NYMEX Natural Gas Future April 2021
| Trading Metrics calculated at close of trading on 31-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2020 |
31-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.460 |
2.463 |
0.003 |
0.1% |
2.685 |
| High |
2.486 |
2.554 |
0.068 |
2.7% |
2.752 |
| Low |
2.418 |
2.460 |
0.042 |
1.7% |
2.513 |
| Close |
2.447 |
2.538 |
0.091 |
3.7% |
2.518 |
| Range |
0.068 |
0.094 |
0.026 |
38.2% |
0.239 |
| ATR |
0.106 |
0.106 |
0.000 |
0.1% |
0.000 |
| Volume |
24,318 |
41,222 |
16,904 |
69.5% |
120,638 |
|
| Daily Pivots for day following 31-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.799 |
2.763 |
2.590 |
|
| R3 |
2.705 |
2.669 |
2.564 |
|
| R2 |
2.611 |
2.611 |
2.555 |
|
| R1 |
2.575 |
2.575 |
2.547 |
2.593 |
| PP |
2.517 |
2.517 |
2.517 |
2.527 |
| S1 |
2.481 |
2.481 |
2.529 |
2.499 |
| S2 |
2.423 |
2.423 |
2.521 |
|
| S3 |
2.329 |
2.387 |
2.512 |
|
| S4 |
2.235 |
2.293 |
2.486 |
|
|
| 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 |
2.603 |
2.308 |
0.295 |
11.6% |
0.108 |
4.3% |
78% |
False |
False |
39,096 |
| 10 |
2.752 |
2.308 |
0.444 |
17.5% |
0.101 |
4.0% |
52% |
False |
False |
37,443 |
| 20 |
2.752 |
2.308 |
0.444 |
17.5% |
0.104 |
4.1% |
52% |
False |
False |
48,410 |
| 40 |
2.952 |
2.308 |
0.644 |
25.4% |
0.095 |
3.7% |
36% |
False |
False |
44,419 |
| 60 |
3.052 |
2.308 |
0.744 |
29.3% |
0.083 |
3.3% |
31% |
False |
False |
38,091 |
| 80 |
3.052 |
2.308 |
0.744 |
29.3% |
0.077 |
3.0% |
31% |
False |
False |
33,262 |
| 100 |
3.052 |
2.308 |
0.744 |
29.3% |
0.071 |
2.8% |
31% |
False |
False |
29,383 |
| 120 |
3.052 |
2.308 |
0.744 |
29.3% |
0.066 |
2.6% |
31% |
False |
False |
26,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.954 |
|
2.618 |
2.800 |
|
1.618 |
2.706 |
|
1.000 |
2.648 |
|
0.618 |
2.612 |
|
HIGH |
2.554 |
|
0.618 |
2.518 |
|
0.500 |
2.507 |
|
0.382 |
2.496 |
|
LOW |
2.460 |
|
0.618 |
2.402 |
|
1.000 |
2.366 |
|
1.618 |
2.308 |
|
2.618 |
2.214 |
|
4.250 |
2.061 |
|
|
| Fisher Pivots for day following 31-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.528 |
2.508 |
| PP |
2.517 |
2.479 |
| S1 |
2.507 |
2.449 |
|