NYMEX Natural Gas Future May 2021
| Trading Metrics calculated at close of trading on 14-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2020 |
14-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.598 |
2.658 |
0.060 |
2.3% |
2.421 |
| High |
2.640 |
2.699 |
0.059 |
2.2% |
2.640 |
| Low |
2.570 |
2.622 |
0.052 |
2.0% |
2.384 |
| Close |
2.612 |
2.673 |
0.061 |
2.3% |
2.612 |
| Range |
0.070 |
0.077 |
0.007 |
10.0% |
0.256 |
| ATR |
0.096 |
0.096 |
-0.001 |
-0.7% |
0.000 |
| Volume |
18,654 |
18,137 |
-517 |
-2.8% |
120,868 |
|
| Daily Pivots for day following 14-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.896 |
2.861 |
2.715 |
|
| R3 |
2.819 |
2.784 |
2.694 |
|
| R2 |
2.742 |
2.742 |
2.687 |
|
| R1 |
2.707 |
2.707 |
2.680 |
2.725 |
| PP |
2.665 |
2.665 |
2.665 |
2.673 |
| S1 |
2.630 |
2.630 |
2.666 |
2.648 |
| S2 |
2.588 |
2.588 |
2.659 |
|
| S3 |
2.511 |
2.553 |
2.652 |
|
| S4 |
2.434 |
2.476 |
2.631 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.313 |
3.219 |
2.753 |
|
| R3 |
3.057 |
2.963 |
2.682 |
|
| R2 |
2.801 |
2.801 |
2.659 |
|
| R1 |
2.707 |
2.707 |
2.635 |
2.754 |
| PP |
2.545 |
2.545 |
2.545 |
2.569 |
| S1 |
2.451 |
2.451 |
2.589 |
2.498 |
| S2 |
2.289 |
2.289 |
2.565 |
|
| S3 |
2.033 |
2.195 |
2.542 |
|
| S4 |
1.777 |
1.939 |
2.471 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.699 |
2.419 |
0.280 |
10.5% |
0.093 |
3.5% |
91% |
True |
False |
22,053 |
| 10 |
2.761 |
2.384 |
0.377 |
14.1% |
0.107 |
4.0% |
77% |
False |
False |
25,129 |
| 20 |
2.811 |
2.384 |
0.427 |
16.0% |
0.094 |
3.5% |
68% |
False |
False |
22,810 |
| 40 |
3.011 |
2.384 |
0.627 |
23.5% |
0.078 |
2.9% |
46% |
False |
False |
19,045 |
| 60 |
3.011 |
2.384 |
0.627 |
23.5% |
0.069 |
2.6% |
46% |
False |
False |
15,984 |
| 80 |
3.011 |
2.384 |
0.627 |
23.5% |
0.063 |
2.4% |
46% |
False |
False |
13,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.026 |
|
2.618 |
2.901 |
|
1.618 |
2.824 |
|
1.000 |
2.776 |
|
0.618 |
2.747 |
|
HIGH |
2.699 |
|
0.618 |
2.670 |
|
0.500 |
2.661 |
|
0.382 |
2.651 |
|
LOW |
2.622 |
|
0.618 |
2.574 |
|
1.000 |
2.545 |
|
1.618 |
2.497 |
|
2.618 |
2.420 |
|
4.250 |
2.295 |
|
|
| Fisher Pivots for day following 14-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.669 |
2.640 |
| PP |
2.665 |
2.607 |
| S1 |
2.661 |
2.574 |
|