NYMEX Natural Gas Future July 2021
| Trading Metrics calculated at close of trading on 28-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2020 |
28-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.697 |
2.600 |
-0.097 |
-3.6% |
2.794 |
| High |
2.722 |
2.605 |
-0.117 |
-4.3% |
2.865 |
| Low |
2.643 |
2.472 |
-0.171 |
-6.5% |
2.643 |
| Close |
2.651 |
2.518 |
-0.133 |
-5.0% |
2.651 |
| Range |
0.079 |
0.133 |
0.054 |
68.4% |
0.222 |
| ATR |
0.084 |
0.091 |
0.007 |
8.0% |
0.000 |
| Volume |
4,305 |
17,259 |
12,954 |
300.9% |
28,961 |
|
| Daily Pivots for day following 28-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.931 |
2.857 |
2.591 |
|
| R3 |
2.798 |
2.724 |
2.555 |
|
| R2 |
2.665 |
2.665 |
2.542 |
|
| R1 |
2.591 |
2.591 |
2.530 |
2.562 |
| PP |
2.532 |
2.532 |
2.532 |
2.517 |
| S1 |
2.458 |
2.458 |
2.506 |
2.429 |
| S2 |
2.399 |
2.399 |
2.494 |
|
| S3 |
2.266 |
2.325 |
2.481 |
|
| S4 |
2.133 |
2.192 |
2.445 |
|
|
| Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.386 |
3.240 |
2.773 |
|
| R3 |
3.164 |
3.018 |
2.712 |
|
| R2 |
2.942 |
2.942 |
2.692 |
|
| R1 |
2.796 |
2.796 |
2.671 |
2.758 |
| PP |
2.720 |
2.720 |
2.720 |
2.701 |
| S1 |
2.574 |
2.574 |
2.631 |
2.536 |
| S2 |
2.498 |
2.498 |
2.610 |
|
| S3 |
2.276 |
2.352 |
2.590 |
|
| S4 |
2.054 |
2.130 |
2.529 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.865 |
2.472 |
0.393 |
15.6% |
0.100 |
4.0% |
12% |
False |
True |
9,244 |
| 10 |
2.865 |
2.472 |
0.393 |
15.6% |
0.081 |
3.2% |
12% |
False |
True |
9,140 |
| 20 |
2.865 |
2.472 |
0.393 |
15.6% |
0.092 |
3.6% |
12% |
False |
True |
10,935 |
| 40 |
3.085 |
2.472 |
0.613 |
24.3% |
0.080 |
3.2% |
8% |
False |
True |
9,854 |
| 60 |
3.085 |
2.472 |
0.613 |
24.3% |
0.068 |
2.7% |
8% |
False |
True |
8,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.170 |
|
2.618 |
2.953 |
|
1.618 |
2.820 |
|
1.000 |
2.738 |
|
0.618 |
2.687 |
|
HIGH |
2.605 |
|
0.618 |
2.554 |
|
0.500 |
2.539 |
|
0.382 |
2.523 |
|
LOW |
2.472 |
|
0.618 |
2.390 |
|
1.000 |
2.339 |
|
1.618 |
2.257 |
|
2.618 |
2.124 |
|
4.250 |
1.907 |
|
|
| Fisher Pivots for day following 28-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.539 |
2.665 |
| PP |
2.532 |
2.616 |
| S1 |
2.525 |
2.567 |
|