NYMEX Natural Gas Future May 2021
| Trading Metrics calculated at close of trading on 17-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2020 |
17-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.684 |
2.710 |
0.026 |
1.0% |
2.421 |
| High |
2.711 |
2.730 |
0.019 |
0.7% |
2.640 |
| Low |
2.646 |
2.633 |
-0.013 |
-0.5% |
2.384 |
| Close |
2.705 |
2.649 |
-0.056 |
-2.1% |
2.612 |
| Range |
0.065 |
0.097 |
0.032 |
49.2% |
0.256 |
| ATR |
0.091 |
0.092 |
0.000 |
0.4% |
0.000 |
| Volume |
19,531 |
16,743 |
-2,788 |
-14.3% |
120,868 |
|
| Daily Pivots for day following 17-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.962 |
2.902 |
2.702 |
|
| R3 |
2.865 |
2.805 |
2.676 |
|
| R2 |
2.768 |
2.768 |
2.667 |
|
| R1 |
2.708 |
2.708 |
2.658 |
2.690 |
| PP |
2.671 |
2.671 |
2.671 |
2.661 |
| S1 |
2.611 |
2.611 |
2.640 |
2.593 |
| S2 |
2.574 |
2.574 |
2.631 |
|
| S3 |
2.477 |
2.514 |
2.622 |
|
| S4 |
2.380 |
2.417 |
2.596 |
|
|
| 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 |
2.730 |
2.570 |
0.160 |
6.0% |
0.074 |
2.8% |
49% |
True |
False |
17,637 |
| 10 |
2.730 |
2.384 |
0.346 |
13.1% |
0.087 |
3.3% |
77% |
True |
False |
21,396 |
| 20 |
2.774 |
2.384 |
0.390 |
14.7% |
0.094 |
3.5% |
68% |
False |
False |
22,177 |
| 40 |
3.011 |
2.384 |
0.627 |
23.7% |
0.081 |
3.0% |
42% |
False |
False |
19,709 |
| 60 |
3.011 |
2.384 |
0.627 |
23.7% |
0.071 |
2.7% |
42% |
False |
False |
16,309 |
| 80 |
3.011 |
2.384 |
0.627 |
23.7% |
0.065 |
2.4% |
42% |
False |
False |
14,208 |
| 100 |
3.011 |
2.384 |
0.627 |
23.7% |
0.060 |
2.3% |
42% |
False |
False |
12,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.142 |
|
2.618 |
2.984 |
|
1.618 |
2.887 |
|
1.000 |
2.827 |
|
0.618 |
2.790 |
|
HIGH |
2.730 |
|
0.618 |
2.693 |
|
0.500 |
2.682 |
|
0.382 |
2.670 |
|
LOW |
2.633 |
|
0.618 |
2.573 |
|
1.000 |
2.536 |
|
1.618 |
2.476 |
|
2.618 |
2.379 |
|
4.250 |
2.221 |
|
|
| Fisher Pivots for day following 17-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.682 |
2.678 |
| PP |
2.671 |
2.668 |
| S1 |
2.660 |
2.659 |
|