NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 07-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2020 |
07-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.511 |
2.456 |
-0.055 |
-2.2% |
2.831 |
| High |
2.623 |
2.483 |
-0.140 |
-5.3% |
2.996 |
| Low |
2.462 |
2.381 |
-0.081 |
-3.3% |
2.462 |
| Close |
2.575 |
2.406 |
-0.169 |
-6.6% |
2.575 |
| Range |
0.161 |
0.102 |
-0.059 |
-36.6% |
0.534 |
| ATR |
0.149 |
0.152 |
0.003 |
2.2% |
0.000 |
| Volume |
142,533 |
236,673 |
94,140 |
66.0% |
838,820 |
|
| Daily Pivots for day following 07-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.729 |
2.670 |
2.462 |
|
| R3 |
2.627 |
2.568 |
2.434 |
|
| R2 |
2.525 |
2.525 |
2.425 |
|
| R1 |
2.466 |
2.466 |
2.415 |
2.445 |
| PP |
2.423 |
2.423 |
2.423 |
2.413 |
| S1 |
2.364 |
2.364 |
2.397 |
2.343 |
| S2 |
2.321 |
2.321 |
2.387 |
|
| S3 |
2.219 |
2.262 |
2.378 |
|
| S4 |
2.117 |
2.160 |
2.350 |
|
|
| Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.280 |
3.961 |
2.869 |
|
| R3 |
3.746 |
3.427 |
2.722 |
|
| R2 |
3.212 |
3.212 |
2.673 |
|
| R1 |
2.893 |
2.893 |
2.624 |
2.786 |
| PP |
2.678 |
2.678 |
2.678 |
2.624 |
| S1 |
2.359 |
2.359 |
2.526 |
2.252 |
| S2 |
2.144 |
2.144 |
2.477 |
|
| S3 |
1.610 |
1.825 |
2.428 |
|
| S4 |
1.076 |
1.291 |
2.281 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.972 |
2.381 |
0.591 |
24.6% |
0.176 |
7.3% |
4% |
False |
True |
185,862 |
| 10 |
3.002 |
2.381 |
0.621 |
25.8% |
0.154 |
6.4% |
4% |
False |
True |
147,895 |
| 20 |
3.204 |
2.381 |
0.823 |
34.2% |
0.141 |
5.8% |
3% |
False |
True |
122,893 |
| 40 |
3.507 |
2.381 |
1.126 |
46.8% |
0.127 |
5.3% |
2% |
False |
True |
90,232 |
| 60 |
3.507 |
2.381 |
1.126 |
46.8% |
0.124 |
5.1% |
2% |
False |
True |
77,254 |
| 80 |
3.507 |
2.381 |
1.126 |
46.8% |
0.112 |
4.6% |
2% |
False |
True |
66,017 |
| 100 |
3.507 |
2.381 |
1.126 |
46.8% |
0.103 |
4.3% |
2% |
False |
True |
57,418 |
| 120 |
3.507 |
2.381 |
1.126 |
46.8% |
0.094 |
3.9% |
2% |
False |
True |
51,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.917 |
|
2.618 |
2.750 |
|
1.618 |
2.648 |
|
1.000 |
2.585 |
|
0.618 |
2.546 |
|
HIGH |
2.483 |
|
0.618 |
2.444 |
|
0.500 |
2.432 |
|
0.382 |
2.420 |
|
LOW |
2.381 |
|
0.618 |
2.318 |
|
1.000 |
2.279 |
|
1.618 |
2.216 |
|
2.618 |
2.114 |
|
4.250 |
1.948 |
|
|
| Fisher Pivots for day following 07-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.432 |
2.575 |
| PP |
2.423 |
2.518 |
| S1 |
2.415 |
2.462 |
|