NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 15-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2021 |
15-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
2.701 |
2.636 |
-0.065 |
-2.4% |
2.577 |
| High |
2.750 |
2.748 |
-0.002 |
-0.1% |
2.835 |
| Low |
2.625 |
2.606 |
-0.019 |
-0.7% |
2.561 |
| Close |
2.630 |
2.696 |
0.066 |
2.5% |
2.696 |
| Range |
0.125 |
0.142 |
0.017 |
13.6% |
0.274 |
| ATR |
0.126 |
0.127 |
0.001 |
0.9% |
0.000 |
| Volume |
84,703 |
91,102 |
6,399 |
7.6% |
506,045 |
|
| Daily Pivots for day following 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.109 |
3.045 |
2.774 |
|
| R3 |
2.967 |
2.903 |
2.735 |
|
| R2 |
2.825 |
2.825 |
2.722 |
|
| R1 |
2.761 |
2.761 |
2.709 |
2.793 |
| PP |
2.683 |
2.683 |
2.683 |
2.700 |
| S1 |
2.619 |
2.619 |
2.683 |
2.651 |
| S2 |
2.541 |
2.541 |
2.670 |
|
| S3 |
2.399 |
2.477 |
2.657 |
|
| S4 |
2.257 |
2.335 |
2.618 |
|
|
| Weekly Pivots for week ending 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.519 |
3.382 |
2.847 |
|
| R3 |
3.245 |
3.108 |
2.771 |
|
| R2 |
2.971 |
2.971 |
2.746 |
|
| R1 |
2.834 |
2.834 |
2.721 |
2.903 |
| PP |
2.697 |
2.697 |
2.697 |
2.732 |
| S1 |
2.560 |
2.560 |
2.671 |
2.629 |
| S2 |
2.423 |
2.423 |
2.646 |
|
| S3 |
2.149 |
2.286 |
2.621 |
|
| S4 |
1.875 |
2.012 |
2.545 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.835 |
2.561 |
0.274 |
10.2% |
0.145 |
5.4% |
49% |
False |
False |
101,209 |
| 10 |
2.835 |
2.553 |
0.282 |
10.5% |
0.126 |
4.7% |
51% |
False |
False |
89,466 |
| 20 |
2.835 |
2.268 |
0.567 |
21.0% |
0.118 |
4.4% |
75% |
False |
False |
67,666 |
| 40 |
2.910 |
2.268 |
0.642 |
23.8% |
0.119 |
4.4% |
67% |
False |
False |
64,883 |
| 60 |
3.320 |
2.268 |
1.052 |
39.0% |
0.115 |
4.3% |
41% |
False |
False |
56,986 |
| 80 |
3.320 |
2.268 |
1.052 |
39.0% |
0.110 |
4.1% |
41% |
False |
False |
51,427 |
| 100 |
3.320 |
2.268 |
1.052 |
39.0% |
0.103 |
3.8% |
41% |
False |
False |
45,614 |
| 120 |
3.320 |
2.268 |
1.052 |
39.0% |
0.096 |
3.6% |
41% |
False |
False |
40,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.352 |
|
2.618 |
3.120 |
|
1.618 |
2.978 |
|
1.000 |
2.890 |
|
0.618 |
2.836 |
|
HIGH |
2.748 |
|
0.618 |
2.694 |
|
0.500 |
2.677 |
|
0.382 |
2.660 |
|
LOW |
2.606 |
|
0.618 |
2.518 |
|
1.000 |
2.464 |
|
1.618 |
2.376 |
|
2.618 |
2.234 |
|
4.250 |
2.003 |
|
|
| Fisher Pivots for day following 15-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.690 |
2.694 |
| PP |
2.683 |
2.692 |
| S1 |
2.677 |
2.690 |
|