NYMEX Natural Gas Future July 2021
| Trading Metrics calculated at close of trading on 16-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2020 |
16-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.767 |
2.776 |
0.009 |
0.3% |
2.546 |
| High |
2.785 |
2.812 |
0.027 |
1.0% |
2.744 |
| Low |
2.731 |
2.750 |
0.019 |
0.7% |
2.500 |
| Close |
2.783 |
2.807 |
0.024 |
0.9% |
2.716 |
| Range |
0.054 |
0.062 |
0.008 |
14.8% |
0.244 |
| ATR |
0.086 |
0.084 |
-0.002 |
-2.0% |
0.000 |
| Volume |
7,518 |
7,144 |
-374 |
-5.0% |
58,904 |
|
| Daily Pivots for day following 16-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.976 |
2.953 |
2.841 |
|
| R3 |
2.914 |
2.891 |
2.824 |
|
| R2 |
2.852 |
2.852 |
2.818 |
|
| R1 |
2.829 |
2.829 |
2.813 |
2.841 |
| PP |
2.790 |
2.790 |
2.790 |
2.795 |
| S1 |
2.767 |
2.767 |
2.801 |
2.779 |
| S2 |
2.728 |
2.728 |
2.796 |
|
| S3 |
2.666 |
2.705 |
2.790 |
|
| S4 |
2.604 |
2.643 |
2.773 |
|
|
| 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 |
2.812 |
2.564 |
0.248 |
8.8% |
0.085 |
3.0% |
98% |
True |
False |
9,548 |
| 10 |
2.812 |
2.500 |
0.312 |
11.1% |
0.095 |
3.4% |
98% |
True |
False |
12,691 |
| 20 |
2.859 |
2.500 |
0.359 |
12.8% |
0.084 |
3.0% |
86% |
False |
False |
10,885 |
| 40 |
3.085 |
2.500 |
0.585 |
20.8% |
0.072 |
2.6% |
52% |
False |
False |
9,020 |
| 60 |
3.085 |
2.500 |
0.585 |
20.8% |
0.063 |
2.3% |
52% |
False |
False |
7,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.076 |
|
2.618 |
2.974 |
|
1.618 |
2.912 |
|
1.000 |
2.874 |
|
0.618 |
2.850 |
|
HIGH |
2.812 |
|
0.618 |
2.788 |
|
0.500 |
2.781 |
|
0.382 |
2.774 |
|
LOW |
2.750 |
|
0.618 |
2.712 |
|
1.000 |
2.688 |
|
1.618 |
2.650 |
|
2.618 |
2.588 |
|
4.250 |
2.487 |
|
|
| Fisher Pivots for day following 16-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.798 |
2.794 |
| PP |
2.790 |
2.781 |
| S1 |
2.781 |
2.768 |
|