NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 23-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2020 |
23-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.688 |
2.737 |
0.049 |
1.8% |
2.664 |
| High |
2.775 |
2.765 |
-0.010 |
-0.4% |
2.724 |
| Low |
2.672 |
2.552 |
-0.120 |
-4.5% |
2.596 |
| Close |
2.749 |
2.588 |
-0.161 |
-5.9% |
2.681 |
| Range |
0.103 |
0.213 |
0.110 |
106.8% |
0.128 |
| ATR |
0.121 |
0.128 |
0.007 |
5.4% |
0.000 |
| Volume |
87,871 |
107,370 |
19,499 |
22.2% |
352,957 |
|
| Daily Pivots for day following 23-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.274 |
3.144 |
2.705 |
|
| R3 |
3.061 |
2.931 |
2.647 |
|
| R2 |
2.848 |
2.848 |
2.627 |
|
| R1 |
2.718 |
2.718 |
2.608 |
2.677 |
| PP |
2.635 |
2.635 |
2.635 |
2.614 |
| S1 |
2.505 |
2.505 |
2.568 |
2.464 |
| S2 |
2.422 |
2.422 |
2.549 |
|
| S3 |
2.209 |
2.292 |
2.529 |
|
| S4 |
1.996 |
2.079 |
2.471 |
|
|
| 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 |
2.552 |
0.223 |
8.6% |
0.117 |
4.5% |
16% |
False |
True |
82,749 |
| 10 |
2.775 |
2.406 |
0.369 |
14.3% |
0.115 |
4.4% |
49% |
False |
False |
76,843 |
| 20 |
2.977 |
2.393 |
0.584 |
22.6% |
0.131 |
5.1% |
33% |
False |
False |
68,184 |
| 40 |
3.452 |
2.393 |
1.059 |
40.9% |
0.126 |
4.9% |
18% |
False |
False |
50,544 |
| 60 |
3.452 |
2.393 |
1.059 |
40.9% |
0.119 |
4.6% |
18% |
False |
False |
40,545 |
| 80 |
3.452 |
2.393 |
1.059 |
40.9% |
0.111 |
4.3% |
18% |
False |
False |
34,143 |
| 100 |
3.452 |
2.393 |
1.059 |
40.9% |
0.103 |
4.0% |
18% |
False |
False |
29,267 |
| 120 |
3.452 |
2.393 |
1.059 |
40.9% |
0.095 |
3.7% |
18% |
False |
False |
25,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.670 |
|
2.618 |
3.323 |
|
1.618 |
3.110 |
|
1.000 |
2.978 |
|
0.618 |
2.897 |
|
HIGH |
2.765 |
|
0.618 |
2.684 |
|
0.500 |
2.659 |
|
0.382 |
2.633 |
|
LOW |
2.552 |
|
0.618 |
2.420 |
|
1.000 |
2.339 |
|
1.618 |
2.207 |
|
2.618 |
1.994 |
|
4.250 |
1.647 |
|
|
| Fisher Pivots for day following 23-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.659 |
2.664 |
| PP |
2.635 |
2.638 |
| S1 |
2.612 |
2.613 |
|