NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 11-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2020 |
11-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.449 |
2.576 |
0.127 |
5.2% |
2.439 |
| High |
2.599 |
2.621 |
0.022 |
0.8% |
2.621 |
| Low |
2.406 |
2.538 |
0.132 |
5.5% |
2.387 |
| Close |
2.565 |
2.597 |
0.032 |
1.2% |
2.597 |
| Range |
0.193 |
0.083 |
-0.110 |
-57.0% |
0.234 |
| ATR |
0.132 |
0.129 |
-0.004 |
-2.7% |
0.000 |
| Volume |
110,303 |
92,609 |
-17,694 |
-16.0% |
502,156 |
|
| Daily Pivots for day following 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.834 |
2.799 |
2.643 |
|
| R3 |
2.751 |
2.716 |
2.620 |
|
| R2 |
2.668 |
2.668 |
2.612 |
|
| R1 |
2.633 |
2.633 |
2.605 |
2.651 |
| PP |
2.585 |
2.585 |
2.585 |
2.594 |
| S1 |
2.550 |
2.550 |
2.589 |
2.568 |
| S2 |
2.502 |
2.502 |
2.582 |
|
| S3 |
2.419 |
2.467 |
2.574 |
|
| S4 |
2.336 |
2.384 |
2.551 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.237 |
3.151 |
2.726 |
|
| R3 |
3.003 |
2.917 |
2.661 |
|
| R2 |
2.769 |
2.769 |
2.640 |
|
| R1 |
2.683 |
2.683 |
2.618 |
2.726 |
| PP |
2.535 |
2.535 |
2.535 |
2.557 |
| S1 |
2.449 |
2.449 |
2.576 |
2.492 |
| S2 |
2.301 |
2.301 |
2.554 |
|
| S3 |
2.067 |
2.215 |
2.533 |
|
| S4 |
1.833 |
1.981 |
2.468 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.621 |
2.387 |
0.234 |
9.0% |
0.109 |
4.2% |
90% |
True |
False |
100,431 |
| 10 |
2.910 |
2.387 |
0.523 |
20.1% |
0.140 |
5.4% |
40% |
False |
False |
79,657 |
| 20 |
3.062 |
2.387 |
0.675 |
26.0% |
0.124 |
4.8% |
31% |
False |
False |
61,986 |
| 40 |
3.320 |
2.387 |
0.933 |
35.9% |
0.113 |
4.3% |
23% |
False |
False |
50,105 |
| 60 |
3.320 |
2.387 |
0.933 |
35.9% |
0.108 |
4.2% |
23% |
False |
False |
44,460 |
| 80 |
3.320 |
2.387 |
0.933 |
35.9% |
0.098 |
3.8% |
23% |
False |
False |
38,647 |
| 100 |
3.320 |
2.387 |
0.933 |
35.9% |
0.090 |
3.5% |
23% |
False |
False |
33,760 |
| 120 |
3.320 |
2.387 |
0.933 |
35.9% |
0.083 |
3.2% |
23% |
False |
False |
29,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.974 |
|
2.618 |
2.838 |
|
1.618 |
2.755 |
|
1.000 |
2.704 |
|
0.618 |
2.672 |
|
HIGH |
2.621 |
|
0.618 |
2.589 |
|
0.500 |
2.580 |
|
0.382 |
2.570 |
|
LOW |
2.538 |
|
0.618 |
2.487 |
|
1.000 |
2.455 |
|
1.618 |
2.404 |
|
2.618 |
2.321 |
|
4.250 |
2.185 |
|
|
| Fisher Pivots for day following 11-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.591 |
2.569 |
| PP |
2.585 |
2.541 |
| S1 |
2.580 |
2.514 |
|