NYMEX Natural Gas Future June 2021
| Trading Metrics calculated at close of trading on 12-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2021 |
12-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
2.677 |
2.811 |
0.134 |
5.0% |
2.666 |
| High |
2.808 |
2.868 |
0.060 |
2.1% |
2.804 |
| Low |
2.659 |
2.747 |
0.088 |
3.3% |
2.661 |
| Close |
2.775 |
2.772 |
-0.003 |
-0.1% |
2.733 |
| Range |
0.149 |
0.121 |
-0.028 |
-18.8% |
0.143 |
| ATR |
0.097 |
0.099 |
0.002 |
1.8% |
0.000 |
| Volume |
13,224 |
22,262 |
9,038 |
68.3% |
83,626 |
|
| Daily Pivots for day following 12-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.159 |
3.086 |
2.839 |
|
| R3 |
3.038 |
2.965 |
2.805 |
|
| R2 |
2.917 |
2.917 |
2.794 |
|
| R1 |
2.844 |
2.844 |
2.783 |
2.820 |
| PP |
2.796 |
2.796 |
2.796 |
2.784 |
| S1 |
2.723 |
2.723 |
2.761 |
2.699 |
| S2 |
2.675 |
2.675 |
2.750 |
|
| S3 |
2.554 |
2.602 |
2.739 |
|
| S4 |
2.433 |
2.481 |
2.705 |
|
|
| 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 |
2.868 |
2.659 |
0.209 |
7.5% |
0.103 |
3.7% |
54% |
True |
False |
16,642 |
| 10 |
2.868 |
2.433 |
0.435 |
15.7% |
0.092 |
3.3% |
78% |
True |
False |
16,673 |
| 20 |
2.868 |
2.411 |
0.457 |
16.5% |
0.089 |
3.2% |
79% |
True |
False |
14,310 |
| 40 |
2.937 |
2.411 |
0.526 |
19.0% |
0.090 |
3.2% |
69% |
False |
False |
14,326 |
| 60 |
3.043 |
2.411 |
0.632 |
22.8% |
0.079 |
2.8% |
57% |
False |
False |
11,627 |
| 80 |
3.043 |
2.411 |
0.632 |
22.8% |
0.071 |
2.6% |
57% |
False |
False |
10,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.382 |
|
2.618 |
3.185 |
|
1.618 |
3.064 |
|
1.000 |
2.989 |
|
0.618 |
2.943 |
|
HIGH |
2.868 |
|
0.618 |
2.822 |
|
0.500 |
2.808 |
|
0.382 |
2.793 |
|
LOW |
2.747 |
|
0.618 |
2.672 |
|
1.000 |
2.626 |
|
1.618 |
2.551 |
|
2.618 |
2.430 |
|
4.250 |
2.233 |
|
|
| Fisher Pivots for day following 12-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.808 |
2.769 |
| PP |
2.796 |
2.766 |
| S1 |
2.784 |
2.764 |
|