NYMEX Natural Gas Future June 2021
| Trading Metrics calculated at close of trading on 17-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2020 |
17-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.726 |
2.766 |
0.040 |
1.5% |
2.473 |
| High |
2.756 |
2.773 |
0.017 |
0.6% |
2.686 |
| Low |
2.692 |
2.679 |
-0.013 |
-0.5% |
2.433 |
| Close |
2.751 |
2.696 |
-0.055 |
-2.0% |
2.658 |
| Range |
0.064 |
0.094 |
0.030 |
46.9% |
0.253 |
| ATR |
0.088 |
0.088 |
0.000 |
0.5% |
0.000 |
| Volume |
13,288 |
14,126 |
838 |
6.3% |
84,831 |
|
| Daily Pivots for day following 17-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.998 |
2.941 |
2.748 |
|
| R3 |
2.904 |
2.847 |
2.722 |
|
| R2 |
2.810 |
2.810 |
2.713 |
|
| R1 |
2.753 |
2.753 |
2.705 |
2.735 |
| PP |
2.716 |
2.716 |
2.716 |
2.707 |
| S1 |
2.659 |
2.659 |
2.687 |
2.641 |
| S2 |
2.622 |
2.622 |
2.679 |
|
| S3 |
2.528 |
2.565 |
2.670 |
|
| S4 |
2.434 |
2.471 |
2.644 |
|
|
| 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 |
2.773 |
2.614 |
0.159 |
5.9% |
0.073 |
2.7% |
52% |
True |
False |
13,980 |
| 10 |
2.773 |
2.433 |
0.340 |
12.6% |
0.086 |
3.2% |
77% |
True |
False |
15,634 |
| 20 |
2.808 |
2.433 |
0.375 |
13.9% |
0.090 |
3.3% |
70% |
False |
False |
15,401 |
| 40 |
3.043 |
2.433 |
0.610 |
22.6% |
0.077 |
2.9% |
43% |
False |
False |
11,101 |
| 60 |
3.043 |
2.433 |
0.610 |
22.6% |
0.067 |
2.5% |
43% |
False |
False |
9,169 |
| 80 |
3.043 |
2.433 |
0.610 |
22.6% |
0.061 |
2.3% |
43% |
False |
False |
7,926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.173 |
|
2.618 |
3.019 |
|
1.618 |
2.925 |
|
1.000 |
2.867 |
|
0.618 |
2.831 |
|
HIGH |
2.773 |
|
0.618 |
2.737 |
|
0.500 |
2.726 |
|
0.382 |
2.715 |
|
LOW |
2.679 |
|
0.618 |
2.621 |
|
1.000 |
2.585 |
|
1.618 |
2.527 |
|
2.618 |
2.433 |
|
4.250 |
2.280 |
|
|
| Fisher Pivots for day following 17-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.726 |
2.722 |
| PP |
2.716 |
2.713 |
| S1 |
2.706 |
2.705 |
|