NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 04-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2020 |
04-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
2.433 |
2.626 |
0.193 |
7.9% |
2.322 |
| High |
2.547 |
2.670 |
0.123 |
4.8% |
2.547 |
| Low |
2.429 |
2.566 |
0.137 |
5.6% |
2.263 |
| Close |
2.539 |
2.581 |
0.042 |
1.7% |
2.539 |
| Range |
0.118 |
0.104 |
-0.014 |
-11.9% |
0.284 |
| ATR |
0.134 |
0.134 |
0.000 |
-0.2% |
0.000 |
| Volume |
111,108 |
128,377 |
17,269 |
15.5% |
488,372 |
|
| Daily Pivots for day following 04-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.918 |
2.853 |
2.638 |
|
| R3 |
2.814 |
2.749 |
2.610 |
|
| R2 |
2.710 |
2.710 |
2.600 |
|
| R1 |
2.645 |
2.645 |
2.591 |
2.626 |
| PP |
2.606 |
2.606 |
2.606 |
2.596 |
| S1 |
2.541 |
2.541 |
2.571 |
2.522 |
| S2 |
2.502 |
2.502 |
2.562 |
|
| S3 |
2.398 |
2.437 |
2.552 |
|
| S4 |
2.294 |
2.333 |
2.524 |
|
|
| Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.302 |
3.204 |
2.695 |
|
| R3 |
3.018 |
2.920 |
2.617 |
|
| R2 |
2.734 |
2.734 |
2.591 |
|
| R1 |
2.636 |
2.636 |
2.565 |
2.685 |
| PP |
2.450 |
2.450 |
2.450 |
2.474 |
| S1 |
2.352 |
2.352 |
2.513 |
2.401 |
| S2 |
2.166 |
2.166 |
2.487 |
|
| S3 |
1.882 |
2.068 |
2.461 |
|
| S4 |
1.598 |
1.784 |
2.383 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.670 |
2.263 |
0.407 |
15.8% |
0.119 |
4.6% |
78% |
True |
False |
123,349 |
| 10 |
2.775 |
2.263 |
0.512 |
19.8% |
0.117 |
4.5% |
62% |
False |
False |
102,147 |
| 20 |
2.775 |
2.263 |
0.512 |
19.8% |
0.115 |
4.5% |
62% |
False |
False |
88,529 |
| 40 |
3.206 |
2.263 |
0.943 |
36.5% |
0.124 |
4.8% |
34% |
False |
False |
63,667 |
| 60 |
3.452 |
2.263 |
1.189 |
46.1% |
0.117 |
4.5% |
27% |
False |
False |
49,711 |
| 80 |
3.452 |
2.263 |
1.189 |
46.1% |
0.115 |
4.4% |
27% |
False |
False |
41,524 |
| 100 |
3.452 |
2.263 |
1.189 |
46.1% |
0.106 |
4.1% |
27% |
False |
False |
35,595 |
| 120 |
3.452 |
2.263 |
1.189 |
46.1% |
0.099 |
3.8% |
27% |
False |
False |
30,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.112 |
|
2.618 |
2.942 |
|
1.618 |
2.838 |
|
1.000 |
2.774 |
|
0.618 |
2.734 |
|
HIGH |
2.670 |
|
0.618 |
2.630 |
|
0.500 |
2.618 |
|
0.382 |
2.606 |
|
LOW |
2.566 |
|
0.618 |
2.502 |
|
1.000 |
2.462 |
|
1.618 |
2.398 |
|
2.618 |
2.294 |
|
4.250 |
2.124 |
|
|
| Fisher Pivots for day following 04-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.618 |
2.564 |
| PP |
2.606 |
2.546 |
| S1 |
2.593 |
2.529 |
|