NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 22-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2020 |
22-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.680 |
2.670 |
-0.010 |
-0.4% |
2.649 |
| High |
2.688 |
2.750 |
0.062 |
2.3% |
2.704 |
| Low |
2.612 |
2.655 |
0.043 |
1.6% |
2.585 |
| Close |
2.670 |
2.726 |
0.056 |
2.1% |
2.662 |
| Range |
0.076 |
0.095 |
0.019 |
25.0% |
0.119 |
| ATR |
0.113 |
0.111 |
-0.001 |
-1.1% |
0.000 |
| Volume |
31,240 |
43,036 |
11,796 |
37.8% |
248,132 |
|
| Daily Pivots for day following 22-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.995 |
2.956 |
2.778 |
|
| R3 |
2.900 |
2.861 |
2.752 |
|
| R2 |
2.805 |
2.805 |
2.743 |
|
| R1 |
2.766 |
2.766 |
2.735 |
2.786 |
| PP |
2.710 |
2.710 |
2.710 |
2.720 |
| S1 |
2.671 |
2.671 |
2.717 |
2.691 |
| S2 |
2.615 |
2.615 |
2.709 |
|
| S3 |
2.520 |
2.576 |
2.700 |
|
| S4 |
2.425 |
2.481 |
2.674 |
|
|
| 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 |
2.750 |
2.593 |
0.157 |
5.8% |
0.082 |
3.0% |
85% |
True |
False |
43,423 |
| 10 |
2.750 |
2.406 |
0.344 |
12.6% |
0.096 |
3.5% |
93% |
True |
False |
62,024 |
| 20 |
2.910 |
2.387 |
0.523 |
19.2% |
0.116 |
4.2% |
65% |
False |
False |
61,946 |
| 40 |
3.320 |
2.387 |
0.933 |
34.2% |
0.113 |
4.1% |
36% |
False |
False |
52,826 |
| 60 |
3.320 |
2.387 |
0.933 |
34.2% |
0.107 |
3.9% |
36% |
False |
False |
46,909 |
| 80 |
3.320 |
2.387 |
0.933 |
34.2% |
0.100 |
3.7% |
36% |
False |
False |
40,975 |
| 100 |
3.320 |
2.387 |
0.933 |
34.2% |
0.092 |
3.4% |
36% |
False |
False |
36,203 |
| 120 |
3.320 |
2.387 |
0.933 |
34.2% |
0.086 |
3.1% |
36% |
False |
False |
31,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.154 |
|
2.618 |
2.999 |
|
1.618 |
2.904 |
|
1.000 |
2.845 |
|
0.618 |
2.809 |
|
HIGH |
2.750 |
|
0.618 |
2.714 |
|
0.500 |
2.703 |
|
0.382 |
2.691 |
|
LOW |
2.655 |
|
0.618 |
2.596 |
|
1.000 |
2.560 |
|
1.618 |
2.501 |
|
2.618 |
2.406 |
|
4.250 |
2.251 |
|
|
| Fisher Pivots for day following 22-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.718 |
2.711 |
| PP |
2.710 |
2.696 |
| S1 |
2.703 |
2.681 |
|