NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 21-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2020 |
21-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.635 |
2.680 |
0.045 |
1.7% |
2.649 |
| High |
2.687 |
2.688 |
0.001 |
0.0% |
2.704 |
| Low |
2.626 |
2.612 |
-0.014 |
-0.5% |
2.585 |
| Close |
2.662 |
2.670 |
0.008 |
0.3% |
2.662 |
| Range |
0.061 |
0.076 |
0.015 |
24.6% |
0.119 |
| ATR |
0.116 |
0.113 |
-0.003 |
-2.4% |
0.000 |
| Volume |
38,116 |
31,240 |
-6,876 |
-18.0% |
248,132 |
|
| Daily Pivots for day following 21-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.885 |
2.853 |
2.712 |
|
| R3 |
2.809 |
2.777 |
2.691 |
|
| R2 |
2.733 |
2.733 |
2.684 |
|
| R1 |
2.701 |
2.701 |
2.677 |
2.679 |
| PP |
2.657 |
2.657 |
2.657 |
2.646 |
| S1 |
2.625 |
2.625 |
2.663 |
2.603 |
| S2 |
2.581 |
2.581 |
2.656 |
|
| S3 |
2.505 |
2.549 |
2.649 |
|
| S4 |
2.429 |
2.473 |
2.628 |
|
|
| Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.007 |
2.954 |
2.727 |
|
| R3 |
2.888 |
2.835 |
2.695 |
|
| R2 |
2.769 |
2.769 |
2.684 |
|
| R1 |
2.716 |
2.716 |
2.673 |
2.743 |
| PP |
2.650 |
2.650 |
2.650 |
2.664 |
| S1 |
2.597 |
2.597 |
2.651 |
2.624 |
| S2 |
2.531 |
2.531 |
2.640 |
|
| S3 |
2.412 |
2.478 |
2.629 |
|
| S4 |
2.293 |
2.359 |
2.597 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.704 |
2.585 |
0.119 |
4.5% |
0.081 |
3.0% |
71% |
False |
False |
44,783 |
| 10 |
2.704 |
2.393 |
0.311 |
11.6% |
0.096 |
3.6% |
89% |
False |
False |
67,736 |
| 20 |
2.910 |
2.387 |
0.523 |
19.6% |
0.114 |
4.3% |
54% |
False |
False |
61,484 |
| 40 |
3.320 |
2.387 |
0.933 |
34.9% |
0.113 |
4.2% |
30% |
False |
False |
52,404 |
| 60 |
3.320 |
2.387 |
0.933 |
34.9% |
0.106 |
4.0% |
30% |
False |
False |
46,687 |
| 80 |
3.320 |
2.387 |
0.933 |
34.9% |
0.099 |
3.7% |
30% |
False |
False |
40,866 |
| 100 |
3.320 |
2.387 |
0.933 |
34.9% |
0.092 |
3.4% |
30% |
False |
False |
35,890 |
| 120 |
3.320 |
2.387 |
0.933 |
34.9% |
0.085 |
3.2% |
30% |
False |
False |
31,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.011 |
|
2.618 |
2.887 |
|
1.618 |
2.811 |
|
1.000 |
2.764 |
|
0.618 |
2.735 |
|
HIGH |
2.688 |
|
0.618 |
2.659 |
|
0.500 |
2.650 |
|
0.382 |
2.641 |
|
LOW |
2.612 |
|
0.618 |
2.565 |
|
1.000 |
2.536 |
|
1.618 |
2.489 |
|
2.618 |
2.413 |
|
4.250 |
2.289 |
|
|
| Fisher Pivots for day following 21-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.663 |
2.663 |
| PP |
2.657 |
2.656 |
| S1 |
2.650 |
2.649 |
|