NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 16-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2020 |
16-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.653 |
2.654 |
0.001 |
0.0% |
2.439 |
| High |
2.673 |
2.676 |
0.003 |
0.1% |
2.621 |
| Low |
2.585 |
2.608 |
0.023 |
0.9% |
2.387 |
| Close |
2.662 |
2.665 |
0.003 |
0.1% |
2.597 |
| Range |
0.088 |
0.068 |
-0.020 |
-22.7% |
0.234 |
| ATR |
0.124 |
0.120 |
-0.004 |
-3.2% |
0.000 |
| Volume |
49,837 |
51,893 |
2,056 |
4.1% |
502,156 |
|
| Daily Pivots for day following 16-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.854 |
2.827 |
2.702 |
|
| R3 |
2.786 |
2.759 |
2.684 |
|
| R2 |
2.718 |
2.718 |
2.677 |
|
| R1 |
2.691 |
2.691 |
2.671 |
2.705 |
| PP |
2.650 |
2.650 |
2.650 |
2.656 |
| S1 |
2.623 |
2.623 |
2.659 |
2.637 |
| S2 |
2.582 |
2.582 |
2.653 |
|
| S3 |
2.514 |
2.555 |
2.646 |
|
| S4 |
2.446 |
2.487 |
2.628 |
|
|
| 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 |
2.695 |
2.406 |
0.289 |
10.8% |
0.105 |
4.0% |
90% |
False |
False |
72,019 |
| 10 |
2.709 |
2.387 |
0.322 |
12.1% |
0.122 |
4.6% |
86% |
False |
False |
79,933 |
| 20 |
2.910 |
2.387 |
0.523 |
19.6% |
0.120 |
4.5% |
53% |
False |
False |
62,099 |
| 40 |
3.320 |
2.387 |
0.933 |
35.0% |
0.114 |
4.3% |
30% |
False |
False |
51,646 |
| 60 |
3.320 |
2.387 |
0.933 |
35.0% |
0.108 |
4.0% |
30% |
False |
False |
46,013 |
| 80 |
3.320 |
2.387 |
0.933 |
35.0% |
0.099 |
3.7% |
30% |
False |
False |
40,101 |
| 100 |
3.320 |
2.387 |
0.933 |
35.0% |
0.091 |
3.4% |
30% |
False |
False |
35,062 |
| 120 |
3.320 |
2.387 |
0.933 |
35.0% |
0.084 |
3.2% |
30% |
False |
False |
30,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.965 |
|
2.618 |
2.854 |
|
1.618 |
2.786 |
|
1.000 |
2.744 |
|
0.618 |
2.718 |
|
HIGH |
2.676 |
|
0.618 |
2.650 |
|
0.500 |
2.642 |
|
0.382 |
2.634 |
|
LOW |
2.608 |
|
0.618 |
2.566 |
|
1.000 |
2.540 |
|
1.618 |
2.498 |
|
2.618 |
2.430 |
|
4.250 |
2.319 |
|
|
| Fisher Pivots for day following 16-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.657 |
2.657 |
| PP |
2.650 |
2.648 |
| S1 |
2.642 |
2.640 |
|