NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 15-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2020 |
15-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.664 |
2.667 |
0.003 |
0.1% |
2.471 |
| High |
2.711 |
2.691 |
-0.020 |
-0.7% |
2.635 |
| Low |
2.613 |
2.596 |
-0.017 |
-0.7% |
2.393 |
| Close |
2.678 |
2.680 |
0.002 |
0.1% |
2.603 |
| Range |
0.098 |
0.095 |
-0.003 |
-3.1% |
0.242 |
| ATR |
0.138 |
0.135 |
-0.003 |
-2.2% |
0.000 |
| Volume |
66,723 |
68,786 |
2,063 |
3.1% |
423,195 |
|
| Daily Pivots for day following 15-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.941 |
2.905 |
2.732 |
|
| R3 |
2.846 |
2.810 |
2.706 |
|
| R2 |
2.751 |
2.751 |
2.697 |
|
| R1 |
2.715 |
2.715 |
2.689 |
2.733 |
| PP |
2.656 |
2.656 |
2.656 |
2.665 |
| S1 |
2.620 |
2.620 |
2.671 |
2.638 |
| S2 |
2.561 |
2.561 |
2.663 |
|
| S3 |
2.466 |
2.525 |
2.654 |
|
| S4 |
2.371 |
2.430 |
2.628 |
|
|
| 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 |
2.406 |
0.305 |
11.4% |
0.118 |
4.4% |
90% |
False |
False |
76,297 |
| 10 |
2.918 |
2.393 |
0.525 |
19.6% |
0.140 |
5.2% |
55% |
False |
False |
74,682 |
| 20 |
2.977 |
2.393 |
0.584 |
21.8% |
0.130 |
4.9% |
49% |
False |
False |
53,961 |
| 40 |
3.452 |
2.393 |
1.059 |
39.5% |
0.125 |
4.7% |
27% |
False |
False |
41,209 |
| 60 |
3.452 |
2.393 |
1.059 |
39.5% |
0.119 |
4.5% |
27% |
False |
False |
34,434 |
| 80 |
3.452 |
2.393 |
1.059 |
39.5% |
0.109 |
4.1% |
27% |
False |
False |
29,073 |
| 100 |
3.452 |
2.393 |
1.059 |
39.5% |
0.101 |
3.8% |
27% |
False |
False |
25,013 |
| 120 |
3.452 |
2.393 |
1.059 |
39.5% |
0.093 |
3.5% |
27% |
False |
False |
21,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.095 |
|
2.618 |
2.940 |
|
1.618 |
2.845 |
|
1.000 |
2.786 |
|
0.618 |
2.750 |
|
HIGH |
2.691 |
|
0.618 |
2.655 |
|
0.500 |
2.644 |
|
0.382 |
2.632 |
|
LOW |
2.596 |
|
0.618 |
2.537 |
|
1.000 |
2.501 |
|
1.618 |
2.442 |
|
2.618 |
2.347 |
|
4.250 |
2.192 |
|
|
| Fisher Pivots for day following 15-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.668 |
2.662 |
| PP |
2.656 |
2.644 |
| S1 |
2.644 |
2.626 |
|