NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 28-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2020 |
28-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.584 |
2.322 |
-0.262 |
-10.1% |
2.709 |
| High |
2.616 |
2.368 |
-0.248 |
-9.5% |
2.775 |
| Low |
2.507 |
2.263 |
-0.244 |
-9.7% |
2.507 |
| Close |
2.512 |
2.326 |
-0.186 |
-7.4% |
2.512 |
| Range |
0.109 |
0.105 |
-0.004 |
-3.7% |
0.268 |
| ATR |
0.127 |
0.135 |
0.009 |
6.9% |
0.000 |
| Volume |
69,889 |
151,946 |
82,057 |
117.4% |
327,689 |
|
| Daily Pivots for day following 28-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.634 |
2.585 |
2.384 |
|
| R3 |
2.529 |
2.480 |
2.355 |
|
| R2 |
2.424 |
2.424 |
2.345 |
|
| R1 |
2.375 |
2.375 |
2.336 |
2.400 |
| PP |
2.319 |
2.319 |
2.319 |
2.331 |
| S1 |
2.270 |
2.270 |
2.316 |
2.295 |
| S2 |
2.214 |
2.214 |
2.307 |
|
| S3 |
2.109 |
2.165 |
2.297 |
|
| S4 |
2.004 |
2.060 |
2.268 |
|
|
| Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.402 |
3.225 |
2.659 |
|
| R3 |
3.134 |
2.957 |
2.586 |
|
| R2 |
2.866 |
2.866 |
2.561 |
|
| R1 |
2.689 |
2.689 |
2.537 |
2.644 |
| PP |
2.598 |
2.598 |
2.598 |
2.575 |
| S1 |
2.421 |
2.421 |
2.487 |
2.376 |
| S2 |
2.330 |
2.330 |
2.463 |
|
| S3 |
2.062 |
2.153 |
2.438 |
|
| S4 |
1.794 |
1.885 |
2.365 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.775 |
2.263 |
0.512 |
22.0% |
0.123 |
5.3% |
12% |
False |
True |
95,927 |
| 10 |
2.775 |
2.263 |
0.512 |
22.0% |
0.107 |
4.6% |
12% |
False |
True |
83,259 |
| 20 |
2.977 |
2.263 |
0.714 |
30.7% |
0.129 |
5.5% |
9% |
False |
True |
76,228 |
| 40 |
3.452 |
2.263 |
1.189 |
51.1% |
0.126 |
5.4% |
5% |
False |
True |
54,805 |
| 60 |
3.452 |
2.263 |
1.189 |
51.1% |
0.118 |
5.1% |
5% |
False |
True |
43,608 |
| 80 |
3.452 |
2.263 |
1.189 |
51.1% |
0.112 |
4.8% |
5% |
False |
True |
36,443 |
| 100 |
3.452 |
2.263 |
1.189 |
51.1% |
0.104 |
4.5% |
5% |
False |
True |
31,268 |
| 120 |
3.452 |
2.263 |
1.189 |
51.1% |
0.096 |
4.1% |
5% |
False |
True |
27,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.814 |
|
2.618 |
2.643 |
|
1.618 |
2.538 |
|
1.000 |
2.473 |
|
0.618 |
2.433 |
|
HIGH |
2.368 |
|
0.618 |
2.328 |
|
0.500 |
2.316 |
|
0.382 |
2.303 |
|
LOW |
2.263 |
|
0.618 |
2.198 |
|
1.000 |
2.158 |
|
1.618 |
2.093 |
|
2.618 |
1.988 |
|
4.250 |
1.817 |
|
|
| Fisher Pivots for day following 28-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.323 |
2.514 |
| PP |
2.319 |
2.451 |
| S1 |
2.316 |
2.389 |
|