NYMEX Natural Gas Future April 2021
| Trading Metrics calculated at close of trading on 21-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2020 |
21-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.651 |
2.685 |
0.034 |
1.3% |
2.639 |
| High |
2.692 |
2.690 |
-0.002 |
-0.1% |
2.715 |
| Low |
2.645 |
2.626 |
-0.019 |
-0.7% |
2.604 |
| Close |
2.670 |
2.685 |
0.015 |
0.6% |
2.670 |
| Range |
0.047 |
0.064 |
0.017 |
36.2% |
0.111 |
| ATR |
0.096 |
0.094 |
-0.002 |
-2.4% |
0.000 |
| Volume |
33,871 |
24,745 |
-9,126 |
-26.9% |
211,410 |
|
| Daily Pivots for day following 21-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.859 |
2.836 |
2.720 |
|
| R3 |
2.795 |
2.772 |
2.703 |
|
| R2 |
2.731 |
2.731 |
2.697 |
|
| R1 |
2.708 |
2.708 |
2.691 |
2.717 |
| PP |
2.667 |
2.667 |
2.667 |
2.672 |
| S1 |
2.644 |
2.644 |
2.679 |
2.653 |
| S2 |
2.603 |
2.603 |
2.673 |
|
| S3 |
2.539 |
2.580 |
2.667 |
|
| S4 |
2.475 |
2.516 |
2.650 |
|
|
| Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.996 |
2.944 |
2.731 |
|
| R3 |
2.885 |
2.833 |
2.701 |
|
| R2 |
2.774 |
2.774 |
2.690 |
|
| R1 |
2.722 |
2.722 |
2.680 |
2.748 |
| PP |
2.663 |
2.663 |
2.663 |
2.676 |
| S1 |
2.611 |
2.611 |
2.660 |
2.637 |
| S2 |
2.552 |
2.552 |
2.650 |
|
| S3 |
2.441 |
2.500 |
2.639 |
|
| S4 |
2.330 |
2.389 |
2.609 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.715 |
2.604 |
0.111 |
4.1% |
0.071 |
2.6% |
73% |
False |
False |
38,488 |
| 10 |
2.715 |
2.401 |
0.314 |
11.7% |
0.084 |
3.1% |
90% |
False |
False |
46,384 |
| 20 |
2.788 |
2.366 |
0.422 |
15.7% |
0.095 |
3.5% |
76% |
False |
False |
48,520 |
| 40 |
3.052 |
2.366 |
0.686 |
25.5% |
0.088 |
3.3% |
47% |
False |
False |
42,653 |
| 60 |
3.052 |
2.366 |
0.686 |
25.5% |
0.079 |
2.9% |
47% |
False |
False |
36,233 |
| 80 |
3.052 |
2.366 |
0.686 |
25.5% |
0.072 |
2.7% |
47% |
False |
False |
31,163 |
| 100 |
3.052 |
2.366 |
0.686 |
25.5% |
0.066 |
2.5% |
47% |
False |
False |
27,890 |
| 120 |
3.052 |
2.366 |
0.686 |
25.5% |
0.061 |
2.3% |
47% |
False |
False |
24,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.962 |
|
2.618 |
2.858 |
|
1.618 |
2.794 |
|
1.000 |
2.754 |
|
0.618 |
2.730 |
|
HIGH |
2.690 |
|
0.618 |
2.666 |
|
0.500 |
2.658 |
|
0.382 |
2.650 |
|
LOW |
2.626 |
|
0.618 |
2.586 |
|
1.000 |
2.562 |
|
1.618 |
2.522 |
|
2.618 |
2.458 |
|
4.250 |
2.354 |
|
|
| Fisher Pivots for day following 21-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.676 |
2.678 |
| PP |
2.667 |
2.671 |
| S1 |
2.658 |
2.665 |
|