NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 18-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2020 |
18-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.689 |
2.655 |
-0.034 |
-1.3% |
2.664 |
| High |
2.724 |
2.711 |
-0.013 |
-0.5% |
2.724 |
| Low |
2.608 |
2.644 |
0.036 |
1.4% |
2.596 |
| Close |
2.637 |
2.681 |
0.044 |
1.7% |
2.681 |
| Range |
0.116 |
0.067 |
-0.049 |
-42.2% |
0.128 |
| ATR |
0.130 |
0.126 |
-0.004 |
-3.1% |
0.000 |
| Volume |
78,909 |
77,037 |
-1,872 |
-2.4% |
352,957 |
|
| Daily Pivots for day following 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.880 |
2.847 |
2.718 |
|
| R3 |
2.813 |
2.780 |
2.699 |
|
| R2 |
2.746 |
2.746 |
2.693 |
|
| R1 |
2.713 |
2.713 |
2.687 |
2.730 |
| PP |
2.679 |
2.679 |
2.679 |
2.687 |
| S1 |
2.646 |
2.646 |
2.675 |
2.663 |
| S2 |
2.612 |
2.612 |
2.669 |
|
| S3 |
2.545 |
2.579 |
2.663 |
|
| S4 |
2.478 |
2.512 |
2.644 |
|
|
| Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.051 |
2.994 |
2.751 |
|
| R3 |
2.923 |
2.866 |
2.716 |
|
| R2 |
2.795 |
2.795 |
2.704 |
|
| R1 |
2.738 |
2.738 |
2.693 |
2.767 |
| PP |
2.667 |
2.667 |
2.667 |
2.681 |
| S1 |
2.610 |
2.610 |
2.669 |
2.639 |
| S2 |
2.539 |
2.539 |
2.658 |
|
| S3 |
2.411 |
2.482 |
2.646 |
|
| S4 |
2.283 |
2.354 |
2.611 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.724 |
2.596 |
0.128 |
4.8% |
0.090 |
3.4% |
66% |
False |
False |
70,591 |
| 10 |
2.724 |
2.393 |
0.331 |
12.3% |
0.105 |
3.9% |
87% |
False |
False |
77,615 |
| 20 |
2.977 |
2.393 |
0.584 |
21.8% |
0.125 |
4.7% |
49% |
False |
False |
58,924 |
| 40 |
3.452 |
2.393 |
1.059 |
39.5% |
0.124 |
4.6% |
27% |
False |
False |
45,358 |
| 60 |
3.452 |
2.393 |
1.059 |
39.5% |
0.117 |
4.4% |
27% |
False |
False |
37,188 |
| 80 |
3.452 |
2.393 |
1.059 |
39.5% |
0.110 |
4.1% |
27% |
False |
False |
31,415 |
| 100 |
3.452 |
2.393 |
1.059 |
39.5% |
0.102 |
3.8% |
27% |
False |
False |
26,992 |
| 120 |
3.452 |
2.393 |
1.059 |
39.5% |
0.094 |
3.5% |
27% |
False |
False |
23,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.996 |
|
2.618 |
2.886 |
|
1.618 |
2.819 |
|
1.000 |
2.778 |
|
0.618 |
2.752 |
|
HIGH |
2.711 |
|
0.618 |
2.685 |
|
0.500 |
2.678 |
|
0.382 |
2.670 |
|
LOW |
2.644 |
|
0.618 |
2.603 |
|
1.000 |
2.577 |
|
1.618 |
2.536 |
|
2.618 |
2.469 |
|
4.250 |
2.359 |
|
|
| Fisher Pivots for day following 18-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.680 |
2.676 |
| PP |
2.679 |
2.671 |
| S1 |
2.678 |
2.666 |
|