NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 06-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2021 |
06-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
2.599 |
2.688 |
0.089 |
3.4% |
2.322 |
| High |
2.732 |
2.770 |
0.038 |
1.4% |
2.547 |
| Low |
2.591 |
2.606 |
0.015 |
0.6% |
2.263 |
| Close |
2.702 |
2.716 |
0.014 |
0.5% |
2.539 |
| Range |
0.141 |
0.164 |
0.023 |
16.3% |
0.284 |
| ATR |
0.135 |
0.137 |
0.002 |
1.5% |
0.000 |
| Volume |
149,828 |
144,690 |
-5,138 |
-3.4% |
488,372 |
|
| Daily Pivots for day following 06-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.189 |
3.117 |
2.806 |
|
| R3 |
3.025 |
2.953 |
2.761 |
|
| R2 |
2.861 |
2.861 |
2.746 |
|
| R1 |
2.789 |
2.789 |
2.731 |
2.825 |
| PP |
2.697 |
2.697 |
2.697 |
2.716 |
| S1 |
2.625 |
2.625 |
2.701 |
2.661 |
| S2 |
2.533 |
2.533 |
2.686 |
|
| S3 |
2.369 |
2.461 |
2.671 |
|
| S4 |
2.205 |
2.297 |
2.626 |
|
|
| 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 |
2.770 |
2.387 |
0.383 |
14.1% |
0.123 |
4.5% |
86% |
True |
False |
123,158 |
| 10 |
2.775 |
2.263 |
0.512 |
18.9% |
0.132 |
4.9% |
88% |
False |
False |
117,639 |
| 20 |
2.775 |
2.263 |
0.512 |
18.9% |
0.118 |
4.4% |
88% |
False |
False |
95,528 |
| 40 |
3.159 |
2.263 |
0.896 |
33.0% |
0.125 |
4.6% |
51% |
False |
False |
69,022 |
| 60 |
3.452 |
2.263 |
1.189 |
43.8% |
0.119 |
4.4% |
38% |
False |
False |
53,792 |
| 80 |
3.452 |
2.263 |
1.189 |
43.8% |
0.117 |
4.3% |
38% |
False |
False |
44,907 |
| 100 |
3.452 |
2.263 |
1.189 |
43.8% |
0.108 |
4.0% |
38% |
False |
False |
38,420 |
| 120 |
3.452 |
2.263 |
1.189 |
43.8% |
0.101 |
3.7% |
38% |
False |
False |
33,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.467 |
|
2.618 |
3.199 |
|
1.618 |
3.035 |
|
1.000 |
2.934 |
|
0.618 |
2.871 |
|
HIGH |
2.770 |
|
0.618 |
2.707 |
|
0.500 |
2.688 |
|
0.382 |
2.669 |
|
LOW |
2.606 |
|
0.618 |
2.505 |
|
1.000 |
2.442 |
|
1.618 |
2.341 |
|
2.618 |
2.177 |
|
4.250 |
1.909 |
|
|
| Fisher Pivots for day following 06-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.707 |
2.700 |
| PP |
2.697 |
2.684 |
| S1 |
2.688 |
2.668 |
|