NYMEX Natural Gas Future June 2021
| Trading Metrics calculated at close of trading on 31-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2020 |
31-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.535 |
2.545 |
0.010 |
0.4% |
2.738 |
| High |
2.563 |
2.624 |
0.061 |
2.4% |
2.804 |
| Low |
2.503 |
2.545 |
0.042 |
1.7% |
2.579 |
| Close |
2.529 |
2.611 |
0.082 |
3.2% |
2.587 |
| Range |
0.060 |
0.079 |
0.019 |
31.7% |
0.225 |
| ATR |
0.093 |
0.094 |
0.000 |
0.1% |
0.000 |
| Volume |
9,969 |
17,012 |
7,043 |
70.6% |
34,001 |
|
| Daily Pivots for day following 31-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.830 |
2.800 |
2.654 |
|
| R3 |
2.751 |
2.721 |
2.633 |
|
| R2 |
2.672 |
2.672 |
2.625 |
|
| R1 |
2.642 |
2.642 |
2.618 |
2.657 |
| PP |
2.593 |
2.593 |
2.593 |
2.601 |
| S1 |
2.563 |
2.563 |
2.604 |
2.578 |
| S2 |
2.514 |
2.514 |
2.597 |
|
| S3 |
2.435 |
2.484 |
2.589 |
|
| S4 |
2.356 |
2.405 |
2.568 |
|
|
| 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 |
2.659 |
2.411 |
0.248 |
9.5% |
0.100 |
3.8% |
81% |
False |
False |
14,911 |
| 10 |
2.804 |
2.411 |
0.393 |
15.1% |
0.093 |
3.6% |
51% |
False |
False |
12,532 |
| 20 |
2.804 |
2.411 |
0.393 |
15.1% |
0.096 |
3.7% |
51% |
False |
False |
15,433 |
| 40 |
2.957 |
2.411 |
0.546 |
20.9% |
0.085 |
3.2% |
37% |
False |
False |
12,639 |
| 60 |
3.043 |
2.411 |
0.632 |
24.2% |
0.073 |
2.8% |
32% |
False |
False |
10,191 |
| 80 |
3.043 |
2.411 |
0.632 |
24.2% |
0.066 |
2.5% |
32% |
False |
False |
8,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.960 |
|
2.618 |
2.831 |
|
1.618 |
2.752 |
|
1.000 |
2.703 |
|
0.618 |
2.673 |
|
HIGH |
2.624 |
|
0.618 |
2.594 |
|
0.500 |
2.585 |
|
0.382 |
2.575 |
|
LOW |
2.545 |
|
0.618 |
2.496 |
|
1.000 |
2.466 |
|
1.618 |
2.417 |
|
2.618 |
2.338 |
|
4.250 |
2.209 |
|
|
| Fisher Pivots for day following 31-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.602 |
2.584 |
| PP |
2.593 |
2.556 |
| S1 |
2.585 |
2.529 |
|