NYMEX Natural Gas Future May 2021
| Trading Metrics calculated at close of trading on 04-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2020 |
04-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
2.485 |
2.617 |
0.132 |
5.3% |
2.401 |
| High |
2.571 |
2.669 |
0.098 |
3.8% |
2.571 |
| Low |
2.485 |
2.601 |
0.116 |
4.7% |
2.352 |
| Close |
2.555 |
2.608 |
0.053 |
2.1% |
2.555 |
| Range |
0.086 |
0.068 |
-0.018 |
-20.9% |
0.219 |
| ATR |
0.097 |
0.098 |
0.001 |
1.3% |
0.000 |
| Volume |
26,860 |
28,026 |
1,166 |
4.3% |
97,734 |
|
| Daily Pivots for day following 04-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.830 |
2.787 |
2.645 |
|
| R3 |
2.762 |
2.719 |
2.627 |
|
| R2 |
2.694 |
2.694 |
2.620 |
|
| R1 |
2.651 |
2.651 |
2.614 |
2.639 |
| PP |
2.626 |
2.626 |
2.626 |
2.620 |
| S1 |
2.583 |
2.583 |
2.602 |
2.571 |
| S2 |
2.558 |
2.558 |
2.596 |
|
| S3 |
2.490 |
2.515 |
2.589 |
|
| S4 |
2.422 |
2.447 |
2.571 |
|
|
| Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.150 |
3.071 |
2.675 |
|
| R3 |
2.931 |
2.852 |
2.615 |
|
| R2 |
2.712 |
2.712 |
2.595 |
|
| R1 |
2.633 |
2.633 |
2.575 |
2.673 |
| PP |
2.493 |
2.493 |
2.493 |
2.512 |
| S1 |
2.414 |
2.414 |
2.535 |
2.454 |
| S2 |
2.274 |
2.274 |
2.515 |
|
| S3 |
2.055 |
2.195 |
2.495 |
|
| S4 |
1.836 |
1.976 |
2.435 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.669 |
2.352 |
0.317 |
12.2% |
0.090 |
3.5% |
81% |
True |
False |
25,152 |
| 10 |
2.756 |
2.352 |
0.404 |
15.5% |
0.088 |
3.4% |
63% |
False |
False |
18,312 |
| 20 |
2.756 |
2.352 |
0.404 |
15.5% |
0.087 |
3.3% |
63% |
False |
False |
19,854 |
| 40 |
2.922 |
2.352 |
0.570 |
21.9% |
0.087 |
3.3% |
45% |
False |
False |
21,009 |
| 60 |
3.011 |
2.352 |
0.659 |
25.3% |
0.076 |
2.9% |
39% |
False |
False |
17,755 |
| 80 |
3.011 |
2.352 |
0.659 |
25.3% |
0.070 |
2.7% |
39% |
False |
False |
15,500 |
| 100 |
3.011 |
2.352 |
0.659 |
25.3% |
0.064 |
2.5% |
39% |
False |
False |
13,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.958 |
|
2.618 |
2.847 |
|
1.618 |
2.779 |
|
1.000 |
2.737 |
|
0.618 |
2.711 |
|
HIGH |
2.669 |
|
0.618 |
2.643 |
|
0.500 |
2.635 |
|
0.382 |
2.627 |
|
LOW |
2.601 |
|
0.618 |
2.559 |
|
1.000 |
2.533 |
|
1.618 |
2.491 |
|
2.618 |
2.423 |
|
4.250 |
2.312 |
|
|
| Fisher Pivots for day following 04-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.635 |
2.591 |
| PP |
2.626 |
2.574 |
| S1 |
2.617 |
2.557 |
|