NYMEX Natural Gas Future May 2021
| Trading Metrics calculated at close of trading on 22-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2020 |
22-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.697 |
2.701 |
0.004 |
0.1% |
2.658 |
| High |
2.701 |
2.756 |
0.055 |
2.0% |
2.730 |
| Low |
2.639 |
2.687 |
0.048 |
1.8% |
2.622 |
| Close |
2.697 |
2.732 |
0.035 |
1.3% |
2.679 |
| Range |
0.062 |
0.069 |
0.007 |
11.3% |
0.108 |
| ATR |
0.087 |
0.086 |
-0.001 |
-1.5% |
0.000 |
| Volume |
8,862 |
11,101 |
2,239 |
25.3% |
82,181 |
|
| Daily Pivots for day following 22-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.932 |
2.901 |
2.770 |
|
| R3 |
2.863 |
2.832 |
2.751 |
|
| R2 |
2.794 |
2.794 |
2.745 |
|
| R1 |
2.763 |
2.763 |
2.738 |
2.779 |
| PP |
2.725 |
2.725 |
2.725 |
2.733 |
| S1 |
2.694 |
2.694 |
2.726 |
2.710 |
| S2 |
2.656 |
2.656 |
2.719 |
|
| S3 |
2.587 |
2.625 |
2.713 |
|
| S4 |
2.518 |
2.556 |
2.694 |
|
|
| Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.001 |
2.948 |
2.738 |
|
| R3 |
2.893 |
2.840 |
2.709 |
|
| R2 |
2.785 |
2.785 |
2.699 |
|
| R1 |
2.732 |
2.732 |
2.689 |
2.759 |
| PP |
2.677 |
2.677 |
2.677 |
2.690 |
| S1 |
2.624 |
2.624 |
2.669 |
2.651 |
| S2 |
2.569 |
2.569 |
2.659 |
|
| S3 |
2.461 |
2.516 |
2.649 |
|
| S4 |
2.353 |
2.408 |
2.620 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.756 |
2.633 |
0.123 |
4.5% |
0.067 |
2.4% |
80% |
True |
False |
13,776 |
| 10 |
2.756 |
2.449 |
0.307 |
11.2% |
0.079 |
2.9% |
92% |
True |
False |
16,780 |
| 20 |
2.774 |
2.384 |
0.390 |
14.3% |
0.088 |
3.2% |
89% |
False |
False |
20,227 |
| 40 |
3.011 |
2.384 |
0.627 |
23.0% |
0.081 |
3.0% |
56% |
False |
False |
19,864 |
| 60 |
3.011 |
2.384 |
0.627 |
23.0% |
0.071 |
2.6% |
56% |
False |
False |
16,369 |
| 80 |
3.011 |
2.384 |
0.627 |
23.0% |
0.065 |
2.4% |
56% |
False |
False |
14,282 |
| 100 |
3.011 |
2.384 |
0.627 |
23.0% |
0.060 |
2.2% |
56% |
False |
False |
13,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.049 |
|
2.618 |
2.937 |
|
1.618 |
2.868 |
|
1.000 |
2.825 |
|
0.618 |
2.799 |
|
HIGH |
2.756 |
|
0.618 |
2.730 |
|
0.500 |
2.722 |
|
0.382 |
2.713 |
|
LOW |
2.687 |
|
0.618 |
2.644 |
|
1.000 |
2.618 |
|
1.618 |
2.575 |
|
2.618 |
2.506 |
|
4.250 |
2.394 |
|
|
| Fisher Pivots for day following 22-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.729 |
2.721 |
| PP |
2.725 |
2.709 |
| S1 |
2.722 |
2.698 |
|