NYMEX Natural Gas Future April 2021
| Trading Metrics calculated at close of trading on 22-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2020 |
22-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.685 |
2.691 |
0.006 |
0.2% |
2.639 |
| High |
2.690 |
2.752 |
0.062 |
2.3% |
2.715 |
| Low |
2.626 |
2.673 |
0.047 |
1.8% |
2.604 |
| Close |
2.685 |
2.725 |
0.040 |
1.5% |
2.670 |
| Range |
0.064 |
0.079 |
0.015 |
23.4% |
0.111 |
| ATR |
0.094 |
0.093 |
-0.001 |
-1.1% |
0.000 |
| Volume |
24,745 |
31,171 |
6,426 |
26.0% |
211,410 |
|
| Daily Pivots for day following 22-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.954 |
2.918 |
2.768 |
|
| R3 |
2.875 |
2.839 |
2.747 |
|
| R2 |
2.796 |
2.796 |
2.739 |
|
| R1 |
2.760 |
2.760 |
2.732 |
2.778 |
| PP |
2.717 |
2.717 |
2.717 |
2.726 |
| S1 |
2.681 |
2.681 |
2.718 |
2.699 |
| S2 |
2.638 |
2.638 |
2.711 |
|
| S3 |
2.559 |
2.602 |
2.703 |
|
| S4 |
2.480 |
2.523 |
2.682 |
|
|
| Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.996 |
2.944 |
2.731 |
|
| R3 |
2.885 |
2.833 |
2.701 |
|
| R2 |
2.774 |
2.774 |
2.690 |
|
| R1 |
2.722 |
2.722 |
2.680 |
2.748 |
| PP |
2.663 |
2.663 |
2.663 |
2.676 |
| S1 |
2.611 |
2.611 |
2.660 |
2.637 |
| S2 |
2.552 |
2.552 |
2.650 |
|
| S3 |
2.441 |
2.500 |
2.639 |
|
| S4 |
2.330 |
2.389 |
2.609 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.752 |
2.614 |
0.138 |
5.1% |
0.072 |
2.7% |
80% |
True |
False |
35,887 |
| 10 |
2.752 |
2.423 |
0.329 |
12.1% |
0.085 |
3.1% |
92% |
True |
False |
43,202 |
| 20 |
2.788 |
2.366 |
0.422 |
15.5% |
0.096 |
3.5% |
85% |
False |
False |
48,614 |
| 40 |
3.052 |
2.366 |
0.686 |
25.2% |
0.088 |
3.2% |
52% |
False |
False |
43,014 |
| 60 |
3.052 |
2.366 |
0.686 |
25.2% |
0.079 |
2.9% |
52% |
False |
False |
36,395 |
| 80 |
3.052 |
2.366 |
0.686 |
25.2% |
0.072 |
2.6% |
52% |
False |
False |
31,379 |
| 100 |
3.052 |
2.366 |
0.686 |
25.2% |
0.066 |
2.4% |
52% |
False |
False |
28,093 |
| 120 |
3.052 |
2.366 |
0.686 |
25.2% |
0.062 |
2.3% |
52% |
False |
False |
24,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.088 |
|
2.618 |
2.959 |
|
1.618 |
2.880 |
|
1.000 |
2.831 |
|
0.618 |
2.801 |
|
HIGH |
2.752 |
|
0.618 |
2.722 |
|
0.500 |
2.713 |
|
0.382 |
2.703 |
|
LOW |
2.673 |
|
0.618 |
2.624 |
|
1.000 |
2.594 |
|
1.618 |
2.545 |
|
2.618 |
2.466 |
|
4.250 |
2.337 |
|
|
| Fisher Pivots for day following 22-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.721 |
2.713 |
| PP |
2.717 |
2.701 |
| S1 |
2.713 |
2.689 |
|