NYMEX Natural Gas Future April 2021
| Trading Metrics calculated at close of trading on 15-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2020 |
15-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.639 |
2.655 |
0.016 |
0.6% |
2.418 |
| High |
2.687 |
2.676 |
-0.011 |
-0.4% |
2.621 |
| Low |
2.607 |
2.604 |
-0.003 |
-0.1% |
2.366 |
| Close |
2.662 |
2.670 |
0.008 |
0.3% |
2.596 |
| Range |
0.080 |
0.072 |
-0.008 |
-10.0% |
0.255 |
| ATR |
0.103 |
0.101 |
-0.002 |
-2.2% |
0.000 |
| Volume |
43,715 |
44,175 |
460 |
1.1% |
297,606 |
|
| Daily Pivots for day following 15-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.866 |
2.840 |
2.710 |
|
| R3 |
2.794 |
2.768 |
2.690 |
|
| R2 |
2.722 |
2.722 |
2.683 |
|
| R1 |
2.696 |
2.696 |
2.677 |
2.709 |
| PP |
2.650 |
2.650 |
2.650 |
2.657 |
| S1 |
2.624 |
2.624 |
2.663 |
2.637 |
| S2 |
2.578 |
2.578 |
2.657 |
|
| S3 |
2.506 |
2.552 |
2.650 |
|
| S4 |
2.434 |
2.480 |
2.630 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.293 |
3.199 |
2.736 |
|
| R3 |
3.038 |
2.944 |
2.666 |
|
| R2 |
2.783 |
2.783 |
2.643 |
|
| R1 |
2.689 |
2.689 |
2.619 |
2.736 |
| PP |
2.528 |
2.528 |
2.528 |
2.551 |
| S1 |
2.434 |
2.434 |
2.573 |
2.481 |
| S2 |
2.273 |
2.273 |
2.549 |
|
| S3 |
2.018 |
2.179 |
2.526 |
|
| S4 |
1.763 |
1.924 |
2.456 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.687 |
2.423 |
0.264 |
9.9% |
0.097 |
3.6% |
94% |
False |
False |
50,517 |
| 10 |
2.750 |
2.366 |
0.384 |
14.4% |
0.113 |
4.2% |
79% |
False |
False |
60,299 |
| 20 |
2.788 |
2.366 |
0.422 |
15.8% |
0.099 |
3.7% |
72% |
False |
False |
50,195 |
| 40 |
3.052 |
2.366 |
0.686 |
25.7% |
0.087 |
3.2% |
44% |
False |
False |
41,367 |
| 60 |
3.052 |
2.366 |
0.686 |
25.7% |
0.078 |
2.9% |
44% |
False |
False |
35,218 |
| 80 |
3.052 |
2.366 |
0.686 |
25.7% |
0.070 |
2.6% |
44% |
False |
False |
30,127 |
| 100 |
3.052 |
2.366 |
0.686 |
25.7% |
0.065 |
2.4% |
44% |
False |
False |
26,834 |
| 120 |
3.052 |
2.366 |
0.686 |
25.7% |
0.060 |
2.2% |
44% |
False |
False |
23,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.982 |
|
2.618 |
2.864 |
|
1.618 |
2.792 |
|
1.000 |
2.748 |
|
0.618 |
2.720 |
|
HIGH |
2.676 |
|
0.618 |
2.648 |
|
0.500 |
2.640 |
|
0.382 |
2.632 |
|
LOW |
2.604 |
|
0.618 |
2.560 |
|
1.000 |
2.532 |
|
1.618 |
2.488 |
|
2.618 |
2.416 |
|
4.250 |
2.298 |
|
|
| Fisher Pivots for day following 15-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.660 |
2.652 |
| PP |
2.650 |
2.635 |
| S1 |
2.640 |
2.617 |
|