NYMEX Natural Gas Future June 2021
| Trading Metrics calculated at close of trading on 30-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2020 |
30-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.462 |
2.535 |
0.073 |
3.0% |
2.738 |
| High |
2.553 |
2.563 |
0.010 |
0.4% |
2.804 |
| Low |
2.433 |
2.503 |
0.070 |
2.9% |
2.579 |
| Close |
2.529 |
2.529 |
0.000 |
0.0% |
2.587 |
| Range |
0.120 |
0.060 |
-0.060 |
-50.0% |
0.225 |
| ATR |
0.096 |
0.093 |
-0.003 |
-2.7% |
0.000 |
| Volume |
20,645 |
9,969 |
-10,676 |
-51.7% |
34,001 |
|
| Daily Pivots for day following 30-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.712 |
2.680 |
2.562 |
|
| R3 |
2.652 |
2.620 |
2.546 |
|
| R2 |
2.592 |
2.592 |
2.540 |
|
| R1 |
2.560 |
2.560 |
2.535 |
2.546 |
| PP |
2.532 |
2.532 |
2.532 |
2.525 |
| S1 |
2.500 |
2.500 |
2.524 |
2.486 |
| S2 |
2.472 |
2.472 |
2.518 |
|
| S3 |
2.412 |
2.440 |
2.513 |
|
| S4 |
2.352 |
2.380 |
2.496 |
|
|
| 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 |
2.799 |
2.411 |
0.388 |
15.3% |
0.118 |
4.7% |
30% |
False |
False |
14,106 |
| 10 |
2.804 |
2.411 |
0.393 |
15.5% |
0.091 |
3.6% |
30% |
False |
False |
12,159 |
| 20 |
2.804 |
2.411 |
0.393 |
15.5% |
0.097 |
3.8% |
30% |
False |
False |
15,262 |
| 40 |
2.986 |
2.411 |
0.575 |
22.7% |
0.085 |
3.3% |
21% |
False |
False |
12,432 |
| 60 |
3.043 |
2.411 |
0.632 |
25.0% |
0.072 |
2.8% |
19% |
False |
False |
9,999 |
| 80 |
3.043 |
2.411 |
0.632 |
25.0% |
0.066 |
2.6% |
19% |
False |
False |
8,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.818 |
|
2.618 |
2.720 |
|
1.618 |
2.660 |
|
1.000 |
2.623 |
|
0.618 |
2.600 |
|
HIGH |
2.563 |
|
0.618 |
2.540 |
|
0.500 |
2.533 |
|
0.382 |
2.526 |
|
LOW |
2.503 |
|
0.618 |
2.466 |
|
1.000 |
2.443 |
|
1.618 |
2.406 |
|
2.618 |
2.346 |
|
4.250 |
2.248 |
|
|
| Fisher Pivots for day following 30-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.533 |
2.517 |
| PP |
2.532 |
2.504 |
| S1 |
2.530 |
2.492 |
|