NYMEX Natural Gas Future July 2021
| Trading Metrics calculated at close of trading on 17-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2020 |
17-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.776 |
2.821 |
0.045 |
1.6% |
2.546 |
| High |
2.812 |
2.829 |
0.017 |
0.6% |
2.744 |
| Low |
2.750 |
2.739 |
-0.011 |
-0.4% |
2.500 |
| Close |
2.807 |
2.753 |
-0.054 |
-1.9% |
2.716 |
| Range |
0.062 |
0.090 |
0.028 |
45.2% |
0.244 |
| ATR |
0.084 |
0.085 |
0.000 |
0.5% |
0.000 |
| Volume |
7,144 |
10,982 |
3,838 |
53.7% |
58,904 |
|
| Daily Pivots for day following 17-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.044 |
2.988 |
2.803 |
|
| R3 |
2.954 |
2.898 |
2.778 |
|
| R2 |
2.864 |
2.864 |
2.770 |
|
| R1 |
2.808 |
2.808 |
2.761 |
2.791 |
| PP |
2.774 |
2.774 |
2.774 |
2.765 |
| S1 |
2.718 |
2.718 |
2.745 |
2.701 |
| S2 |
2.684 |
2.684 |
2.737 |
|
| S3 |
2.594 |
2.628 |
2.728 |
|
| S4 |
2.504 |
2.538 |
2.704 |
|
|
| 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 |
2.829 |
2.677 |
0.152 |
5.5% |
0.069 |
2.5% |
50% |
True |
False |
8,926 |
| 10 |
2.829 |
2.500 |
0.329 |
12.0% |
0.082 |
3.0% |
77% |
True |
False |
10,715 |
| 20 |
2.859 |
2.500 |
0.359 |
13.0% |
0.086 |
3.1% |
70% |
False |
False |
11,072 |
| 40 |
3.085 |
2.500 |
0.585 |
21.2% |
0.074 |
2.7% |
43% |
False |
False |
9,162 |
| 60 |
3.085 |
2.500 |
0.585 |
21.2% |
0.064 |
2.3% |
43% |
False |
False |
7,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.212 |
|
2.618 |
3.065 |
|
1.618 |
2.975 |
|
1.000 |
2.919 |
|
0.618 |
2.885 |
|
HIGH |
2.829 |
|
0.618 |
2.795 |
|
0.500 |
2.784 |
|
0.382 |
2.773 |
|
LOW |
2.739 |
|
0.618 |
2.683 |
|
1.000 |
2.649 |
|
1.618 |
2.593 |
|
2.618 |
2.503 |
|
4.250 |
2.357 |
|
|
| Fisher Pivots for day following 17-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.784 |
2.780 |
| PP |
2.774 |
2.771 |
| S1 |
2.763 |
2.762 |
|