NYMEX Natural Gas Future July 2021
| Trading Metrics calculated at close of trading on 21-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2020 |
21-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.767 |
2.794 |
0.027 |
1.0% |
2.762 |
| High |
2.795 |
2.812 |
0.017 |
0.6% |
2.829 |
| Low |
2.760 |
2.754 |
-0.006 |
-0.2% |
2.724 |
| Close |
2.783 |
2.808 |
0.025 |
0.9% |
2.783 |
| Range |
0.035 |
0.058 |
0.023 |
65.7% |
0.105 |
| ATR |
0.082 |
0.080 |
-0.002 |
-2.1% |
0.000 |
| Volume |
8,634 |
7,046 |
-1,588 |
-18.4% |
45,180 |
|
| Daily Pivots for day following 21-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.965 |
2.945 |
2.840 |
|
| R3 |
2.907 |
2.887 |
2.824 |
|
| R2 |
2.849 |
2.849 |
2.819 |
|
| R1 |
2.829 |
2.829 |
2.813 |
2.839 |
| PP |
2.791 |
2.791 |
2.791 |
2.797 |
| S1 |
2.771 |
2.771 |
2.803 |
2.781 |
| S2 |
2.733 |
2.733 |
2.797 |
|
| S3 |
2.675 |
2.713 |
2.792 |
|
| S4 |
2.617 |
2.655 |
2.776 |
|
|
| Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.094 |
3.043 |
2.841 |
|
| R3 |
2.989 |
2.938 |
2.812 |
|
| R2 |
2.884 |
2.884 |
2.802 |
|
| R1 |
2.833 |
2.833 |
2.793 |
2.859 |
| PP |
2.779 |
2.779 |
2.779 |
2.791 |
| S1 |
2.728 |
2.728 |
2.773 |
2.754 |
| S2 |
2.674 |
2.674 |
2.764 |
|
| S3 |
2.569 |
2.623 |
2.754 |
|
| S4 |
2.464 |
2.518 |
2.725 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.829 |
2.731 |
0.098 |
3.5% |
0.060 |
2.1% |
79% |
False |
False |
8,264 |
| 10 |
2.829 |
2.523 |
0.306 |
10.9% |
0.075 |
2.7% |
93% |
False |
False |
9,313 |
| 20 |
2.859 |
2.500 |
0.359 |
12.8% |
0.080 |
2.9% |
86% |
False |
False |
10,285 |
| 40 |
3.085 |
2.500 |
0.585 |
20.8% |
0.073 |
2.6% |
53% |
False |
False |
9,304 |
| 60 |
3.085 |
2.500 |
0.585 |
20.8% |
0.064 |
2.3% |
53% |
False |
False |
7,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.059 |
|
2.618 |
2.964 |
|
1.618 |
2.906 |
|
1.000 |
2.870 |
|
0.618 |
2.848 |
|
HIGH |
2.812 |
|
0.618 |
2.790 |
|
0.500 |
2.783 |
|
0.382 |
2.776 |
|
LOW |
2.754 |
|
0.618 |
2.718 |
|
1.000 |
2.696 |
|
1.618 |
2.660 |
|
2.618 |
2.602 |
|
4.250 |
2.508 |
|
|
| Fisher Pivots for day following 21-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.800 |
2.800 |
| PP |
2.791 |
2.792 |
| S1 |
2.783 |
2.784 |
|