NYMEX Natural Gas Future May 2021
| Trading Metrics calculated at close of trading on 12-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2021 |
12-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
2.609 |
2.759 |
0.150 |
5.7% |
2.617 |
| High |
2.754 |
2.822 |
0.068 |
2.5% |
2.753 |
| Low |
2.600 |
2.688 |
0.088 |
3.4% |
2.601 |
| Close |
2.721 |
2.716 |
-0.005 |
-0.2% |
2.680 |
| Range |
0.154 |
0.134 |
-0.020 |
-13.0% |
0.152 |
| ATR |
0.101 |
0.103 |
0.002 |
2.4% |
0.000 |
| Volume |
26,223 |
39,431 |
13,208 |
50.4% |
154,397 |
|
| Daily Pivots for day following 12-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.144 |
3.064 |
2.790 |
|
| R3 |
3.010 |
2.930 |
2.753 |
|
| R2 |
2.876 |
2.876 |
2.741 |
|
| R1 |
2.796 |
2.796 |
2.728 |
2.769 |
| PP |
2.742 |
2.742 |
2.742 |
2.729 |
| S1 |
2.662 |
2.662 |
2.704 |
2.635 |
| S2 |
2.608 |
2.608 |
2.691 |
|
| S3 |
2.474 |
2.528 |
2.679 |
|
| S4 |
2.340 |
2.394 |
2.642 |
|
|
| Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.134 |
3.059 |
2.764 |
|
| R3 |
2.982 |
2.907 |
2.722 |
|
| R2 |
2.830 |
2.830 |
2.708 |
|
| R1 |
2.755 |
2.755 |
2.694 |
2.793 |
| PP |
2.678 |
2.678 |
2.678 |
2.697 |
| S1 |
2.603 |
2.603 |
2.666 |
2.641 |
| S2 |
2.526 |
2.526 |
2.652 |
|
| S3 |
2.374 |
2.451 |
2.638 |
|
| S4 |
2.222 |
2.299 |
2.596 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.822 |
2.600 |
0.222 |
8.2% |
0.109 |
4.0% |
52% |
True |
False |
29,912 |
| 10 |
2.822 |
2.375 |
0.447 |
16.5% |
0.098 |
3.6% |
76% |
True |
False |
28,872 |
| 20 |
2.822 |
2.352 |
0.470 |
17.3% |
0.091 |
3.3% |
77% |
True |
False |
22,233 |
| 40 |
2.903 |
2.352 |
0.551 |
20.3% |
0.092 |
3.4% |
66% |
False |
False |
22,484 |
| 60 |
3.011 |
2.352 |
0.659 |
24.3% |
0.082 |
3.0% |
55% |
False |
False |
19,973 |
| 80 |
3.011 |
2.352 |
0.659 |
24.3% |
0.075 |
2.7% |
55% |
False |
False |
17,391 |
| 100 |
3.011 |
2.352 |
0.659 |
24.3% |
0.068 |
2.5% |
55% |
False |
False |
15,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.392 |
|
2.618 |
3.173 |
|
1.618 |
3.039 |
|
1.000 |
2.956 |
|
0.618 |
2.905 |
|
HIGH |
2.822 |
|
0.618 |
2.771 |
|
0.500 |
2.755 |
|
0.382 |
2.739 |
|
LOW |
2.688 |
|
0.618 |
2.605 |
|
1.000 |
2.554 |
|
1.618 |
2.471 |
|
2.618 |
2.337 |
|
4.250 |
2.119 |
|
|
| Fisher Pivots for day following 12-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.755 |
2.714 |
| PP |
2.742 |
2.713 |
| S1 |
2.729 |
2.711 |
|