NYMEX Natural Gas Future June 2021
| Trading Metrics calculated at close of trading on 15-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2021 |
15-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
2.780 |
2.735 |
-0.045 |
-1.6% |
2.677 |
| High |
2.824 |
2.828 |
0.004 |
0.1% |
2.868 |
| Low |
2.721 |
2.713 |
-0.008 |
-0.3% |
2.659 |
| Close |
2.727 |
2.787 |
0.060 |
2.2% |
2.787 |
| Range |
0.103 |
0.115 |
0.012 |
11.7% |
0.209 |
| ATR |
0.097 |
0.098 |
0.001 |
1.3% |
0.000 |
| Volume |
19,100 |
18,516 |
-584 |
-3.1% |
90,865 |
|
| Daily Pivots for day following 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.121 |
3.069 |
2.850 |
|
| R3 |
3.006 |
2.954 |
2.819 |
|
| R2 |
2.891 |
2.891 |
2.808 |
|
| R1 |
2.839 |
2.839 |
2.798 |
2.865 |
| PP |
2.776 |
2.776 |
2.776 |
2.789 |
| S1 |
2.724 |
2.724 |
2.776 |
2.750 |
| S2 |
2.661 |
2.661 |
2.766 |
|
| S3 |
2.546 |
2.609 |
2.755 |
|
| S4 |
2.431 |
2.494 |
2.724 |
|
|
| Weekly Pivots for week ending 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.398 |
3.302 |
2.902 |
|
| R3 |
3.189 |
3.093 |
2.844 |
|
| R2 |
2.980 |
2.980 |
2.825 |
|
| R1 |
2.884 |
2.884 |
2.806 |
2.932 |
| PP |
2.771 |
2.771 |
2.771 |
2.796 |
| S1 |
2.675 |
2.675 |
2.768 |
2.723 |
| S2 |
2.562 |
2.562 |
2.749 |
|
| S3 |
2.353 |
2.466 |
2.730 |
|
| S4 |
2.144 |
2.257 |
2.672 |
|
|
| 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% |
0.112 |
4.0% |
61% |
False |
False |
18,173 |
| 10 |
2.868 |
2.659 |
0.209 |
7.5% |
0.095 |
3.4% |
61% |
False |
False |
17,449 |
| 20 |
2.868 |
2.411 |
0.457 |
16.4% |
0.094 |
3.4% |
82% |
False |
False |
14,990 |
| 40 |
2.868 |
2.411 |
0.457 |
16.4% |
0.091 |
3.3% |
82% |
False |
False |
15,026 |
| 60 |
3.043 |
2.411 |
0.632 |
22.7% |
0.082 |
2.9% |
59% |
False |
False |
12,251 |
| 80 |
3.043 |
2.411 |
0.632 |
22.7% |
0.073 |
2.6% |
59% |
False |
False |
10,539 |
| 100 |
3.043 |
2.411 |
0.632 |
22.7% |
0.067 |
2.4% |
59% |
False |
False |
9,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.317 |
|
2.618 |
3.129 |
|
1.618 |
3.014 |
|
1.000 |
2.943 |
|
0.618 |
2.899 |
|
HIGH |
2.828 |
|
0.618 |
2.784 |
|
0.500 |
2.771 |
|
0.382 |
2.757 |
|
LOW |
2.713 |
|
0.618 |
2.642 |
|
1.000 |
2.598 |
|
1.618 |
2.527 |
|
2.618 |
2.412 |
|
4.250 |
2.224 |
|
|
| Fisher Pivots for day following 15-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.782 |
2.782 |
| PP |
2.776 |
2.776 |
| S1 |
2.771 |
2.771 |
|