NYMEX Natural Gas Future April 2021
| Trading Metrics calculated at close of trading on 11-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2020 |
11-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.466 |
2.579 |
0.113 |
4.6% |
2.418 |
| High |
2.607 |
2.621 |
0.014 |
0.5% |
2.621 |
| Low |
2.423 |
2.547 |
0.124 |
5.1% |
2.366 |
| Close |
2.573 |
2.596 |
0.023 |
0.9% |
2.596 |
| Range |
0.184 |
0.074 |
-0.110 |
-59.8% |
0.255 |
| ATR |
0.106 |
0.104 |
-0.002 |
-2.2% |
0.000 |
| Volume |
66,113 |
44,964 |
-21,149 |
-32.0% |
297,606 |
|
| Daily Pivots for day following 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.810 |
2.777 |
2.637 |
|
| R3 |
2.736 |
2.703 |
2.616 |
|
| R2 |
2.662 |
2.662 |
2.610 |
|
| R1 |
2.629 |
2.629 |
2.603 |
2.646 |
| PP |
2.588 |
2.588 |
2.588 |
2.596 |
| S1 |
2.555 |
2.555 |
2.589 |
2.572 |
| S2 |
2.514 |
2.514 |
2.582 |
|
| S3 |
2.440 |
2.481 |
2.576 |
|
| S4 |
2.366 |
2.407 |
2.555 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.293 |
3.199 |
2.736 |
|
| R3 |
3.038 |
2.944 |
2.666 |
|
| R2 |
2.783 |
2.783 |
2.643 |
|
| R1 |
2.689 |
2.689 |
2.619 |
2.736 |
| PP |
2.528 |
2.528 |
2.528 |
2.551 |
| S1 |
2.434 |
2.434 |
2.573 |
2.481 |
| S2 |
2.273 |
2.273 |
2.549 |
|
| S3 |
2.018 |
2.179 |
2.526 |
|
| S4 |
1.763 |
1.924 |
2.456 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.621 |
2.366 |
0.255 |
9.8% |
0.095 |
3.7% |
90% |
True |
False |
59,521 |
| 10 |
2.788 |
2.366 |
0.422 |
16.3% |
0.118 |
4.6% |
55% |
False |
False |
60,898 |
| 20 |
2.919 |
2.366 |
0.553 |
21.3% |
0.101 |
3.9% |
42% |
False |
False |
50,360 |
| 40 |
3.052 |
2.366 |
0.686 |
26.4% |
0.085 |
3.3% |
34% |
False |
False |
40,329 |
| 60 |
3.052 |
2.366 |
0.686 |
26.4% |
0.077 |
3.0% |
34% |
False |
False |
34,334 |
| 80 |
3.052 |
2.366 |
0.686 |
26.4% |
0.070 |
2.7% |
34% |
False |
False |
29,318 |
| 100 |
3.052 |
2.366 |
0.686 |
26.4% |
0.065 |
2.5% |
34% |
False |
False |
26,143 |
| 120 |
3.052 |
2.366 |
0.686 |
26.4% |
0.059 |
2.3% |
34% |
False |
False |
23,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.936 |
|
2.618 |
2.815 |
|
1.618 |
2.741 |
|
1.000 |
2.695 |
|
0.618 |
2.667 |
|
HIGH |
2.621 |
|
0.618 |
2.593 |
|
0.500 |
2.584 |
|
0.382 |
2.575 |
|
LOW |
2.547 |
|
0.618 |
2.501 |
|
1.000 |
2.473 |
|
1.618 |
2.427 |
|
2.618 |
2.353 |
|
4.250 |
2.233 |
|
|
| Fisher Pivots for day following 11-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.592 |
2.571 |
| PP |
2.588 |
2.547 |
| S1 |
2.584 |
2.522 |
|