NYMEX Natural Gas Future June 2021
| Trading Metrics calculated at close of trading on 18-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2020 |
18-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.766 |
2.710 |
-0.056 |
-2.0% |
2.701 |
| High |
2.773 |
2.740 |
-0.033 |
-1.2% |
2.773 |
| Low |
2.679 |
2.702 |
0.023 |
0.9% |
2.667 |
| Close |
2.696 |
2.725 |
0.029 |
1.1% |
2.725 |
| Range |
0.094 |
0.038 |
-0.056 |
-59.6% |
0.106 |
| ATR |
0.088 |
0.085 |
-0.003 |
-3.6% |
0.000 |
| Volume |
14,126 |
10,160 |
-3,966 |
-28.1% |
66,069 |
|
| Daily Pivots for day following 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.836 |
2.819 |
2.746 |
|
| R3 |
2.798 |
2.781 |
2.735 |
|
| R2 |
2.760 |
2.760 |
2.732 |
|
| R1 |
2.743 |
2.743 |
2.728 |
2.752 |
| PP |
2.722 |
2.722 |
2.722 |
2.727 |
| S1 |
2.705 |
2.705 |
2.722 |
2.714 |
| S2 |
2.684 |
2.684 |
2.718 |
|
| S3 |
2.646 |
2.667 |
2.715 |
|
| S4 |
2.608 |
2.629 |
2.704 |
|
|
| Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.040 |
2.988 |
2.783 |
|
| R3 |
2.934 |
2.882 |
2.754 |
|
| R2 |
2.828 |
2.828 |
2.744 |
|
| R1 |
2.776 |
2.776 |
2.735 |
2.802 |
| PP |
2.722 |
2.722 |
2.722 |
2.735 |
| S1 |
2.670 |
2.670 |
2.715 |
2.696 |
| S2 |
2.616 |
2.616 |
2.706 |
|
| S3 |
2.510 |
2.564 |
2.696 |
|
| S4 |
2.404 |
2.458 |
2.667 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.773 |
2.667 |
0.106 |
3.9% |
0.066 |
2.4% |
55% |
False |
False |
13,213 |
| 10 |
2.773 |
2.433 |
0.340 |
12.5% |
0.079 |
2.9% |
86% |
False |
False |
15,090 |
| 20 |
2.808 |
2.433 |
0.375 |
13.8% |
0.084 |
3.1% |
78% |
False |
False |
14,856 |
| 40 |
3.043 |
2.433 |
0.610 |
22.4% |
0.077 |
2.8% |
48% |
False |
False |
11,263 |
| 60 |
3.043 |
2.433 |
0.610 |
22.4% |
0.067 |
2.5% |
48% |
False |
False |
9,226 |
| 80 |
3.043 |
2.433 |
0.610 |
22.4% |
0.061 |
2.2% |
48% |
False |
False |
8,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.902 |
|
2.618 |
2.839 |
|
1.618 |
2.801 |
|
1.000 |
2.778 |
|
0.618 |
2.763 |
|
HIGH |
2.740 |
|
0.618 |
2.725 |
|
0.500 |
2.721 |
|
0.382 |
2.717 |
|
LOW |
2.702 |
|
0.618 |
2.679 |
|
1.000 |
2.664 |
|
1.618 |
2.641 |
|
2.618 |
2.603 |
|
4.250 |
2.541 |
|
|
| Fisher Pivots for day following 18-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.724 |
2.726 |
| PP |
2.722 |
2.726 |
| S1 |
2.721 |
2.725 |
|