NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 29-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2020 |
29-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.322 |
2.350 |
0.028 |
1.2% |
2.709 |
| High |
2.368 |
2.486 |
0.118 |
5.0% |
2.775 |
| Low |
2.263 |
2.305 |
0.042 |
1.9% |
2.507 |
| Close |
2.326 |
2.444 |
0.118 |
5.1% |
2.512 |
| Range |
0.105 |
0.181 |
0.076 |
72.4% |
0.268 |
| ATR |
0.135 |
0.139 |
0.003 |
2.4% |
0.000 |
| Volume |
151,946 |
143,530 |
-8,416 |
-5.5% |
327,689 |
|
| Daily Pivots for day following 29-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.955 |
2.880 |
2.544 |
|
| R3 |
2.774 |
2.699 |
2.494 |
|
| R2 |
2.593 |
2.593 |
2.477 |
|
| R1 |
2.518 |
2.518 |
2.461 |
2.556 |
| PP |
2.412 |
2.412 |
2.412 |
2.430 |
| S1 |
2.337 |
2.337 |
2.427 |
2.375 |
| S2 |
2.231 |
2.231 |
2.411 |
|
| S3 |
2.050 |
2.156 |
2.394 |
|
| S4 |
1.869 |
1.975 |
2.344 |
|
|
| Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.402 |
3.225 |
2.659 |
|
| R3 |
3.134 |
2.957 |
2.586 |
|
| R2 |
2.866 |
2.866 |
2.561 |
|
| R1 |
2.689 |
2.689 |
2.537 |
2.644 |
| PP |
2.598 |
2.598 |
2.598 |
2.575 |
| S1 |
2.421 |
2.421 |
2.487 |
2.376 |
| S2 |
2.330 |
2.330 |
2.463 |
|
| S3 |
2.062 |
2.153 |
2.438 |
|
| S4 |
1.794 |
1.885 |
2.365 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.775 |
2.263 |
0.512 |
20.9% |
0.142 |
5.8% |
35% |
False |
False |
112,121 |
| 10 |
2.775 |
2.263 |
0.512 |
20.9% |
0.115 |
4.7% |
35% |
False |
False |
90,939 |
| 20 |
2.950 |
2.263 |
0.687 |
28.1% |
0.129 |
5.3% |
26% |
False |
False |
81,359 |
| 40 |
3.448 |
2.263 |
1.185 |
48.5% |
0.127 |
5.2% |
15% |
False |
False |
57,760 |
| 60 |
3.452 |
2.263 |
1.189 |
48.6% |
0.119 |
4.9% |
15% |
False |
False |
45,486 |
| 80 |
3.452 |
2.263 |
1.189 |
48.6% |
0.114 |
4.7% |
15% |
False |
False |
38,106 |
| 100 |
3.452 |
2.263 |
1.189 |
48.6% |
0.105 |
4.3% |
15% |
False |
False |
32,610 |
| 120 |
3.452 |
2.263 |
1.189 |
48.6% |
0.097 |
4.0% |
15% |
False |
False |
28,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.255 |
|
2.618 |
2.960 |
|
1.618 |
2.779 |
|
1.000 |
2.667 |
|
0.618 |
2.598 |
|
HIGH |
2.486 |
|
0.618 |
2.417 |
|
0.500 |
2.396 |
|
0.382 |
2.374 |
|
LOW |
2.305 |
|
0.618 |
2.193 |
|
1.000 |
2.124 |
|
1.618 |
2.012 |
|
2.618 |
1.831 |
|
4.250 |
1.536 |
|
|
| Fisher Pivots for day following 29-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.428 |
2.443 |
| PP |
2.412 |
2.441 |
| S1 |
2.396 |
2.440 |
|