NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 28-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2020 |
28-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.571 |
2.329 |
-0.242 |
-9.4% |
2.680 |
| High |
2.596 |
2.371 |
-0.225 |
-8.7% |
2.750 |
| Low |
2.493 |
2.268 |
-0.225 |
-9.0% |
2.493 |
| Close |
2.498 |
2.329 |
-0.169 |
-6.8% |
2.498 |
| Range |
0.103 |
0.103 |
0.000 |
0.0% |
0.257 |
| ATR |
0.117 |
0.125 |
0.008 |
6.9% |
0.000 |
| Volume |
26,828 |
62,268 |
35,440 |
132.1% |
155,310 |
|
| Daily Pivots for day following 28-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.632 |
2.583 |
2.386 |
|
| R3 |
2.529 |
2.480 |
2.357 |
|
| R2 |
2.426 |
2.426 |
2.348 |
|
| R1 |
2.377 |
2.377 |
2.338 |
2.381 |
| PP |
2.323 |
2.323 |
2.323 |
2.324 |
| S1 |
2.274 |
2.274 |
2.320 |
2.278 |
| S2 |
2.220 |
2.220 |
2.310 |
|
| S3 |
2.117 |
2.171 |
2.301 |
|
| S4 |
2.014 |
2.068 |
2.272 |
|
|
| Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.351 |
3.182 |
2.639 |
|
| R3 |
3.094 |
2.925 |
2.569 |
|
| R2 |
2.837 |
2.837 |
2.545 |
|
| R1 |
2.668 |
2.668 |
2.522 |
2.624 |
| PP |
2.580 |
2.580 |
2.580 |
2.559 |
| S1 |
2.411 |
2.411 |
2.474 |
2.367 |
| S2 |
2.323 |
2.323 |
2.451 |
|
| S3 |
2.066 |
2.154 |
2.427 |
|
| S4 |
1.809 |
1.897 |
2.357 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.750 |
2.268 |
0.482 |
20.7% |
0.115 |
4.9% |
13% |
False |
True |
43,515 |
| 10 |
2.750 |
2.268 |
0.482 |
20.7% |
0.100 |
4.3% |
13% |
False |
True |
46,571 |
| 20 |
2.910 |
2.268 |
0.642 |
27.6% |
0.120 |
5.1% |
10% |
False |
True |
63,114 |
| 40 |
3.320 |
2.268 |
1.052 |
45.2% |
0.115 |
5.0% |
6% |
False |
True |
53,907 |
| 60 |
3.320 |
2.268 |
1.052 |
45.2% |
0.107 |
4.6% |
6% |
False |
True |
47,763 |
| 80 |
3.320 |
2.268 |
1.052 |
45.2% |
0.102 |
4.4% |
6% |
False |
True |
41,813 |
| 100 |
3.320 |
2.268 |
1.052 |
45.2% |
0.094 |
4.0% |
6% |
False |
True |
37,024 |
| 120 |
3.320 |
2.268 |
1.052 |
45.2% |
0.087 |
3.8% |
6% |
False |
True |
32,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.809 |
|
2.618 |
2.641 |
|
1.618 |
2.538 |
|
1.000 |
2.474 |
|
0.618 |
2.435 |
|
HIGH |
2.371 |
|
0.618 |
2.332 |
|
0.500 |
2.320 |
|
0.382 |
2.307 |
|
LOW |
2.268 |
|
0.618 |
2.204 |
|
1.000 |
2.165 |
|
1.618 |
2.101 |
|
2.618 |
1.998 |
|
4.250 |
1.830 |
|
|
| Fisher Pivots for day following 28-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.326 |
2.505 |
| PP |
2.323 |
2.446 |
| S1 |
2.320 |
2.388 |
|