NYMEX Natural Gas Future April 2021
| Trading Metrics calculated at close of trading on 16-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2020 |
16-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.655 |
2.666 |
0.011 |
0.4% |
2.418 |
| High |
2.676 |
2.695 |
0.019 |
0.7% |
2.621 |
| Low |
2.604 |
2.624 |
0.020 |
0.8% |
2.366 |
| Close |
2.670 |
2.687 |
0.017 |
0.6% |
2.596 |
| Range |
0.072 |
0.071 |
-0.001 |
-1.4% |
0.255 |
| ATR |
0.101 |
0.099 |
-0.002 |
-2.1% |
0.000 |
| Volume |
44,175 |
42,846 |
-1,329 |
-3.0% |
297,606 |
|
| Daily Pivots for day following 16-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.882 |
2.855 |
2.726 |
|
| R3 |
2.811 |
2.784 |
2.707 |
|
| R2 |
2.740 |
2.740 |
2.700 |
|
| R1 |
2.713 |
2.713 |
2.694 |
2.727 |
| PP |
2.669 |
2.669 |
2.669 |
2.675 |
| S1 |
2.642 |
2.642 |
2.680 |
2.656 |
| S2 |
2.598 |
2.598 |
2.674 |
|
| S3 |
2.527 |
2.571 |
2.667 |
|
| S4 |
2.456 |
2.500 |
2.648 |
|
|
| 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 |
2.695 |
2.423 |
0.272 |
10.1% |
0.096 |
3.6% |
97% |
True |
False |
48,362 |
| 10 |
2.695 |
2.366 |
0.329 |
12.2% |
0.107 |
4.0% |
98% |
True |
False |
59,376 |
| 20 |
2.788 |
2.366 |
0.422 |
15.7% |
0.100 |
3.7% |
76% |
False |
False |
50,541 |
| 40 |
3.052 |
2.366 |
0.686 |
25.5% |
0.087 |
3.2% |
47% |
False |
False |
41,872 |
| 60 |
3.052 |
2.366 |
0.686 |
25.5% |
0.078 |
2.9% |
47% |
False |
False |
35,674 |
| 80 |
3.052 |
2.366 |
0.686 |
25.5% |
0.071 |
2.6% |
47% |
False |
False |
30,536 |
| 100 |
3.052 |
2.366 |
0.686 |
25.5% |
0.066 |
2.4% |
47% |
False |
False |
27,186 |
| 120 |
3.052 |
2.366 |
0.686 |
25.5% |
0.060 |
2.2% |
47% |
False |
False |
24,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.997 |
|
2.618 |
2.881 |
|
1.618 |
2.810 |
|
1.000 |
2.766 |
|
0.618 |
2.739 |
|
HIGH |
2.695 |
|
0.618 |
2.668 |
|
0.500 |
2.660 |
|
0.382 |
2.651 |
|
LOW |
2.624 |
|
0.618 |
2.580 |
|
1.000 |
2.553 |
|
1.618 |
2.509 |
|
2.618 |
2.438 |
|
4.250 |
2.322 |
|
|
| Fisher Pivots for day following 16-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.678 |
2.675 |
| PP |
2.669 |
2.662 |
| S1 |
2.660 |
2.650 |
|