NYMEX Natural Gas Future June 2021
| Trading Metrics calculated at close of trading on 05-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2021 |
05-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
2.666 |
2.683 |
0.017 |
0.6% |
2.478 |
| High |
2.721 |
2.765 |
0.044 |
1.6% |
2.624 |
| Low |
2.661 |
2.682 |
0.021 |
0.8% |
2.411 |
| Close |
2.668 |
2.760 |
0.092 |
3.4% |
2.611 |
| Range |
0.060 |
0.083 |
0.023 |
38.3% |
0.213 |
| ATR |
0.095 |
0.095 |
0.000 |
0.2% |
0.000 |
| Volume |
14,062 |
21,836 |
7,774 |
55.3% |
67,033 |
|
| Daily Pivots for day following 05-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.985 |
2.955 |
2.806 |
|
| R3 |
2.902 |
2.872 |
2.783 |
|
| R2 |
2.819 |
2.819 |
2.775 |
|
| R1 |
2.789 |
2.789 |
2.768 |
2.804 |
| PP |
2.736 |
2.736 |
2.736 |
2.743 |
| S1 |
2.706 |
2.706 |
2.752 |
2.721 |
| S2 |
2.653 |
2.653 |
2.745 |
|
| S3 |
2.570 |
2.623 |
2.737 |
|
| S4 |
2.487 |
2.540 |
2.714 |
|
|
| Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.188 |
3.112 |
2.728 |
|
| R3 |
2.975 |
2.899 |
2.670 |
|
| R2 |
2.762 |
2.762 |
2.650 |
|
| R1 |
2.686 |
2.686 |
2.631 |
2.724 |
| PP |
2.549 |
2.549 |
2.549 |
2.568 |
| S1 |
2.473 |
2.473 |
2.591 |
2.511 |
| S2 |
2.336 |
2.336 |
2.572 |
|
| S3 |
2.123 |
2.260 |
2.552 |
|
| S4 |
1.910 |
2.047 |
2.494 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.765 |
2.433 |
0.332 |
12.0% |
0.080 |
2.9% |
98% |
True |
False |
16,704 |
| 10 |
2.804 |
2.411 |
0.393 |
14.2% |
0.094 |
3.4% |
89% |
False |
False |
13,693 |
| 20 |
2.804 |
2.411 |
0.393 |
14.2% |
0.087 |
3.1% |
89% |
False |
False |
14,391 |
| 40 |
2.937 |
2.411 |
0.526 |
19.1% |
0.084 |
3.1% |
66% |
False |
False |
13,251 |
| 60 |
3.043 |
2.411 |
0.632 |
22.9% |
0.073 |
2.7% |
55% |
False |
False |
10,606 |
| 80 |
3.043 |
2.411 |
0.632 |
22.9% |
0.067 |
2.4% |
55% |
False |
False |
9,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.118 |
|
2.618 |
2.982 |
|
1.618 |
2.899 |
|
1.000 |
2.848 |
|
0.618 |
2.816 |
|
HIGH |
2.765 |
|
0.618 |
2.733 |
|
0.500 |
2.724 |
|
0.382 |
2.714 |
|
LOW |
2.682 |
|
0.618 |
2.631 |
|
1.000 |
2.599 |
|
1.618 |
2.548 |
|
2.618 |
2.465 |
|
4.250 |
2.329 |
|
|
| Fisher Pivots for day following 05-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.748 |
2.725 |
| PP |
2.736 |
2.690 |
| S1 |
2.724 |
2.655 |
|