NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 12-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2021 |
12-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
2.600 |
2.794 |
0.194 |
7.5% |
2.626 |
| High |
2.811 |
2.899 |
0.088 |
3.1% |
2.770 |
| Low |
2.589 |
2.718 |
0.129 |
5.0% |
2.566 |
| Close |
2.747 |
2.753 |
0.006 |
0.2% |
2.700 |
| Range |
0.222 |
0.181 |
-0.041 |
-18.5% |
0.204 |
| ATR |
0.138 |
0.141 |
0.003 |
2.2% |
0.000 |
| Volume |
177,248 |
201,432 |
24,184 |
13.6% |
707,105 |
|
| Daily Pivots for day following 12-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.333 |
3.224 |
2.853 |
|
| R3 |
3.152 |
3.043 |
2.803 |
|
| R2 |
2.971 |
2.971 |
2.786 |
|
| R1 |
2.862 |
2.862 |
2.770 |
2.826 |
| PP |
2.790 |
2.790 |
2.790 |
2.772 |
| S1 |
2.681 |
2.681 |
2.736 |
2.645 |
| S2 |
2.609 |
2.609 |
2.720 |
|
| S3 |
2.428 |
2.500 |
2.703 |
|
| S4 |
2.247 |
2.319 |
2.653 |
|
|
| Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.291 |
3.199 |
2.812 |
|
| R3 |
3.087 |
2.995 |
2.756 |
|
| R2 |
2.883 |
2.883 |
2.737 |
|
| R1 |
2.791 |
2.791 |
2.719 |
2.837 |
| PP |
2.679 |
2.679 |
2.679 |
2.702 |
| S1 |
2.587 |
2.587 |
2.681 |
2.633 |
| S2 |
2.475 |
2.475 |
2.663 |
|
| S3 |
2.271 |
2.383 |
2.644 |
|
| S4 |
2.067 |
2.179 |
2.588 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.899 |
2.589 |
0.310 |
11.3% |
0.153 |
5.5% |
53% |
True |
False |
161,516 |
| 10 |
2.899 |
2.305 |
0.594 |
21.6% |
0.139 |
5.1% |
75% |
True |
False |
142,221 |
| 20 |
2.899 |
2.263 |
0.636 |
23.1% |
0.123 |
4.5% |
77% |
True |
False |
112,740 |
| 40 |
3.159 |
2.263 |
0.896 |
32.5% |
0.129 |
4.7% |
55% |
False |
False |
82,314 |
| 60 |
3.452 |
2.263 |
1.189 |
43.2% |
0.123 |
4.5% |
41% |
False |
False |
63,477 |
| 80 |
3.452 |
2.263 |
1.189 |
43.2% |
0.120 |
4.4% |
41% |
False |
False |
52,627 |
| 100 |
3.452 |
2.263 |
1.189 |
43.2% |
0.111 |
4.0% |
41% |
False |
False |
44,667 |
| 120 |
3.452 |
2.263 |
1.189 |
43.2% |
0.104 |
3.8% |
41% |
False |
False |
38,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.668 |
|
2.618 |
3.373 |
|
1.618 |
3.192 |
|
1.000 |
3.080 |
|
0.618 |
3.011 |
|
HIGH |
2.899 |
|
0.618 |
2.830 |
|
0.500 |
2.809 |
|
0.382 |
2.787 |
|
LOW |
2.718 |
|
0.618 |
2.606 |
|
1.000 |
2.537 |
|
1.618 |
2.425 |
|
2.618 |
2.244 |
|
4.250 |
1.949 |
|
|
| Fisher Pivots for day following 12-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.809 |
2.750 |
| PP |
2.790 |
2.747 |
| S1 |
2.772 |
2.744 |
|