NYMEX Natural Gas Future July 2021
| Trading Metrics calculated at close of trading on 31-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2020 |
31-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.598 |
2.618 |
0.020 |
0.8% |
2.794 |
| High |
2.632 |
2.696 |
0.064 |
2.4% |
2.865 |
| Low |
2.576 |
2.617 |
0.041 |
1.6% |
2.643 |
| Close |
2.602 |
2.685 |
0.083 |
3.2% |
2.651 |
| Range |
0.056 |
0.079 |
0.023 |
41.1% |
0.222 |
| ATR |
0.090 |
0.091 |
0.000 |
0.3% |
0.000 |
| Volume |
6,398 |
14,465 |
8,067 |
126.1% |
28,961 |
|
| Daily Pivots for day following 31-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.903 |
2.873 |
2.728 |
|
| R3 |
2.824 |
2.794 |
2.707 |
|
| R2 |
2.745 |
2.745 |
2.699 |
|
| R1 |
2.715 |
2.715 |
2.692 |
2.730 |
| PP |
2.666 |
2.666 |
2.666 |
2.674 |
| S1 |
2.636 |
2.636 |
2.678 |
2.651 |
| S2 |
2.587 |
2.587 |
2.671 |
|
| S3 |
2.508 |
2.557 |
2.663 |
|
| S4 |
2.429 |
2.478 |
2.642 |
|
|
| 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 |
2.722 |
2.472 |
0.250 |
9.3% |
0.093 |
3.5% |
85% |
False |
False |
12,096 |
| 10 |
2.865 |
2.472 |
0.393 |
14.6% |
0.088 |
3.3% |
54% |
False |
False |
10,475 |
| 20 |
2.865 |
2.472 |
0.393 |
14.6% |
0.091 |
3.4% |
54% |
False |
False |
11,583 |
| 40 |
3.005 |
2.472 |
0.533 |
19.9% |
0.081 |
3.0% |
40% |
False |
False |
10,282 |
| 60 |
3.085 |
2.472 |
0.613 |
22.8% |
0.069 |
2.6% |
35% |
False |
False |
8,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.032 |
|
2.618 |
2.903 |
|
1.618 |
2.824 |
|
1.000 |
2.775 |
|
0.618 |
2.745 |
|
HIGH |
2.696 |
|
0.618 |
2.666 |
|
0.500 |
2.657 |
|
0.382 |
2.647 |
|
LOW |
2.617 |
|
0.618 |
2.568 |
|
1.000 |
2.538 |
|
1.618 |
2.489 |
|
2.618 |
2.410 |
|
4.250 |
2.281 |
|
|
| Fisher Pivots for day following 31-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.676 |
2.656 |
| PP |
2.666 |
2.628 |
| S1 |
2.657 |
2.599 |
|