NYMEX Natural Gas Future May 2021
| Trading Metrics calculated at close of trading on 27-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2021 |
27-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
2.667 |
2.694 |
0.027 |
1.0% |
2.667 |
| High |
2.719 |
2.779 |
0.060 |
2.2% |
2.690 |
| Low |
2.657 |
2.688 |
0.031 |
1.2% |
2.527 |
| Close |
2.700 |
2.751 |
0.051 |
1.9% |
2.557 |
| Range |
0.062 |
0.091 |
0.029 |
46.8% |
0.163 |
| ATR |
0.097 |
0.097 |
0.000 |
-0.5% |
0.000 |
| Volume |
25,119 |
31,304 |
6,185 |
24.6% |
101,606 |
|
| Daily Pivots for day following 27-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.012 |
2.973 |
2.801 |
|
| R3 |
2.921 |
2.882 |
2.776 |
|
| R2 |
2.830 |
2.830 |
2.768 |
|
| R1 |
2.791 |
2.791 |
2.759 |
2.811 |
| PP |
2.739 |
2.739 |
2.739 |
2.749 |
| S1 |
2.700 |
2.700 |
2.743 |
2.720 |
| S2 |
2.648 |
2.648 |
2.734 |
|
| S3 |
2.557 |
2.609 |
2.726 |
|
| S4 |
2.466 |
2.518 |
2.701 |
|
|
| Weekly Pivots for week ending 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.080 |
2.982 |
2.647 |
|
| R3 |
2.917 |
2.819 |
2.602 |
|
| R2 |
2.754 |
2.754 |
2.587 |
|
| R1 |
2.656 |
2.656 |
2.572 |
2.624 |
| PP |
2.591 |
2.591 |
2.591 |
2.575 |
| S1 |
2.493 |
2.493 |
2.542 |
2.461 |
| S2 |
2.428 |
2.428 |
2.527 |
|
| S3 |
2.265 |
2.330 |
2.512 |
|
| S4 |
2.102 |
2.167 |
2.467 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.779 |
2.527 |
0.252 |
9.2% |
0.074 |
2.7% |
89% |
True |
False |
25,205 |
| 10 |
2.779 |
2.527 |
0.252 |
9.2% |
0.086 |
3.1% |
89% |
True |
False |
27,934 |
| 20 |
2.822 |
2.375 |
0.447 |
16.2% |
0.092 |
3.3% |
84% |
False |
False |
28,403 |
| 40 |
2.822 |
2.352 |
0.470 |
17.1% |
0.095 |
3.4% |
85% |
False |
False |
24,484 |
| 60 |
3.011 |
2.352 |
0.659 |
24.0% |
0.088 |
3.2% |
61% |
False |
False |
22,973 |
| 80 |
3.011 |
2.352 |
0.659 |
24.0% |
0.079 |
2.9% |
61% |
False |
False |
19,770 |
| 100 |
3.011 |
2.352 |
0.659 |
24.0% |
0.072 |
2.6% |
61% |
False |
False |
17,371 |
| 120 |
3.011 |
2.352 |
0.659 |
24.0% |
0.067 |
2.4% |
61% |
False |
False |
15,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.166 |
|
2.618 |
3.017 |
|
1.618 |
2.926 |
|
1.000 |
2.870 |
|
0.618 |
2.835 |
|
HIGH |
2.779 |
|
0.618 |
2.744 |
|
0.500 |
2.734 |
|
0.382 |
2.723 |
|
LOW |
2.688 |
|
0.618 |
2.632 |
|
1.000 |
2.597 |
|
1.618 |
2.541 |
|
2.618 |
2.450 |
|
4.250 |
2.301 |
|
|
| Fisher Pivots for day following 27-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.745 |
2.729 |
| PP |
2.739 |
2.707 |
| S1 |
2.734 |
2.685 |
|