NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 23-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2020 |
23-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.670 |
2.718 |
0.048 |
1.8% |
2.649 |
| High |
2.750 |
2.742 |
-0.008 |
-0.3% |
2.704 |
| Low |
2.655 |
2.543 |
-0.112 |
-4.2% |
2.585 |
| Close |
2.726 |
2.571 |
-0.155 |
-5.7% |
2.662 |
| Range |
0.095 |
0.199 |
0.104 |
109.5% |
0.119 |
| ATR |
0.111 |
0.118 |
0.006 |
5.6% |
0.000 |
| Volume |
43,036 |
54,206 |
11,170 |
26.0% |
248,132 |
|
| Daily Pivots for day following 23-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.216 |
3.092 |
2.680 |
|
| R3 |
3.017 |
2.893 |
2.626 |
|
| R2 |
2.818 |
2.818 |
2.607 |
|
| R1 |
2.694 |
2.694 |
2.589 |
2.657 |
| PP |
2.619 |
2.619 |
2.619 |
2.600 |
| S1 |
2.495 |
2.495 |
2.553 |
2.458 |
| S2 |
2.420 |
2.420 |
2.535 |
|
| S3 |
2.221 |
2.296 |
2.516 |
|
| S4 |
2.022 |
2.097 |
2.462 |
|
|
| 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 |
2.543 |
0.207 |
8.1% |
0.108 |
4.2% |
14% |
False |
True |
43,886 |
| 10 |
2.750 |
2.406 |
0.344 |
13.4% |
0.107 |
4.2% |
48% |
False |
False |
57,952 |
| 20 |
2.910 |
2.387 |
0.523 |
20.3% |
0.121 |
4.7% |
35% |
False |
False |
62,450 |
| 40 |
3.320 |
2.387 |
0.933 |
36.3% |
0.115 |
4.5% |
20% |
False |
False |
53,425 |
| 60 |
3.320 |
2.387 |
0.933 |
36.3% |
0.108 |
4.2% |
20% |
False |
False |
47,209 |
| 80 |
3.320 |
2.387 |
0.933 |
36.3% |
0.101 |
3.9% |
20% |
False |
False |
41,388 |
| 100 |
3.320 |
2.387 |
0.933 |
36.3% |
0.093 |
3.6% |
20% |
False |
False |
36,448 |
| 120 |
3.320 |
2.387 |
0.933 |
36.3% |
0.086 |
3.4% |
20% |
False |
False |
32,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.588 |
|
2.618 |
3.263 |
|
1.618 |
3.064 |
|
1.000 |
2.941 |
|
0.618 |
2.865 |
|
HIGH |
2.742 |
|
0.618 |
2.666 |
|
0.500 |
2.643 |
|
0.382 |
2.619 |
|
LOW |
2.543 |
|
0.618 |
2.420 |
|
1.000 |
2.344 |
|
1.618 |
2.221 |
|
2.618 |
2.022 |
|
4.250 |
1.697 |
|
|
| Fisher Pivots for day following 23-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.643 |
2.647 |
| PP |
2.619 |
2.621 |
| S1 |
2.595 |
2.596 |
|