NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 21-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2020 |
21-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.655 |
2.709 |
0.054 |
2.0% |
2.664 |
| High |
2.711 |
2.710 |
-0.001 |
0.0% |
2.724 |
| Low |
2.644 |
2.624 |
-0.020 |
-0.8% |
2.596 |
| Close |
2.681 |
2.689 |
0.008 |
0.3% |
2.681 |
| Range |
0.067 |
0.086 |
0.019 |
28.4% |
0.128 |
| ATR |
0.126 |
0.123 |
-0.003 |
-2.3% |
0.000 |
| Volume |
77,037 |
62,559 |
-14,478 |
-18.8% |
352,957 |
|
| Daily Pivots for day following 21-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.932 |
2.897 |
2.736 |
|
| R3 |
2.846 |
2.811 |
2.713 |
|
| R2 |
2.760 |
2.760 |
2.705 |
|
| R1 |
2.725 |
2.725 |
2.697 |
2.700 |
| PP |
2.674 |
2.674 |
2.674 |
2.662 |
| S1 |
2.639 |
2.639 |
2.681 |
2.614 |
| S2 |
2.588 |
2.588 |
2.673 |
|
| S3 |
2.502 |
2.553 |
2.665 |
|
| S4 |
2.416 |
2.467 |
2.642 |
|
|
| Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.051 |
2.994 |
2.751 |
|
| R3 |
2.923 |
2.866 |
2.716 |
|
| R2 |
2.795 |
2.795 |
2.704 |
|
| R1 |
2.738 |
2.738 |
2.693 |
2.767 |
| PP |
2.667 |
2.667 |
2.667 |
2.681 |
| S1 |
2.610 |
2.610 |
2.669 |
2.639 |
| S2 |
2.539 |
2.539 |
2.658 |
|
| S3 |
2.411 |
2.482 |
2.646 |
|
| S4 |
2.283 |
2.354 |
2.611 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.724 |
2.596 |
0.128 |
4.8% |
0.088 |
3.3% |
73% |
False |
False |
69,758 |
| 10 |
2.724 |
2.393 |
0.331 |
12.3% |
0.104 |
3.9% |
89% |
False |
False |
73,417 |
| 20 |
2.977 |
2.393 |
0.584 |
21.7% |
0.125 |
4.6% |
51% |
False |
False |
60,863 |
| 40 |
3.452 |
2.393 |
1.059 |
39.4% |
0.124 |
4.6% |
28% |
False |
False |
46,575 |
| 60 |
3.452 |
2.393 |
1.059 |
39.4% |
0.117 |
4.4% |
28% |
False |
False |
37,992 |
| 80 |
3.452 |
2.393 |
1.059 |
39.4% |
0.110 |
4.1% |
28% |
False |
False |
32,001 |
| 100 |
3.452 |
2.393 |
1.059 |
39.4% |
0.102 |
3.8% |
28% |
False |
False |
27,560 |
| 120 |
3.452 |
2.393 |
1.059 |
39.4% |
0.094 |
3.5% |
28% |
False |
False |
23,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.076 |
|
2.618 |
2.935 |
|
1.618 |
2.849 |
|
1.000 |
2.796 |
|
0.618 |
2.763 |
|
HIGH |
2.710 |
|
0.618 |
2.677 |
|
0.500 |
2.667 |
|
0.382 |
2.657 |
|
LOW |
2.624 |
|
0.618 |
2.571 |
|
1.000 |
2.538 |
|
1.618 |
2.485 |
|
2.618 |
2.399 |
|
4.250 |
2.259 |
|
|
| Fisher Pivots for day following 21-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.682 |
2.681 |
| PP |
2.674 |
2.674 |
| S1 |
2.667 |
2.666 |
|