NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 21-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2021 |
21-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
2.526 |
2.528 |
0.002 |
0.1% |
2.577 |
| High |
2.554 |
2.541 |
-0.013 |
-0.5% |
2.835 |
| Low |
2.459 |
2.462 |
0.003 |
0.1% |
2.561 |
| Close |
2.533 |
2.497 |
-0.036 |
-1.4% |
2.696 |
| Range |
0.095 |
0.079 |
-0.016 |
-16.8% |
0.274 |
| ATR |
0.129 |
0.126 |
-0.004 |
-2.8% |
0.000 |
| Volume |
117,377 |
95,649 |
-21,728 |
-18.5% |
506,045 |
|
| Daily Pivots for day following 21-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.737 |
2.696 |
2.540 |
|
| R3 |
2.658 |
2.617 |
2.519 |
|
| R2 |
2.579 |
2.579 |
2.511 |
|
| R1 |
2.538 |
2.538 |
2.504 |
2.519 |
| PP |
2.500 |
2.500 |
2.500 |
2.491 |
| S1 |
2.459 |
2.459 |
2.490 |
2.440 |
| S2 |
2.421 |
2.421 |
2.483 |
|
| S3 |
2.342 |
2.380 |
2.475 |
|
| S4 |
2.263 |
2.301 |
2.454 |
|
|
| 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 |
2.750 |
2.459 |
0.291 |
11.7% |
0.115 |
4.6% |
13% |
False |
False |
111,465 |
| 10 |
2.835 |
2.459 |
0.376 |
15.1% |
0.120 |
4.8% |
10% |
False |
False |
105,176 |
| 20 |
2.835 |
2.268 |
0.567 |
22.7% |
0.121 |
4.8% |
40% |
False |
False |
80,633 |
| 40 |
2.910 |
2.268 |
0.642 |
25.7% |
0.118 |
4.7% |
36% |
False |
False |
71,059 |
| 60 |
3.320 |
2.268 |
1.052 |
42.1% |
0.116 |
4.6% |
22% |
False |
False |
61,814 |
| 80 |
3.320 |
2.268 |
1.052 |
42.1% |
0.110 |
4.4% |
22% |
False |
False |
55,173 |
| 100 |
3.320 |
2.268 |
1.052 |
42.1% |
0.104 |
4.1% |
22% |
False |
False |
48,819 |
| 120 |
3.320 |
2.268 |
1.052 |
42.1% |
0.097 |
3.9% |
22% |
False |
False |
43,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.877 |
|
2.618 |
2.748 |
|
1.618 |
2.669 |
|
1.000 |
2.620 |
|
0.618 |
2.590 |
|
HIGH |
2.541 |
|
0.618 |
2.511 |
|
0.500 |
2.502 |
|
0.382 |
2.492 |
|
LOW |
2.462 |
|
0.618 |
2.413 |
|
1.000 |
2.383 |
|
1.618 |
2.334 |
|
2.618 |
2.255 |
|
4.250 |
2.126 |
|
|
| Fisher Pivots for day following 21-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.502 |
2.550 |
| PP |
2.500 |
2.532 |
| S1 |
2.499 |
2.515 |
|