NYMEX Natural Gas Future February 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 |
2.448 |
2.589 |
0.141 |
5.8% |
2.471 |
| High |
2.609 |
2.635 |
0.026 |
1.0% |
2.635 |
| Low |
2.406 |
2.540 |
0.134 |
5.6% |
2.393 |
| Close |
2.570 |
2.603 |
0.033 |
1.3% |
2.603 |
| Range |
0.203 |
0.095 |
-0.108 |
-53.2% |
0.242 |
| ATR |
0.144 |
0.140 |
-0.003 |
-2.4% |
0.000 |
| Volume |
88,433 |
69,246 |
-19,187 |
-21.7% |
423,195 |
|
| Daily Pivots for day following 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.878 |
2.835 |
2.655 |
|
| R3 |
2.783 |
2.740 |
2.629 |
|
| R2 |
2.688 |
2.688 |
2.620 |
|
| R1 |
2.645 |
2.645 |
2.612 |
2.667 |
| PP |
2.593 |
2.593 |
2.593 |
2.603 |
| S1 |
2.550 |
2.550 |
2.594 |
2.572 |
| S2 |
2.498 |
2.498 |
2.586 |
|
| S3 |
2.403 |
2.455 |
2.577 |
|
| S4 |
2.308 |
2.360 |
2.551 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.270 |
3.178 |
2.736 |
|
| R3 |
3.028 |
2.936 |
2.670 |
|
| R2 |
2.786 |
2.786 |
2.647 |
|
| R1 |
2.694 |
2.694 |
2.625 |
2.740 |
| PP |
2.544 |
2.544 |
2.544 |
2.567 |
| S1 |
2.452 |
2.452 |
2.581 |
2.498 |
| S2 |
2.302 |
2.302 |
2.559 |
|
| S3 |
2.060 |
2.210 |
2.536 |
|
| S4 |
1.818 |
1.968 |
2.470 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.635 |
2.393 |
0.242 |
9.3% |
0.119 |
4.6% |
87% |
True |
False |
84,639 |
| 10 |
2.977 |
2.393 |
0.584 |
22.4% |
0.150 |
5.8% |
36% |
False |
False |
69,197 |
| 20 |
3.159 |
2.393 |
0.766 |
29.4% |
0.135 |
5.2% |
27% |
False |
False |
51,887 |
| 40 |
3.452 |
2.393 |
1.059 |
40.7% |
0.124 |
4.8% |
20% |
False |
False |
38,846 |
| 60 |
3.452 |
2.393 |
1.059 |
40.7% |
0.120 |
4.6% |
20% |
False |
False |
32,590 |
| 80 |
3.452 |
2.393 |
1.059 |
40.7% |
0.108 |
4.2% |
20% |
False |
False |
27,649 |
| 100 |
3.452 |
2.393 |
1.059 |
40.7% |
0.100 |
3.9% |
20% |
False |
False |
23,742 |
| 120 |
3.452 |
2.393 |
1.059 |
40.7% |
0.092 |
3.5% |
20% |
False |
False |
20,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.039 |
|
2.618 |
2.884 |
|
1.618 |
2.789 |
|
1.000 |
2.730 |
|
0.618 |
2.694 |
|
HIGH |
2.635 |
|
0.618 |
2.599 |
|
0.500 |
2.588 |
|
0.382 |
2.576 |
|
LOW |
2.540 |
|
0.618 |
2.481 |
|
1.000 |
2.445 |
|
1.618 |
2.386 |
|
2.618 |
2.291 |
|
4.250 |
2.136 |
|
|
| Fisher Pivots for day following 11-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.598 |
2.576 |
| PP |
2.593 |
2.548 |
| S1 |
2.588 |
2.521 |
|