NYMEX Natural Gas Future February 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 |
2.709 |
2.688 |
-0.021 |
-0.8% |
2.664 |
| High |
2.710 |
2.775 |
0.065 |
2.4% |
2.724 |
| Low |
2.624 |
2.672 |
0.048 |
1.8% |
2.596 |
| Close |
2.689 |
2.749 |
0.060 |
2.2% |
2.681 |
| Range |
0.086 |
0.103 |
0.017 |
19.8% |
0.128 |
| ATR |
0.123 |
0.121 |
-0.001 |
-1.2% |
0.000 |
| Volume |
62,559 |
87,871 |
25,312 |
40.5% |
352,957 |
|
| Daily Pivots for day following 22-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.041 |
2.998 |
2.806 |
|
| R3 |
2.938 |
2.895 |
2.777 |
|
| R2 |
2.835 |
2.835 |
2.768 |
|
| R1 |
2.792 |
2.792 |
2.758 |
2.814 |
| PP |
2.732 |
2.732 |
2.732 |
2.743 |
| S1 |
2.689 |
2.689 |
2.740 |
2.711 |
| S2 |
2.629 |
2.629 |
2.730 |
|
| S3 |
2.526 |
2.586 |
2.721 |
|
| S4 |
2.423 |
2.483 |
2.692 |
|
|
| 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 |
2.775 |
2.608 |
0.167 |
6.1% |
0.089 |
3.3% |
84% |
True |
False |
73,575 |
| 10 |
2.775 |
2.406 |
0.369 |
13.4% |
0.104 |
3.8% |
93% |
True |
False |
74,936 |
| 20 |
2.977 |
2.393 |
0.584 |
21.2% |
0.126 |
4.6% |
61% |
False |
False |
64,200 |
| 40 |
3.452 |
2.393 |
1.059 |
38.5% |
0.124 |
4.5% |
34% |
False |
False |
48,369 |
| 60 |
3.452 |
2.393 |
1.059 |
38.5% |
0.118 |
4.3% |
34% |
False |
False |
39,247 |
| 80 |
3.452 |
2.393 |
1.059 |
38.5% |
0.110 |
4.0% |
34% |
False |
False |
32,924 |
| 100 |
3.452 |
2.393 |
1.059 |
38.5% |
0.102 |
3.7% |
34% |
False |
False |
28,387 |
| 120 |
3.452 |
2.393 |
1.059 |
38.5% |
0.094 |
3.4% |
34% |
False |
False |
24,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.213 |
|
2.618 |
3.045 |
|
1.618 |
2.942 |
|
1.000 |
2.878 |
|
0.618 |
2.839 |
|
HIGH |
2.775 |
|
0.618 |
2.736 |
|
0.500 |
2.724 |
|
0.382 |
2.711 |
|
LOW |
2.672 |
|
0.618 |
2.608 |
|
1.000 |
2.569 |
|
1.618 |
2.505 |
|
2.618 |
2.402 |
|
4.250 |
2.234 |
|
|
| Fisher Pivots for day following 22-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.741 |
2.733 |
| PP |
2.732 |
2.716 |
| S1 |
2.724 |
2.700 |
|