NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 08-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2021 |
08-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
2.691 |
2.643 |
-0.048 |
-1.8% |
2.601 |
| High |
2.719 |
2.685 |
-0.034 |
-1.3% |
2.732 |
| Low |
2.635 |
2.603 |
-0.032 |
-1.2% |
2.553 |
| Close |
2.691 |
2.656 |
-0.035 |
-1.3% |
2.656 |
| Range |
0.084 |
0.082 |
-0.002 |
-2.4% |
0.179 |
| ATR |
0.123 |
0.120 |
-0.002 |
-2.0% |
0.000 |
| Volume |
74,219 |
89,979 |
15,760 |
21.2% |
388,618 |
|
| Daily Pivots for day following 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.894 |
2.857 |
2.701 |
|
| R3 |
2.812 |
2.775 |
2.679 |
|
| R2 |
2.730 |
2.730 |
2.671 |
|
| R1 |
2.693 |
2.693 |
2.664 |
2.712 |
| PP |
2.648 |
2.648 |
2.648 |
2.657 |
| S1 |
2.611 |
2.611 |
2.648 |
2.630 |
| S2 |
2.566 |
2.566 |
2.641 |
|
| S3 |
2.484 |
2.529 |
2.633 |
|
| S4 |
2.402 |
2.447 |
2.611 |
|
|
| Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.184 |
3.099 |
2.754 |
|
| R3 |
3.005 |
2.920 |
2.705 |
|
| R2 |
2.826 |
2.826 |
2.689 |
|
| R1 |
2.741 |
2.741 |
2.672 |
2.784 |
| PP |
2.647 |
2.647 |
2.647 |
2.668 |
| S1 |
2.562 |
2.562 |
2.640 |
2.605 |
| S2 |
2.468 |
2.468 |
2.623 |
|
| S3 |
2.289 |
2.383 |
2.607 |
|
| S4 |
2.110 |
2.204 |
2.558 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.732 |
2.553 |
0.179 |
6.7% |
0.106 |
4.0% |
58% |
False |
False |
77,723 |
| 10 |
2.732 |
2.268 |
0.464 |
17.5% |
0.109 |
4.1% |
84% |
False |
False |
62,785 |
| 20 |
2.750 |
2.268 |
0.482 |
18.1% |
0.108 |
4.1% |
80% |
False |
False |
60,369 |
| 40 |
3.062 |
2.268 |
0.794 |
29.9% |
0.114 |
4.3% |
49% |
False |
False |
58,131 |
| 60 |
3.320 |
2.268 |
1.052 |
39.6% |
0.109 |
4.1% |
37% |
False |
False |
51,230 |
| 80 |
3.320 |
2.268 |
1.052 |
39.6% |
0.106 |
4.0% |
37% |
False |
False |
46,475 |
| 100 |
3.320 |
2.268 |
1.052 |
39.6% |
0.098 |
3.7% |
37% |
False |
False |
41,209 |
| 120 |
3.320 |
2.268 |
1.052 |
39.6% |
0.092 |
3.5% |
37% |
False |
False |
36,625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.034 |
|
2.618 |
2.900 |
|
1.618 |
2.818 |
|
1.000 |
2.767 |
|
0.618 |
2.736 |
|
HIGH |
2.685 |
|
0.618 |
2.654 |
|
0.500 |
2.644 |
|
0.382 |
2.634 |
|
LOW |
2.603 |
|
0.618 |
2.552 |
|
1.000 |
2.521 |
|
1.618 |
2.470 |
|
2.618 |
2.388 |
|
4.250 |
2.255 |
|
|
| Fisher Pivots for day following 08-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.652 |
2.658 |
| PP |
2.648 |
2.657 |
| S1 |
2.644 |
2.657 |
|