NYMEX Natural Gas Future July 2021
| Trading Metrics calculated at close of trading on 15-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2020 |
15-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.762 |
2.767 |
0.005 |
0.2% |
2.546 |
| High |
2.794 |
2.785 |
-0.009 |
-0.3% |
2.744 |
| Low |
2.724 |
2.731 |
0.007 |
0.3% |
2.500 |
| Close |
2.770 |
2.783 |
0.013 |
0.5% |
2.716 |
| Range |
0.070 |
0.054 |
-0.016 |
-22.9% |
0.244 |
| ATR |
0.088 |
0.086 |
-0.002 |
-2.8% |
0.000 |
| Volume |
10,902 |
7,518 |
-3,384 |
-31.0% |
58,904 |
|
| Daily Pivots for day following 15-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.928 |
2.910 |
2.813 |
|
| R3 |
2.874 |
2.856 |
2.798 |
|
| R2 |
2.820 |
2.820 |
2.793 |
|
| R1 |
2.802 |
2.802 |
2.788 |
2.811 |
| PP |
2.766 |
2.766 |
2.766 |
2.771 |
| S1 |
2.748 |
2.748 |
2.778 |
2.757 |
| S2 |
2.712 |
2.712 |
2.773 |
|
| S3 |
2.658 |
2.694 |
2.768 |
|
| S4 |
2.604 |
2.640 |
2.753 |
|
|
| 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 |
2.564 |
0.230 |
8.3% |
0.085 |
3.1% |
95% |
False |
False |
9,681 |
| 10 |
2.822 |
2.500 |
0.322 |
11.6% |
0.099 |
3.6% |
88% |
False |
False |
12,756 |
| 20 |
2.859 |
2.500 |
0.359 |
12.9% |
0.084 |
3.0% |
79% |
False |
False |
10,823 |
| 40 |
3.085 |
2.500 |
0.585 |
21.0% |
0.072 |
2.6% |
48% |
False |
False |
8,960 |
| 60 |
3.085 |
2.500 |
0.585 |
21.0% |
0.063 |
2.3% |
48% |
False |
False |
7,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.015 |
|
2.618 |
2.926 |
|
1.618 |
2.872 |
|
1.000 |
2.839 |
|
0.618 |
2.818 |
|
HIGH |
2.785 |
|
0.618 |
2.764 |
|
0.500 |
2.758 |
|
0.382 |
2.752 |
|
LOW |
2.731 |
|
0.618 |
2.698 |
|
1.000 |
2.677 |
|
1.618 |
2.644 |
|
2.618 |
2.590 |
|
4.250 |
2.502 |
|
|
| Fisher Pivots for day following 15-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.775 |
2.767 |
| PP |
2.766 |
2.751 |
| S1 |
2.758 |
2.736 |
|