NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 05-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2021 |
05-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
2.626 |
2.599 |
-0.027 |
-1.0% |
2.322 |
| High |
2.670 |
2.732 |
0.062 |
2.3% |
2.547 |
| Low |
2.566 |
2.591 |
0.025 |
1.0% |
2.263 |
| Close |
2.581 |
2.702 |
0.121 |
4.7% |
2.539 |
| Range |
0.104 |
0.141 |
0.037 |
35.6% |
0.284 |
| ATR |
0.134 |
0.135 |
0.001 |
0.9% |
0.000 |
| Volume |
128,377 |
149,828 |
21,451 |
16.7% |
488,372 |
|
| Daily Pivots for day following 05-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.098 |
3.041 |
2.780 |
|
| R3 |
2.957 |
2.900 |
2.741 |
|
| R2 |
2.816 |
2.816 |
2.728 |
|
| R1 |
2.759 |
2.759 |
2.715 |
2.788 |
| PP |
2.675 |
2.675 |
2.675 |
2.689 |
| S1 |
2.618 |
2.618 |
2.689 |
2.647 |
| S2 |
2.534 |
2.534 |
2.676 |
|
| S3 |
2.393 |
2.477 |
2.663 |
|
| S4 |
2.252 |
2.336 |
2.624 |
|
|
| Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.302 |
3.204 |
2.695 |
|
| R3 |
3.018 |
2.920 |
2.617 |
|
| R2 |
2.734 |
2.734 |
2.591 |
|
| R1 |
2.636 |
2.636 |
2.565 |
2.685 |
| PP |
2.450 |
2.450 |
2.450 |
2.474 |
| S1 |
2.352 |
2.352 |
2.513 |
2.401 |
| S2 |
2.166 |
2.166 |
2.487 |
|
| S3 |
1.882 |
2.068 |
2.461 |
|
| S4 |
1.598 |
1.784 |
2.383 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.732 |
2.305 |
0.427 |
15.8% |
0.126 |
4.7% |
93% |
True |
False |
122,926 |
| 10 |
2.775 |
2.263 |
0.512 |
18.9% |
0.125 |
4.6% |
86% |
False |
False |
109,426 |
| 20 |
2.775 |
2.263 |
0.512 |
18.9% |
0.115 |
4.2% |
86% |
False |
False |
93,520 |
| 40 |
3.159 |
2.263 |
0.896 |
33.2% |
0.124 |
4.6% |
49% |
False |
False |
66,322 |
| 60 |
3.452 |
2.263 |
1.189 |
44.0% |
0.118 |
4.4% |
37% |
False |
False |
51,796 |
| 80 |
3.452 |
2.263 |
1.189 |
44.0% |
0.116 |
4.3% |
37% |
False |
False |
43,279 |
| 100 |
3.452 |
2.263 |
1.189 |
44.0% |
0.107 |
3.9% |
37% |
False |
False |
37,037 |
| 120 |
3.452 |
2.263 |
1.189 |
44.0% |
0.100 |
3.7% |
37% |
False |
False |
31,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.331 |
|
2.618 |
3.101 |
|
1.618 |
2.960 |
|
1.000 |
2.873 |
|
0.618 |
2.819 |
|
HIGH |
2.732 |
|
0.618 |
2.678 |
|
0.500 |
2.662 |
|
0.382 |
2.645 |
|
LOW |
2.591 |
|
0.618 |
2.504 |
|
1.000 |
2.450 |
|
1.618 |
2.363 |
|
2.618 |
2.222 |
|
4.250 |
1.992 |
|
|
| Fisher Pivots for day following 05-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.689 |
2.662 |
| PP |
2.675 |
2.621 |
| S1 |
2.662 |
2.581 |
|