NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 14-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2020 |
14-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.589 |
2.664 |
0.075 |
2.9% |
2.471 |
| High |
2.635 |
2.711 |
0.076 |
2.9% |
2.635 |
| Low |
2.540 |
2.613 |
0.073 |
2.9% |
2.393 |
| Close |
2.603 |
2.678 |
0.075 |
2.9% |
2.603 |
| Range |
0.095 |
0.098 |
0.003 |
3.2% |
0.242 |
| ATR |
0.140 |
0.138 |
-0.002 |
-1.6% |
0.000 |
| Volume |
69,246 |
66,723 |
-2,523 |
-3.6% |
423,195 |
|
| Daily Pivots for day following 14-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.961 |
2.918 |
2.732 |
|
| R3 |
2.863 |
2.820 |
2.705 |
|
| R2 |
2.765 |
2.765 |
2.696 |
|
| R1 |
2.722 |
2.722 |
2.687 |
2.744 |
| PP |
2.667 |
2.667 |
2.667 |
2.678 |
| S1 |
2.624 |
2.624 |
2.669 |
2.646 |
| S2 |
2.569 |
2.569 |
2.660 |
|
| S3 |
2.471 |
2.526 |
2.651 |
|
| S4 |
2.373 |
2.428 |
2.624 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.270 |
3.178 |
2.736 |
|
| R3 |
3.028 |
2.936 |
2.670 |
|
| R2 |
2.786 |
2.786 |
2.647 |
|
| R1 |
2.694 |
2.694 |
2.625 |
2.740 |
| PP |
2.544 |
2.544 |
2.544 |
2.567 |
| S1 |
2.452 |
2.452 |
2.581 |
2.498 |
| S2 |
2.302 |
2.302 |
2.559 |
|
| S3 |
2.060 |
2.210 |
2.536 |
|
| S4 |
1.818 |
1.968 |
2.470 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.711 |
2.393 |
0.318 |
11.9% |
0.121 |
4.5% |
90% |
True |
False |
77,076 |
| 10 |
2.950 |
2.393 |
0.557 |
20.8% |
0.144 |
5.4% |
51% |
False |
False |
71,778 |
| 20 |
2.993 |
2.393 |
0.600 |
22.4% |
0.134 |
5.0% |
48% |
False |
False |
53,791 |
| 40 |
3.452 |
2.393 |
1.059 |
39.5% |
0.124 |
4.6% |
27% |
False |
False |
39,966 |
| 60 |
3.452 |
2.393 |
1.059 |
39.5% |
0.119 |
4.5% |
27% |
False |
False |
33,519 |
| 80 |
3.452 |
2.393 |
1.059 |
39.5% |
0.109 |
4.1% |
27% |
False |
False |
28,350 |
| 100 |
3.452 |
2.393 |
1.059 |
39.5% |
0.101 |
3.8% |
27% |
False |
False |
24,353 |
| 120 |
3.452 |
2.393 |
1.059 |
39.5% |
0.093 |
3.5% |
27% |
False |
False |
21,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.128 |
|
2.618 |
2.968 |
|
1.618 |
2.870 |
|
1.000 |
2.809 |
|
0.618 |
2.772 |
|
HIGH |
2.711 |
|
0.618 |
2.674 |
|
0.500 |
2.662 |
|
0.382 |
2.650 |
|
LOW |
2.613 |
|
0.618 |
2.552 |
|
1.000 |
2.515 |
|
1.618 |
2.454 |
|
2.618 |
2.356 |
|
4.250 |
2.197 |
|
|
| Fisher Pivots for day following 14-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.673 |
2.638 |
| PP |
2.667 |
2.598 |
| S1 |
2.662 |
2.559 |
|