NYMEX Natural Gas Future June 2021
| Trading Metrics calculated at close of trading on 16-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2020 |
16-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.713 |
2.726 |
0.013 |
0.5% |
2.473 |
| High |
2.730 |
2.756 |
0.026 |
1.0% |
2.686 |
| Low |
2.670 |
2.692 |
0.022 |
0.8% |
2.433 |
| Close |
2.728 |
2.751 |
0.023 |
0.8% |
2.658 |
| Range |
0.060 |
0.064 |
0.004 |
6.7% |
0.253 |
| ATR |
0.090 |
0.088 |
-0.002 |
-2.1% |
0.000 |
| Volume |
10,436 |
13,288 |
2,852 |
27.3% |
84,831 |
|
| Daily Pivots for day following 16-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.925 |
2.902 |
2.786 |
|
| R3 |
2.861 |
2.838 |
2.769 |
|
| R2 |
2.797 |
2.797 |
2.763 |
|
| R1 |
2.774 |
2.774 |
2.757 |
2.786 |
| PP |
2.733 |
2.733 |
2.733 |
2.739 |
| S1 |
2.710 |
2.710 |
2.745 |
2.722 |
| S2 |
2.669 |
2.669 |
2.739 |
|
| S3 |
2.605 |
2.646 |
2.733 |
|
| S4 |
2.541 |
2.582 |
2.716 |
|
|
| 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 |
2.756 |
2.499 |
0.257 |
9.3% |
0.089 |
3.2% |
98% |
True |
False |
15,769 |
| 10 |
2.756 |
2.433 |
0.323 |
11.7% |
0.099 |
3.6% |
98% |
True |
False |
18,335 |
| 20 |
2.808 |
2.433 |
0.375 |
13.6% |
0.088 |
3.2% |
85% |
False |
False |
15,062 |
| 40 |
3.043 |
2.433 |
0.610 |
22.2% |
0.076 |
2.8% |
52% |
False |
False |
10,881 |
| 60 |
3.043 |
2.433 |
0.610 |
22.2% |
0.067 |
2.4% |
52% |
False |
False |
9,056 |
| 80 |
3.043 |
2.433 |
0.610 |
22.2% |
0.060 |
2.2% |
52% |
False |
False |
7,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.028 |
|
2.618 |
2.924 |
|
1.618 |
2.860 |
|
1.000 |
2.820 |
|
0.618 |
2.796 |
|
HIGH |
2.756 |
|
0.618 |
2.732 |
|
0.500 |
2.724 |
|
0.382 |
2.716 |
|
LOW |
2.692 |
|
0.618 |
2.652 |
|
1.000 |
2.628 |
|
1.618 |
2.588 |
|
2.618 |
2.524 |
|
4.250 |
2.420 |
|
|
| Fisher Pivots for day following 16-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.742 |
2.738 |
| PP |
2.733 |
2.725 |
| S1 |
2.724 |
2.712 |
|