NYMEX Natural Gas Future June 2021
| Trading Metrics calculated at close of trading on 28-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2020 |
28-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.646 |
2.478 |
-0.168 |
-6.3% |
2.738 |
| High |
2.659 |
2.572 |
-0.087 |
-3.3% |
2.804 |
| Low |
2.579 |
2.411 |
-0.168 |
-6.5% |
2.579 |
| Close |
2.587 |
2.448 |
-0.139 |
-5.4% |
2.587 |
| Range |
0.080 |
0.161 |
0.081 |
101.3% |
0.225 |
| ATR |
0.088 |
0.094 |
0.006 |
7.2% |
0.000 |
| Volume |
7,526 |
19,407 |
11,881 |
157.9% |
34,001 |
|
| Daily Pivots for day following 28-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.960 |
2.865 |
2.537 |
|
| R3 |
2.799 |
2.704 |
2.492 |
|
| R2 |
2.638 |
2.638 |
2.478 |
|
| R1 |
2.543 |
2.543 |
2.463 |
2.510 |
| PP |
2.477 |
2.477 |
2.477 |
2.461 |
| S1 |
2.382 |
2.382 |
2.433 |
2.349 |
| S2 |
2.316 |
2.316 |
2.418 |
|
| S3 |
2.155 |
2.221 |
2.404 |
|
| S4 |
1.994 |
2.060 |
2.359 |
|
|
| Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.332 |
3.184 |
2.711 |
|
| R3 |
3.107 |
2.959 |
2.649 |
|
| R2 |
2.882 |
2.882 |
2.628 |
|
| R1 |
2.734 |
2.734 |
2.608 |
2.696 |
| PP |
2.657 |
2.657 |
2.657 |
2.637 |
| S1 |
2.509 |
2.509 |
2.566 |
2.471 |
| S2 |
2.432 |
2.432 |
2.546 |
|
| S3 |
2.207 |
2.284 |
2.525 |
|
| S4 |
1.982 |
2.059 |
2.463 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.804 |
2.411 |
0.393 |
16.1% |
0.107 |
4.4% |
9% |
False |
True |
10,681 |
| 10 |
2.804 |
2.411 |
0.393 |
16.1% |
0.087 |
3.5% |
9% |
False |
True |
11,947 |
| 20 |
2.808 |
2.411 |
0.397 |
16.2% |
0.097 |
4.0% |
9% |
False |
True |
15,169 |
| 40 |
3.043 |
2.411 |
0.632 |
25.8% |
0.084 |
3.4% |
6% |
False |
True |
11,957 |
| 60 |
3.043 |
2.411 |
0.632 |
25.8% |
0.071 |
2.9% |
6% |
False |
True |
9,717 |
| 80 |
3.043 |
2.411 |
0.632 |
25.8% |
0.064 |
2.6% |
6% |
False |
True |
8,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.256 |
|
2.618 |
2.993 |
|
1.618 |
2.832 |
|
1.000 |
2.733 |
|
0.618 |
2.671 |
|
HIGH |
2.572 |
|
0.618 |
2.510 |
|
0.500 |
2.492 |
|
0.382 |
2.473 |
|
LOW |
2.411 |
|
0.618 |
2.312 |
|
1.000 |
2.250 |
|
1.618 |
2.151 |
|
2.618 |
1.990 |
|
4.250 |
1.727 |
|
|
| Fisher Pivots for day following 28-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.492 |
2.605 |
| PP |
2.477 |
2.553 |
| S1 |
2.463 |
2.500 |
|