NYMEX Natural Gas Future July 2021
| Trading Metrics calculated at close of trading on 30-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2020 |
30-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.531 |
2.598 |
0.067 |
2.6% |
2.794 |
| High |
2.620 |
2.632 |
0.012 |
0.5% |
2.865 |
| Low |
2.502 |
2.576 |
0.074 |
3.0% |
2.643 |
| Close |
2.597 |
2.602 |
0.005 |
0.2% |
2.651 |
| Range |
0.118 |
0.056 |
-0.062 |
-52.5% |
0.222 |
| ATR |
0.093 |
0.090 |
-0.003 |
-2.8% |
0.000 |
| Volume |
18,053 |
6,398 |
-11,655 |
-64.6% |
28,961 |
|
| Daily Pivots for day following 30-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.771 |
2.743 |
2.633 |
|
| R3 |
2.715 |
2.687 |
2.617 |
|
| R2 |
2.659 |
2.659 |
2.612 |
|
| R1 |
2.631 |
2.631 |
2.607 |
2.645 |
| PP |
2.603 |
2.603 |
2.603 |
2.611 |
| S1 |
2.575 |
2.575 |
2.597 |
2.589 |
| S2 |
2.547 |
2.547 |
2.592 |
|
| S3 |
2.491 |
2.519 |
2.587 |
|
| S4 |
2.435 |
2.463 |
2.571 |
|
|
| 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 |
2.858 |
2.472 |
0.386 |
14.8% |
0.110 |
4.2% |
34% |
False |
False |
11,380 |
| 10 |
2.865 |
2.472 |
0.393 |
15.1% |
0.086 |
3.3% |
33% |
False |
False |
9,743 |
| 20 |
2.865 |
2.472 |
0.393 |
15.1% |
0.092 |
3.5% |
33% |
False |
False |
11,249 |
| 40 |
3.031 |
2.472 |
0.559 |
21.5% |
0.081 |
3.1% |
23% |
False |
False |
10,201 |
| 60 |
3.085 |
2.472 |
0.613 |
23.6% |
0.069 |
2.6% |
21% |
False |
False |
8,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.870 |
|
2.618 |
2.779 |
|
1.618 |
2.723 |
|
1.000 |
2.688 |
|
0.618 |
2.667 |
|
HIGH |
2.632 |
|
0.618 |
2.611 |
|
0.500 |
2.604 |
|
0.382 |
2.597 |
|
LOW |
2.576 |
|
0.618 |
2.541 |
|
1.000 |
2.520 |
|
1.618 |
2.485 |
|
2.618 |
2.429 |
|
4.250 |
2.338 |
|
|
| Fisher Pivots for day following 30-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.604 |
2.585 |
| PP |
2.603 |
2.569 |
| S1 |
2.603 |
2.552 |
|