NYMEX Natural Gas Future May 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 |
2.658 |
2.675 |
0.017 |
0.6% |
2.421 |
| High |
2.699 |
2.688 |
-0.011 |
-0.4% |
2.640 |
| Low |
2.622 |
2.625 |
0.003 |
0.1% |
2.384 |
| Close |
2.673 |
2.684 |
0.011 |
0.4% |
2.612 |
| Range |
0.077 |
0.063 |
-0.014 |
-18.2% |
0.256 |
| ATR |
0.096 |
0.093 |
-0.002 |
-2.4% |
0.000 |
| Volume |
18,137 |
15,123 |
-3,014 |
-16.6% |
120,868 |
|
| Daily Pivots for day following 15-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.855 |
2.832 |
2.719 |
|
| R3 |
2.792 |
2.769 |
2.701 |
|
| R2 |
2.729 |
2.729 |
2.696 |
|
| R1 |
2.706 |
2.706 |
2.690 |
2.718 |
| PP |
2.666 |
2.666 |
2.666 |
2.671 |
| S1 |
2.643 |
2.643 |
2.678 |
2.655 |
| S2 |
2.603 |
2.603 |
2.672 |
|
| S3 |
2.540 |
2.580 |
2.667 |
|
| S4 |
2.477 |
2.517 |
2.649 |
|
|
| 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 |
2.449 |
0.250 |
9.3% |
0.091 |
3.4% |
94% |
False |
False |
19,785 |
| 10 |
2.738 |
2.384 |
0.354 |
13.2% |
0.106 |
3.9% |
85% |
False |
False |
24,818 |
| 20 |
2.774 |
2.384 |
0.390 |
14.5% |
0.092 |
3.4% |
77% |
False |
False |
22,169 |
| 40 |
3.011 |
2.384 |
0.627 |
23.4% |
0.079 |
2.9% |
48% |
False |
False |
19,244 |
| 60 |
3.011 |
2.384 |
0.627 |
23.4% |
0.070 |
2.6% |
48% |
False |
False |
16,090 |
| 80 |
3.011 |
2.384 |
0.627 |
23.4% |
0.063 |
2.4% |
48% |
False |
False |
13,898 |
| 100 |
3.011 |
2.384 |
0.627 |
23.4% |
0.059 |
2.2% |
48% |
False |
False |
12,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.956 |
|
2.618 |
2.853 |
|
1.618 |
2.790 |
|
1.000 |
2.751 |
|
0.618 |
2.727 |
|
HIGH |
2.688 |
|
0.618 |
2.664 |
|
0.500 |
2.657 |
|
0.382 |
2.649 |
|
LOW |
2.625 |
|
0.618 |
2.586 |
|
1.000 |
2.562 |
|
1.618 |
2.523 |
|
2.618 |
2.460 |
|
4.250 |
2.357 |
|
|
| Fisher Pivots for day following 15-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.675 |
2.668 |
| PP |
2.666 |
2.651 |
| S1 |
2.657 |
2.635 |
|