NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 30-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2020 |
30-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.350 |
2.444 |
0.094 |
4.0% |
2.709 |
| High |
2.486 |
2.473 |
-0.013 |
-0.5% |
2.775 |
| Low |
2.305 |
2.387 |
0.082 |
3.6% |
2.507 |
| Close |
2.444 |
2.422 |
-0.022 |
-0.9% |
2.512 |
| Range |
0.181 |
0.086 |
-0.095 |
-52.5% |
0.268 |
| ATR |
0.139 |
0.135 |
-0.004 |
-2.7% |
0.000 |
| Volume |
143,530 |
81,788 |
-61,742 |
-43.0% |
327,689 |
|
| Daily Pivots for day following 30-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.685 |
2.640 |
2.469 |
|
| R3 |
2.599 |
2.554 |
2.446 |
|
| R2 |
2.513 |
2.513 |
2.438 |
|
| R1 |
2.468 |
2.468 |
2.430 |
2.448 |
| PP |
2.427 |
2.427 |
2.427 |
2.417 |
| S1 |
2.382 |
2.382 |
2.414 |
2.362 |
| S2 |
2.341 |
2.341 |
2.406 |
|
| S3 |
2.255 |
2.296 |
2.398 |
|
| S4 |
2.169 |
2.210 |
2.375 |
|
|
| 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 |
2.765 |
2.263 |
0.502 |
20.7% |
0.139 |
5.7% |
32% |
False |
False |
110,904 |
| 10 |
2.775 |
2.263 |
0.512 |
21.1% |
0.114 |
4.7% |
31% |
False |
False |
92,240 |
| 20 |
2.918 |
2.263 |
0.655 |
27.0% |
0.127 |
5.2% |
24% |
False |
False |
83,461 |
| 40 |
3.327 |
2.263 |
1.064 |
43.9% |
0.125 |
5.2% |
15% |
False |
False |
59,216 |
| 60 |
3.452 |
2.263 |
1.189 |
49.1% |
0.117 |
4.8% |
13% |
False |
False |
46,411 |
| 80 |
3.452 |
2.263 |
1.189 |
49.1% |
0.114 |
4.7% |
13% |
False |
False |
38,923 |
| 100 |
3.452 |
2.263 |
1.189 |
49.1% |
0.105 |
4.3% |
13% |
False |
False |
33,342 |
| 120 |
3.452 |
2.263 |
1.189 |
49.1% |
0.098 |
4.0% |
13% |
False |
False |
28,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.839 |
|
2.618 |
2.698 |
|
1.618 |
2.612 |
|
1.000 |
2.559 |
|
0.618 |
2.526 |
|
HIGH |
2.473 |
|
0.618 |
2.440 |
|
0.500 |
2.430 |
|
0.382 |
2.420 |
|
LOW |
2.387 |
|
0.618 |
2.334 |
|
1.000 |
2.301 |
|
1.618 |
2.248 |
|
2.618 |
2.162 |
|
4.250 |
2.022 |
|
|
| Fisher Pivots for day following 30-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.430 |
2.406 |
| PP |
2.427 |
2.390 |
| S1 |
2.425 |
2.375 |
|