NYMEX Natural Gas Future July 2021
| Trading Metrics calculated at close of trading on 14-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2020 |
14-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.703 |
2.762 |
0.059 |
2.2% |
2.546 |
| High |
2.744 |
2.794 |
0.050 |
1.8% |
2.744 |
| Low |
2.677 |
2.724 |
0.047 |
1.8% |
2.500 |
| Close |
2.716 |
2.770 |
0.054 |
2.0% |
2.716 |
| Range |
0.067 |
0.070 |
0.003 |
4.5% |
0.244 |
| ATR |
0.089 |
0.088 |
-0.001 |
-0.9% |
0.000 |
| Volume |
8,085 |
10,902 |
2,817 |
34.8% |
58,904 |
|
| Daily Pivots for day following 14-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.973 |
2.941 |
2.809 |
|
| R3 |
2.903 |
2.871 |
2.789 |
|
| R2 |
2.833 |
2.833 |
2.783 |
|
| R1 |
2.801 |
2.801 |
2.776 |
2.817 |
| PP |
2.763 |
2.763 |
2.763 |
2.771 |
| S1 |
2.731 |
2.731 |
2.764 |
2.747 |
| S2 |
2.693 |
2.693 |
2.757 |
|
| S3 |
2.623 |
2.661 |
2.751 |
|
| S4 |
2.553 |
2.591 |
2.732 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.385 |
3.295 |
2.850 |
|
| R3 |
3.141 |
3.051 |
2.783 |
|
| R2 |
2.897 |
2.897 |
2.761 |
|
| R1 |
2.807 |
2.807 |
2.738 |
2.852 |
| PP |
2.653 |
2.653 |
2.653 |
2.676 |
| S1 |
2.563 |
2.563 |
2.694 |
2.608 |
| S2 |
2.409 |
2.409 |
2.671 |
|
| S3 |
2.165 |
2.319 |
2.649 |
|
| S4 |
1.921 |
2.075 |
2.582 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.794 |
2.523 |
0.271 |
9.8% |
0.090 |
3.2% |
91% |
True |
False |
10,362 |
| 10 |
2.843 |
2.500 |
0.343 |
12.4% |
0.100 |
3.6% |
79% |
False |
False |
12,863 |
| 20 |
2.898 |
2.500 |
0.398 |
14.4% |
0.087 |
3.1% |
68% |
False |
False |
11,048 |
| 40 |
3.085 |
2.500 |
0.585 |
21.1% |
0.072 |
2.6% |
46% |
False |
False |
8,864 |
| 60 |
3.085 |
2.500 |
0.585 |
21.1% |
0.063 |
2.3% |
46% |
False |
False |
7,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.092 |
|
2.618 |
2.977 |
|
1.618 |
2.907 |
|
1.000 |
2.864 |
|
0.618 |
2.837 |
|
HIGH |
2.794 |
|
0.618 |
2.767 |
|
0.500 |
2.759 |
|
0.382 |
2.751 |
|
LOW |
2.724 |
|
0.618 |
2.681 |
|
1.000 |
2.654 |
|
1.618 |
2.611 |
|
2.618 |
2.541 |
|
4.250 |
2.427 |
|
|
| Fisher Pivots for day following 14-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.766 |
2.740 |
| PP |
2.763 |
2.709 |
| S1 |
2.759 |
2.679 |
|