NYMEX Natural Gas Future June 2021
| Trading Metrics calculated at close of trading on 11-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2021 |
11-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
2.733 |
2.677 |
-0.056 |
-2.0% |
2.666 |
| High |
2.759 |
2.808 |
0.049 |
1.8% |
2.804 |
| Low |
2.701 |
2.659 |
-0.042 |
-1.6% |
2.661 |
| Close |
2.733 |
2.775 |
0.042 |
1.5% |
2.733 |
| Range |
0.058 |
0.149 |
0.091 |
156.9% |
0.143 |
| ATR |
0.093 |
0.097 |
0.004 |
4.3% |
0.000 |
| Volume |
17,710 |
13,224 |
-4,486 |
-25.3% |
83,626 |
|
| Daily Pivots for day following 11-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.194 |
3.134 |
2.857 |
|
| R3 |
3.045 |
2.985 |
2.816 |
|
| R2 |
2.896 |
2.896 |
2.802 |
|
| R1 |
2.836 |
2.836 |
2.789 |
2.866 |
| PP |
2.747 |
2.747 |
2.747 |
2.763 |
| S1 |
2.687 |
2.687 |
2.761 |
2.717 |
| S2 |
2.598 |
2.598 |
2.748 |
|
| S3 |
2.449 |
2.538 |
2.734 |
|
| S4 |
2.300 |
2.389 |
2.693 |
|
|
| Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.162 |
3.090 |
2.812 |
|
| R3 |
3.019 |
2.947 |
2.772 |
|
| R2 |
2.876 |
2.876 |
2.759 |
|
| R1 |
2.804 |
2.804 |
2.746 |
2.840 |
| PP |
2.733 |
2.733 |
2.733 |
2.751 |
| S1 |
2.661 |
2.661 |
2.720 |
2.697 |
| S2 |
2.590 |
2.590 |
2.707 |
|
| S3 |
2.447 |
2.518 |
2.694 |
|
| S4 |
2.304 |
2.375 |
2.654 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.808 |
2.659 |
0.149 |
5.4% |
0.096 |
3.4% |
78% |
True |
True |
16,557 |
| 10 |
2.808 |
2.411 |
0.397 |
14.3% |
0.096 |
3.5% |
92% |
True |
False |
16,388 |
| 20 |
2.808 |
2.411 |
0.397 |
14.3% |
0.087 |
3.1% |
92% |
True |
False |
13,897 |
| 40 |
2.937 |
2.411 |
0.526 |
19.0% |
0.088 |
3.2% |
69% |
False |
False |
14,046 |
| 60 |
3.043 |
2.411 |
0.632 |
22.8% |
0.078 |
2.8% |
58% |
False |
False |
11,298 |
| 80 |
3.043 |
2.411 |
0.632 |
22.8% |
0.070 |
2.5% |
58% |
False |
False |
9,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.441 |
|
2.618 |
3.198 |
|
1.618 |
3.049 |
|
1.000 |
2.957 |
|
0.618 |
2.900 |
|
HIGH |
2.808 |
|
0.618 |
2.751 |
|
0.500 |
2.734 |
|
0.382 |
2.716 |
|
LOW |
2.659 |
|
0.618 |
2.567 |
|
1.000 |
2.510 |
|
1.618 |
2.418 |
|
2.618 |
2.269 |
|
4.250 |
2.026 |
|
|
| Fisher Pivots for day following 11-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.761 |
2.761 |
| PP |
2.747 |
2.747 |
| S1 |
2.734 |
2.734 |
|