NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 24-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2020 |
24-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.718 |
2.571 |
-0.147 |
-5.4% |
2.649 |
| High |
2.742 |
2.596 |
-0.146 |
-5.3% |
2.704 |
| Low |
2.543 |
2.493 |
-0.050 |
-2.0% |
2.585 |
| Close |
2.571 |
2.498 |
-0.073 |
-2.8% |
2.662 |
| Range |
0.199 |
0.103 |
-0.096 |
-48.2% |
0.119 |
| ATR |
0.118 |
0.117 |
-0.001 |
-0.9% |
0.000 |
| Volume |
54,206 |
26,828 |
-27,378 |
-50.5% |
248,132 |
|
| Daily Pivots for day following 24-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.838 |
2.771 |
2.555 |
|
| R3 |
2.735 |
2.668 |
2.526 |
|
| R2 |
2.632 |
2.632 |
2.517 |
|
| R1 |
2.565 |
2.565 |
2.507 |
2.547 |
| PP |
2.529 |
2.529 |
2.529 |
2.520 |
| S1 |
2.462 |
2.462 |
2.489 |
2.444 |
| S2 |
2.426 |
2.426 |
2.479 |
|
| S3 |
2.323 |
2.359 |
2.470 |
|
| S4 |
2.220 |
2.256 |
2.441 |
|
|
| 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 |
2.493 |
0.257 |
10.3% |
0.107 |
4.3% |
2% |
False |
True |
38,685 |
| 10 |
2.750 |
2.493 |
0.257 |
10.3% |
0.098 |
3.9% |
2% |
False |
True |
49,605 |
| 20 |
2.910 |
2.387 |
0.523 |
20.9% |
0.120 |
4.8% |
21% |
False |
False |
61,559 |
| 40 |
3.320 |
2.387 |
0.933 |
37.3% |
0.116 |
4.7% |
12% |
False |
False |
53,557 |
| 60 |
3.320 |
2.387 |
0.933 |
37.3% |
0.108 |
4.3% |
12% |
False |
False |
47,264 |
| 80 |
3.320 |
2.387 |
0.933 |
37.3% |
0.102 |
4.1% |
12% |
False |
False |
41,436 |
| 100 |
3.320 |
2.387 |
0.933 |
37.3% |
0.094 |
3.7% |
12% |
False |
False |
36,542 |
| 120 |
3.320 |
2.387 |
0.933 |
37.3% |
0.087 |
3.5% |
12% |
False |
False |
32,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.034 |
|
2.618 |
2.866 |
|
1.618 |
2.763 |
|
1.000 |
2.699 |
|
0.618 |
2.660 |
|
HIGH |
2.596 |
|
0.618 |
2.557 |
|
0.500 |
2.545 |
|
0.382 |
2.532 |
|
LOW |
2.493 |
|
0.618 |
2.429 |
|
1.000 |
2.390 |
|
1.618 |
2.326 |
|
2.618 |
2.223 |
|
4.250 |
2.055 |
|
|
| Fisher Pivots for day following 24-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.545 |
2.622 |
| PP |
2.529 |
2.580 |
| S1 |
2.514 |
2.539 |
|