NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 24-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2020 |
24-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.737 |
2.584 |
-0.153 |
-5.6% |
2.664 |
| High |
2.765 |
2.616 |
-0.149 |
-5.4% |
2.724 |
| Low |
2.552 |
2.507 |
-0.045 |
-1.8% |
2.596 |
| Close |
2.588 |
2.512 |
-0.076 |
-2.9% |
2.681 |
| Range |
0.213 |
0.109 |
-0.104 |
-48.8% |
0.128 |
| ATR |
0.128 |
0.127 |
-0.001 |
-1.1% |
0.000 |
| Volume |
107,370 |
69,889 |
-37,481 |
-34.9% |
352,957 |
|
| Daily Pivots for day following 24-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.872 |
2.801 |
2.572 |
|
| R3 |
2.763 |
2.692 |
2.542 |
|
| R2 |
2.654 |
2.654 |
2.532 |
|
| R1 |
2.583 |
2.583 |
2.522 |
2.564 |
| PP |
2.545 |
2.545 |
2.545 |
2.536 |
| S1 |
2.474 |
2.474 |
2.502 |
2.455 |
| S2 |
2.436 |
2.436 |
2.492 |
|
| S3 |
2.327 |
2.365 |
2.482 |
|
| S4 |
2.218 |
2.256 |
2.452 |
|
|
| 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 |
2.775 |
2.507 |
0.268 |
10.7% |
0.116 |
4.6% |
2% |
False |
True |
80,945 |
| 10 |
2.775 |
2.507 |
0.268 |
10.7% |
0.106 |
4.2% |
2% |
False |
True |
74,989 |
| 20 |
2.977 |
2.393 |
0.584 |
23.2% |
0.129 |
5.1% |
20% |
False |
False |
69,844 |
| 40 |
3.452 |
2.393 |
1.059 |
42.2% |
0.127 |
5.1% |
11% |
False |
False |
51,914 |
| 60 |
3.452 |
2.393 |
1.059 |
42.2% |
0.118 |
4.7% |
11% |
False |
False |
41,408 |
| 80 |
3.452 |
2.393 |
1.059 |
42.2% |
0.112 |
4.5% |
11% |
False |
False |
34,822 |
| 100 |
3.452 |
2.393 |
1.059 |
42.2% |
0.103 |
4.1% |
11% |
False |
False |
29,833 |
| 120 |
3.452 |
2.393 |
1.059 |
42.2% |
0.096 |
3.8% |
11% |
False |
False |
25,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.079 |
|
2.618 |
2.901 |
|
1.618 |
2.792 |
|
1.000 |
2.725 |
|
0.618 |
2.683 |
|
HIGH |
2.616 |
|
0.618 |
2.574 |
|
0.500 |
2.562 |
|
0.382 |
2.549 |
|
LOW |
2.507 |
|
0.618 |
2.440 |
|
1.000 |
2.398 |
|
1.618 |
2.331 |
|
2.618 |
2.222 |
|
4.250 |
2.044 |
|
|
| Fisher Pivots for day following 24-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.562 |
2.641 |
| PP |
2.545 |
2.598 |
| S1 |
2.529 |
2.555 |
|