NYMEX Natural Gas Future June 2021
| Trading Metrics calculated at close of trading on 11-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2020 |
11-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.534 |
2.644 |
0.110 |
4.3% |
2.473 |
| High |
2.676 |
2.686 |
0.010 |
0.4% |
2.686 |
| Low |
2.499 |
2.614 |
0.115 |
4.6% |
2.433 |
| Close |
2.641 |
2.658 |
0.017 |
0.6% |
2.658 |
| Range |
0.177 |
0.072 |
-0.105 |
-59.3% |
0.253 |
| ATR |
0.095 |
0.093 |
-0.002 |
-1.7% |
0.000 |
| Volume |
23,068 |
13,995 |
-9,073 |
-39.3% |
84,831 |
|
| Daily Pivots for day following 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.869 |
2.835 |
2.698 |
|
| R3 |
2.797 |
2.763 |
2.678 |
|
| R2 |
2.725 |
2.725 |
2.671 |
|
| R1 |
2.691 |
2.691 |
2.665 |
2.708 |
| PP |
2.653 |
2.653 |
2.653 |
2.661 |
| S1 |
2.619 |
2.619 |
2.651 |
2.636 |
| S2 |
2.581 |
2.581 |
2.645 |
|
| S3 |
2.509 |
2.547 |
2.638 |
|
| S4 |
2.437 |
2.475 |
2.618 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.351 |
3.258 |
2.797 |
|
| R3 |
3.098 |
3.005 |
2.728 |
|
| R2 |
2.845 |
2.845 |
2.704 |
|
| R1 |
2.752 |
2.752 |
2.681 |
2.799 |
| PP |
2.592 |
2.592 |
2.592 |
2.616 |
| S1 |
2.499 |
2.499 |
2.635 |
2.546 |
| S2 |
2.339 |
2.339 |
2.612 |
|
| S3 |
2.086 |
2.246 |
2.588 |
|
| S4 |
1.833 |
1.993 |
2.519 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.686 |
2.433 |
0.253 |
9.5% |
0.093 |
3.5% |
89% |
True |
False |
16,966 |
| 10 |
2.808 |
2.433 |
0.375 |
14.1% |
0.108 |
4.1% |
60% |
False |
False |
18,390 |
| 20 |
2.937 |
2.433 |
0.504 |
19.0% |
0.090 |
3.4% |
45% |
False |
False |
14,341 |
| 40 |
3.043 |
2.433 |
0.610 |
22.9% |
0.074 |
2.8% |
37% |
False |
False |
10,285 |
| 60 |
3.043 |
2.433 |
0.610 |
22.9% |
0.065 |
2.5% |
37% |
False |
False |
8,608 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.992 |
|
2.618 |
2.874 |
|
1.618 |
2.802 |
|
1.000 |
2.758 |
|
0.618 |
2.730 |
|
HIGH |
2.686 |
|
0.618 |
2.658 |
|
0.500 |
2.650 |
|
0.382 |
2.642 |
|
LOW |
2.614 |
|
0.618 |
2.570 |
|
1.000 |
2.542 |
|
1.618 |
2.498 |
|
2.618 |
2.426 |
|
4.250 |
2.308 |
|
|
| Fisher Pivots for day following 11-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.655 |
2.636 |
| PP |
2.653 |
2.614 |
| S1 |
2.650 |
2.593 |
|