NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 31-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2020 |
31-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.444 |
2.433 |
-0.011 |
-0.5% |
2.709 |
| High |
2.473 |
2.547 |
0.074 |
3.0% |
2.775 |
| Low |
2.387 |
2.429 |
0.042 |
1.8% |
2.507 |
| Close |
2.422 |
2.539 |
0.117 |
4.8% |
2.512 |
| Range |
0.086 |
0.118 |
0.032 |
37.2% |
0.268 |
| ATR |
0.135 |
0.134 |
-0.001 |
-0.5% |
0.000 |
| Volume |
81,788 |
111,108 |
29,320 |
35.8% |
327,689 |
|
| Daily Pivots for day following 31-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.859 |
2.817 |
2.604 |
|
| R3 |
2.741 |
2.699 |
2.571 |
|
| R2 |
2.623 |
2.623 |
2.561 |
|
| R1 |
2.581 |
2.581 |
2.550 |
2.602 |
| PP |
2.505 |
2.505 |
2.505 |
2.516 |
| S1 |
2.463 |
2.463 |
2.528 |
2.484 |
| S2 |
2.387 |
2.387 |
2.517 |
|
| S3 |
2.269 |
2.345 |
2.507 |
|
| S4 |
2.151 |
2.227 |
2.474 |
|
|
| 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 |
2.616 |
2.263 |
0.353 |
13.9% |
0.120 |
4.7% |
78% |
False |
False |
111,652 |
| 10 |
2.775 |
2.263 |
0.512 |
20.2% |
0.118 |
4.7% |
54% |
False |
False |
97,200 |
| 20 |
2.775 |
2.263 |
0.512 |
20.2% |
0.124 |
4.9% |
54% |
False |
False |
86,595 |
| 40 |
3.206 |
2.263 |
0.943 |
37.1% |
0.124 |
4.9% |
29% |
False |
False |
61,137 |
| 60 |
3.452 |
2.263 |
1.189 |
46.8% |
0.117 |
4.6% |
23% |
False |
False |
47,984 |
| 80 |
3.452 |
2.263 |
1.189 |
46.8% |
0.114 |
4.5% |
23% |
False |
False |
40,145 |
| 100 |
3.452 |
2.263 |
1.189 |
46.8% |
0.105 |
4.1% |
23% |
False |
False |
34,380 |
| 120 |
3.452 |
2.263 |
1.189 |
46.8% |
0.098 |
3.9% |
23% |
False |
False |
29,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.049 |
|
2.618 |
2.856 |
|
1.618 |
2.738 |
|
1.000 |
2.665 |
|
0.618 |
2.620 |
|
HIGH |
2.547 |
|
0.618 |
2.502 |
|
0.500 |
2.488 |
|
0.382 |
2.474 |
|
LOW |
2.429 |
|
0.618 |
2.356 |
|
1.000 |
2.311 |
|
1.618 |
2.238 |
|
2.618 |
2.120 |
|
4.250 |
1.928 |
|
|
| Fisher Pivots for day following 31-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.522 |
2.501 |
| PP |
2.505 |
2.464 |
| S1 |
2.488 |
2.426 |
|