NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 05-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2021 |
05-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
2.601 |
2.577 |
-0.024 |
-0.9% |
2.329 |
| High |
2.643 |
2.698 |
0.055 |
2.1% |
2.537 |
| Low |
2.553 |
2.571 |
0.018 |
0.7% |
2.268 |
| Close |
2.561 |
2.673 |
0.112 |
4.4% |
2.526 |
| Range |
0.090 |
0.127 |
0.037 |
41.1% |
0.269 |
| ATR |
0.123 |
0.124 |
0.001 |
0.8% |
0.000 |
| Volume |
69,268 |
85,703 |
16,435 |
23.7% |
212,411 |
|
| Daily Pivots for day following 05-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.028 |
2.978 |
2.743 |
|
| R3 |
2.901 |
2.851 |
2.708 |
|
| R2 |
2.774 |
2.774 |
2.696 |
|
| R1 |
2.724 |
2.724 |
2.685 |
2.749 |
| PP |
2.647 |
2.647 |
2.647 |
2.660 |
| S1 |
2.597 |
2.597 |
2.661 |
2.622 |
| S2 |
2.520 |
2.520 |
2.650 |
|
| S3 |
2.393 |
2.470 |
2.638 |
|
| S4 |
2.266 |
2.343 |
2.603 |
|
|
| Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.251 |
3.157 |
2.674 |
|
| R3 |
2.982 |
2.888 |
2.600 |
|
| R2 |
2.713 |
2.713 |
2.575 |
|
| R1 |
2.619 |
2.619 |
2.551 |
2.666 |
| PP |
2.444 |
2.444 |
2.444 |
2.467 |
| S1 |
2.350 |
2.350 |
2.501 |
2.397 |
| S2 |
2.175 |
2.175 |
2.477 |
|
| S3 |
1.906 |
2.081 |
2.452 |
|
| S4 |
1.637 |
1.812 |
2.378 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.698 |
2.313 |
0.385 |
14.4% |
0.113 |
4.2% |
94% |
True |
False |
61,022 |
| 10 |
2.750 |
2.268 |
0.482 |
18.0% |
0.114 |
4.3% |
84% |
False |
False |
52,269 |
| 20 |
2.750 |
2.268 |
0.482 |
18.0% |
0.106 |
3.9% |
84% |
False |
False |
63,649 |
| 40 |
3.062 |
2.268 |
0.794 |
29.7% |
0.114 |
4.3% |
51% |
False |
False |
55,887 |
| 60 |
3.320 |
2.268 |
1.052 |
39.4% |
0.108 |
4.0% |
38% |
False |
False |
49,784 |
| 80 |
3.320 |
2.268 |
1.052 |
39.4% |
0.105 |
3.9% |
38% |
False |
False |
44,358 |
| 100 |
3.320 |
2.268 |
1.052 |
39.4% |
0.097 |
3.6% |
38% |
False |
False |
39,389 |
| 120 |
3.320 |
2.268 |
1.052 |
39.4% |
0.090 |
3.4% |
38% |
False |
False |
34,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.238 |
|
2.618 |
3.030 |
|
1.618 |
2.903 |
|
1.000 |
2.825 |
|
0.618 |
2.776 |
|
HIGH |
2.698 |
|
0.618 |
2.649 |
|
0.500 |
2.635 |
|
0.382 |
2.620 |
|
LOW |
2.571 |
|
0.618 |
2.493 |
|
1.000 |
2.444 |
|
1.618 |
2.366 |
|
2.618 |
2.239 |
|
4.250 |
2.031 |
|
|
| Fisher Pivots for day following 05-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.660 |
2.637 |
| PP |
2.647 |
2.601 |
| S1 |
2.635 |
2.565 |
|