NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 16-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2020 |
16-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.667 |
2.665 |
-0.002 |
-0.1% |
2.471 |
| High |
2.691 |
2.695 |
0.004 |
0.1% |
2.635 |
| Low |
2.596 |
2.620 |
0.024 |
0.9% |
2.393 |
| Close |
2.680 |
2.681 |
0.001 |
0.0% |
2.603 |
| Range |
0.095 |
0.075 |
-0.020 |
-21.1% |
0.242 |
| ATR |
0.135 |
0.131 |
-0.004 |
-3.2% |
0.000 |
| Volume |
68,786 |
61,502 |
-7,284 |
-10.6% |
423,195 |
|
| Daily Pivots for day following 16-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.890 |
2.861 |
2.722 |
|
| R3 |
2.815 |
2.786 |
2.702 |
|
| R2 |
2.740 |
2.740 |
2.695 |
|
| R1 |
2.711 |
2.711 |
2.688 |
2.726 |
| PP |
2.665 |
2.665 |
2.665 |
2.673 |
| S1 |
2.636 |
2.636 |
2.674 |
2.651 |
| S2 |
2.590 |
2.590 |
2.667 |
|
| S3 |
2.515 |
2.561 |
2.660 |
|
| S4 |
2.440 |
2.486 |
2.640 |
|
|
| 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% |
0.113 |
4.2% |
90% |
False |
False |
70,938 |
| 10 |
2.764 |
2.393 |
0.371 |
13.8% |
0.130 |
4.8% |
78% |
False |
False |
75,991 |
| 20 |
2.977 |
2.393 |
0.584 |
21.8% |
0.130 |
4.9% |
49% |
False |
False |
55,346 |
| 40 |
3.452 |
2.393 |
1.059 |
39.5% |
0.125 |
4.6% |
27% |
False |
False |
42,305 |
| 60 |
3.452 |
2.393 |
1.059 |
39.5% |
0.119 |
4.4% |
27% |
False |
False |
35,301 |
| 80 |
3.452 |
2.393 |
1.059 |
39.5% |
0.110 |
4.1% |
27% |
False |
False |
29,748 |
| 100 |
3.452 |
2.393 |
1.059 |
39.5% |
0.101 |
3.8% |
27% |
False |
False |
25,586 |
| 120 |
3.452 |
2.393 |
1.059 |
39.5% |
0.093 |
3.5% |
27% |
False |
False |
22,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.014 |
|
2.618 |
2.891 |
|
1.618 |
2.816 |
|
1.000 |
2.770 |
|
0.618 |
2.741 |
|
HIGH |
2.695 |
|
0.618 |
2.666 |
|
0.500 |
2.658 |
|
0.382 |
2.649 |
|
LOW |
2.620 |
|
0.618 |
2.574 |
|
1.000 |
2.545 |
|
1.618 |
2.499 |
|
2.618 |
2.424 |
|
4.250 |
2.301 |
|
|
| Fisher Pivots for day following 16-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.673 |
2.672 |
| PP |
2.665 |
2.663 |
| S1 |
2.658 |
2.654 |
|