135 |
5.5% |
18% |
False |
False |
117,146 |
| 60 |
3.507 |
2.238 |
1.269 |
51.4% |
0.127 |
5.1% |
18% |
False |
False |
97,477 |
| 80 |
3.507 |
2.238 |
1.269 |
51.4% |
0.121 |
4.9% |
18% |
False |
False |
83,419 |
| 100 |
3.507 |
2.238 |
1.269 |
51.4% |
0.111 |
4.5% |
18% |
False |
False |
72,479 |
| 120 |
3.507 |
2.238 |
1.269 |
51.4% |
0.103 |
4.2% |
18% |
False |
False |
64,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.374 |
|
2.618 |
3.035 |
|
1.618 |
2.827 |
|
1.000 |
2.698 |
|
0.618 |
2.619 |
|
HIGH |
2.490 |
|
0.618 |
2.411 |
|
0.500 |
2.386 |
|
0.382 |
2.361 |
|
LOW |
2.282 |
|
0.618 |
2.153 |
|
1.000 |
2.074 |
|
1.618 |
1.945 |
|
2.618 |
1.737 |
|
4.250 |
1.398 |
|
|
| Fisher Pivots for day following 29-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.440 |
2.456 |
| PP |
2.413 |
2.446 |
| S1 |
2.386 |
2.435 |
|