NYMEX Natural Gas Future January 2022
| Trading Metrics calculated at close of trading on 27-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2021 |
27-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
3.970 |
3.958 |
-0.012 |
-0.3% |
3.645 |
| High |
4.006 |
4.087 |
0.081 |
2.0% |
4.041 |
| Low |
3.599 |
3.767 |
0.168 |
4.7% |
3.599 |
| Close |
3.731 |
4.060 |
0.329 |
8.8% |
3.731 |
| Range |
0.407 |
0.320 |
-0.087 |
-21.4% |
0.442 |
| ATR |
0.295 |
0.300 |
0.004 |
1.5% |
0.000 |
| Volume |
82,233 |
38,911 |
-43,322 |
-52.7% |
425,872 |
|
| Daily Pivots for day following 27-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.931 |
4.816 |
4.236 |
|
| R3 |
4.611 |
4.496 |
4.148 |
|
| R2 |
4.291 |
4.291 |
4.119 |
|
| R1 |
4.176 |
4.176 |
4.089 |
4.234 |
| PP |
3.971 |
3.971 |
3.971 |
4.000 |
| S1 |
3.856 |
3.856 |
4.031 |
3.914 |
| S2 |
3.651 |
3.651 |
4.001 |
|
| S3 |
3.331 |
3.536 |
3.972 |
|
| S4 |
3.011 |
3.216 |
3.884 |
|
|
| Weekly Pivots for week ending 24-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.116 |
4.866 |
3.974 |
|
| R3 |
4.674 |
4.424 |
3.853 |
|
| R2 |
4.232 |
4.232 |
3.812 |
|
| R1 |
3.982 |
3.982 |
3.772 |
4.107 |
| PP |
3.790 |
3.790 |
3.790 |
3.853 |
| S1 |
3.540 |
3.540 |
3.690 |
3.665 |
| S2 |
3.348 |
3.348 |
3.650 |
|
| S3 |
2.906 |
3.098 |
3.609 |
|
| S4 |
2.464 |
2.656 |
3.488 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.087 |
3.599 |
0.488 |
12.0% |
0.292 |
7.2% |
94% |
True |
False |
92,956 |
| 10 |
4.087 |
3.599 |
0.488 |
12.0% |
0.254 |
6.2% |
94% |
True |
False |
107,898 |
| 20 |
5.200 |
3.599 |
1.601 |
39.4% |
0.267 |
6.6% |
29% |
False |
False |
131,321 |
| 40 |
5.975 |
3.599 |
2.376 |
58.5% |
0.305 |
7.5% |
19% |
False |
False |
102,144 |
| 60 |
6.667 |
3.599 |
3.068 |
75.6% |
0.339 |
8.3% |
15% |
False |
False |
87,240 |
| 80 |
6.667 |
3.599 |
3.068 |
75.6% |
0.337 |
8.3% |
15% |
False |
False |
76,831 |
| 100 |
6.667 |
3.599 |
3.068 |
75.6% |
0.298 |
7.4% |
15% |
False |
False |
67,858 |
| 120 |
6.667 |
3.599 |
3.068 |
75.6% |
0.268 |
6.6% |
15% |
False |
False |
60,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.447 |
|
2.618 |
4.925 |
|
1.618 |
4.605 |
|
1.000 |
4.407 |
|
0.618 |
4.285 |
|
HIGH |
4.087 |
|
0.618 |
3.965 |
|
0.500 |
3.927 |
|
0.382 |
3.889 |
|
LOW |
3.767 |
|
0.618 |
3.569 |
|
1.000 |
3.447 |
|
1.618 |
3.249 |
|
2.618 |
2.929 |
|
4.250 |
2.407 |
|
|
| Fisher Pivots for day following 27-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
4.016 |
3.988 |
| PP |
3.971 |
3.915 |
| S1 |
3.927 |
3.843 |
|