NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 29-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2020 |
29-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.329 |
2.350 |
0.021 |
0.9% |
2.680 |
| High |
2.371 |
2.477 |
0.106 |
4.5% |
2.750 |
| Low |
2.268 |
2.313 |
0.045 |
2.0% |
2.493 |
| Close |
2.329 |
2.439 |
0.110 |
4.7% |
2.498 |
| Range |
0.103 |
0.164 |
0.061 |
59.2% |
0.257 |
| ATR |
0.125 |
0.128 |
0.003 |
2.2% |
0.000 |
| Volume |
62,268 |
62,614 |
346 |
0.6% |
155,310 |
|
| Daily Pivots for day following 29-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.902 |
2.834 |
2.529 |
|
| R3 |
2.738 |
2.670 |
2.484 |
|
| R2 |
2.574 |
2.574 |
2.469 |
|
| R1 |
2.506 |
2.506 |
2.454 |
2.540 |
| PP |
2.410 |
2.410 |
2.410 |
2.427 |
| S1 |
2.342 |
2.342 |
2.424 |
2.376 |
| S2 |
2.246 |
2.246 |
2.409 |
|
| S3 |
2.082 |
2.178 |
2.394 |
|
| S4 |
1.918 |
2.014 |
2.349 |
|
|
| 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 |
19.8% |
0.133 |
5.4% |
35% |
False |
False |
49,790 |
| 10 |
2.750 |
2.268 |
0.482 |
19.8% |
0.107 |
4.4% |
35% |
False |
False |
47,287 |
| 20 |
2.881 |
2.268 |
0.613 |
25.1% |
0.120 |
4.9% |
28% |
False |
False |
63,478 |
| 40 |
3.316 |
2.268 |
1.048 |
43.0% |
0.117 |
4.8% |
16% |
False |
False |
54,578 |
| 60 |
3.320 |
2.268 |
1.052 |
43.1% |
0.109 |
4.4% |
16% |
False |
False |
48,136 |
| 80 |
3.320 |
2.268 |
1.052 |
43.1% |
0.103 |
4.2% |
16% |
False |
False |
42,416 |
| 100 |
3.320 |
2.268 |
1.052 |
43.1% |
0.095 |
3.9% |
16% |
False |
False |
37,519 |
| 120 |
3.320 |
2.268 |
1.052 |
43.1% |
0.088 |
3.6% |
16% |
False |
False |
33,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.174 |
|
2.618 |
2.906 |
|
1.618 |
2.742 |
|
1.000 |
2.641 |
|
0.618 |
2.578 |
|
HIGH |
2.477 |
|
0.618 |
2.414 |
|
0.500 |
2.395 |
|
0.382 |
2.376 |
|
LOW |
2.313 |
|
0.618 |
2.212 |
|
1.000 |
2.149 |
|
1.618 |
2.048 |
|
2.618 |
1.884 |
|
4.250 |
1.616 |
|
|
| Fisher Pivots for day following 29-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.424 |
2.437 |
| PP |
2.410 |
2.434 |
| S1 |
2.395 |
2.432 |
|