NYMEX Natural Gas Future April 2021
| Trading Metrics calculated at close of trading on 28-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2020 |
28-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.576 |
2.351 |
-0.225 |
-8.7% |
2.685 |
| High |
2.603 |
2.453 |
-0.150 |
-5.8% |
2.752 |
| Low |
2.513 |
2.308 |
-0.205 |
-8.2% |
2.513 |
| Close |
2.518 |
2.357 |
-0.161 |
-6.4% |
2.518 |
| Range |
0.090 |
0.145 |
0.055 |
61.1% |
0.239 |
| ATR |
0.098 |
0.106 |
0.008 |
8.1% |
0.000 |
| Volume |
22,357 |
59,458 |
37,101 |
165.9% |
120,638 |
|
| Daily Pivots for day following 28-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.808 |
2.727 |
2.437 |
|
| R3 |
2.663 |
2.582 |
2.397 |
|
| R2 |
2.518 |
2.518 |
2.384 |
|
| R1 |
2.437 |
2.437 |
2.370 |
2.478 |
| PP |
2.373 |
2.373 |
2.373 |
2.393 |
| S1 |
2.292 |
2.292 |
2.344 |
2.333 |
| S2 |
2.228 |
2.228 |
2.330 |
|
| S3 |
2.083 |
2.147 |
2.317 |
|
| S4 |
1.938 |
2.002 |
2.277 |
|
|
| Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.311 |
3.154 |
2.649 |
|
| R3 |
3.072 |
2.915 |
2.584 |
|
| R2 |
2.833 |
2.833 |
2.562 |
|
| R1 |
2.676 |
2.676 |
2.540 |
2.635 |
| PP |
2.594 |
2.594 |
2.594 |
2.574 |
| S1 |
2.437 |
2.437 |
2.496 |
2.396 |
| S2 |
2.355 |
2.355 |
2.474 |
|
| S3 |
2.116 |
2.198 |
2.452 |
|
| S4 |
1.877 |
1.959 |
2.387 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.752 |
2.308 |
0.444 |
18.8% |
0.112 |
4.7% |
11% |
False |
True |
36,019 |
| 10 |
2.752 |
2.308 |
0.444 |
18.8% |
0.093 |
3.9% |
11% |
False |
True |
39,150 |
| 20 |
2.788 |
2.308 |
0.480 |
20.4% |
0.106 |
4.5% |
10% |
False |
True |
50,024 |
| 40 |
3.052 |
2.308 |
0.744 |
31.6% |
0.094 |
4.0% |
7% |
False |
True |
44,269 |
| 60 |
3.052 |
2.308 |
0.744 |
31.6% |
0.082 |
3.5% |
7% |
False |
True |
37,409 |
| 80 |
3.052 |
2.308 |
0.744 |
31.6% |
0.075 |
3.2% |
7% |
False |
True |
32,227 |
| 100 |
3.052 |
2.308 |
0.744 |
31.6% |
0.069 |
2.9% |
7% |
False |
True |
28,668 |
| 120 |
3.052 |
2.308 |
0.744 |
31.6% |
0.064 |
2.7% |
7% |
False |
True |
25,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.069 |
|
2.618 |
2.833 |
|
1.618 |
2.688 |
|
1.000 |
2.598 |
|
0.618 |
2.543 |
|
HIGH |
2.453 |
|
0.618 |
2.398 |
|
0.500 |
2.381 |
|
0.382 |
2.363 |
|
LOW |
2.308 |
|
0.618 |
2.218 |
|
1.000 |
2.163 |
|
1.618 |
2.073 |
|
2.618 |
1.928 |
|
4.250 |
1.692 |
|
|
| Fisher Pivots for day following 28-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.381 |
2.525 |
| PP |
2.373 |
2.469 |
| S1 |
2.365 |
2.413 |
|