NYMEX Natural Gas Future February 2021
Trading Metrics calculated at close of trading on 11-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2021 |
11-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
2.675 |
2.600 |
-0.075 |
-2.8% |
2.626 |
High |
2.730 |
2.811 |
0.081 |
3.0% |
2.770 |
Low |
2.626 |
2.589 |
-0.037 |
-1.4% |
2.566 |
Close |
2.700 |
2.747 |
0.047 |
1.7% |
2.700 |
Range |
0.104 |
0.222 |
0.118 |
113.5% |
0.204 |
ATR |
0.132 |
0.138 |
0.006 |
4.9% |
0.000 |
Volume |
148,730 |
177,248 |
28,518 |
19.2% |
707,105 |
|
Daily Pivots for day following 11-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.382 |
3.286 |
2.869 |
|
R3 |
3.160 |
3.064 |
2.808 |
|
R2 |
2.938 |
2.938 |
2.788 |
|
R1 |
2.842 |
2.842 |
2.767 |
2.890 |
PP |
2.716 |
2.716 |
2.716 |
2.740 |
S1 |
2.620 |
2.620 |
2.727 |
2.668 |
S2 |
2.494 |
2.494 |
2.706 |
|
S3 |
2.272 |
2.398 |
2.686 |
|
S4 |
2.050 |
2.176 |
2.625 |
|
|
Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.291 |
3.199 |
2.812 |
|
R3 |
3.087 |
2.995 |
2.756 |
|
R2 |
2.883 |
2.883 |
2.737 |
|
R1 |
2.791 |
2.791 |
2.719 |
2.837 |
PP |
2.679 |
2.679 |
2.679 |
2.702 |
S1 |
2.587 |
2.587 |
2.681 |
2.633 |
S2 |
2.475 |
2.475 |
2.663 |
|
S3 |
2.271 |
2.383 |
2.644 |
|
S4 |
2.067 |
2.179 |
2.588 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2.811 |
2.589 |
0.222 |
8.1% |
0.145 |
5.3% |
71% |
True |
True |
151,195 |
10 |
2.811 |
2.263 |
0.548 |
19.9% |
0.132 |
4.8% |
88% |
True |
False |
137,272 |
20 |
2.811 |
2.263 |
0.548 |
19.9% |
0.119 |
4.3% |
88% |
True |
False |
106,130 |
40 |
3.159 |
2.263 |
0.896 |
32.6% |
0.127 |
4.6% |
54% |
False |
False |
77,942 |
60 |
3.452 |
2.263 |
1.189 |
43.3% |
0.122 |
4.4% |
41% |
False |
False |
60,409 |
80 |
3.452 |
2.263 |
1.189 |
43.3% |
0.119 |
4.3% |
41% |
False |
False |
50,312 |
100 |
3.452 |
2.263 |
1.189 |
43.3% |
0.110 |
4.0% |
41% |
False |
False |
42,701 |
120 |
3.452 |
2.263 |
1.189 |
43.3% |
0.103 |
3.7% |
41% |
False |
False |
36,927 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.755 |
2.618 |
3.392 |
1.618 |
3.170 |
1.000 |
3.033 |
0.618 |
2.948 |
HIGH |
2.811 |
0.618 |
2.726 |
0.500 |
2.700 |
0.382 |
2.674 |
LOW |
2.589 |
0.618 |
2.452 |
1.000 |
2.367 |
1.618 |
2.230 |
2.618 |
2.008 |
4.250 |
1.646 |
|
|
Fisher Pivots for day following 11-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
2.731 |
2.731 |
PP |
2.716 |
2.716 |
S1 |
2.700 |
2.700 |
|