NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 07-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2021 |
07-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
2.688 |
2.722 |
0.034 |
1.3% |
2.322 |
| High |
2.770 |
2.755 |
-0.015 |
-0.5% |
2.547 |
| Low |
2.606 |
2.663 |
0.057 |
2.2% |
2.263 |
| Close |
2.716 |
2.729 |
0.013 |
0.5% |
2.539 |
| Range |
0.164 |
0.092 |
-0.072 |
-43.9% |
0.284 |
| ATR |
0.137 |
0.134 |
-0.003 |
-2.4% |
0.000 |
| Volume |
144,690 |
135,480 |
-9,210 |
-6.4% |
488,372 |
|
| Daily Pivots for day following 07-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.992 |
2.952 |
2.780 |
|
| R3 |
2.900 |
2.860 |
2.754 |
|
| R2 |
2.808 |
2.808 |
2.746 |
|
| R1 |
2.768 |
2.768 |
2.737 |
2.788 |
| PP |
2.716 |
2.716 |
2.716 |
2.726 |
| S1 |
2.676 |
2.676 |
2.721 |
2.696 |
| S2 |
2.624 |
2.624 |
2.712 |
|
| S3 |
2.532 |
2.584 |
2.704 |
|
| S4 |
2.440 |
2.492 |
2.678 |
|
|
| 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 |
2.429 |
0.341 |
12.5% |
0.124 |
4.5% |
88% |
False |
False |
133,896 |
| 10 |
2.770 |
2.263 |
0.507 |
18.6% |
0.131 |
4.8% |
92% |
False |
False |
122,400 |
| 20 |
2.775 |
2.263 |
0.512 |
18.8% |
0.118 |
4.3% |
91% |
False |
False |
98,668 |
| 40 |
3.159 |
2.263 |
0.896 |
32.8% |
0.126 |
4.6% |
52% |
False |
False |
71,417 |
| 60 |
3.452 |
2.263 |
1.189 |
43.6% |
0.119 |
4.4% |
39% |
False |
False |
55,698 |
| 80 |
3.452 |
2.263 |
1.189 |
43.6% |
0.117 |
4.3% |
39% |
False |
False |
46,431 |
| 100 |
3.452 |
2.263 |
1.189 |
43.6% |
0.108 |
3.9% |
39% |
False |
False |
39,636 |
| 120 |
3.452 |
2.263 |
1.189 |
43.6% |
0.101 |
3.7% |
39% |
False |
False |
34,283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.146 |
|
2.618 |
2.996 |
|
1.618 |
2.904 |
|
1.000 |
2.847 |
|
0.618 |
2.812 |
|
HIGH |
2.755 |
|
0.618 |
2.720 |
|
0.500 |
2.709 |
|
0.382 |
2.698 |
|
LOW |
2.663 |
|
0.618 |
2.606 |
|
1.000 |
2.571 |
|
1.618 |
2.514 |
|
2.618 |
2.422 |
|
4.250 |
2.272 |
|
|
| Fisher Pivots for day following 07-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.722 |
2.713 |
| PP |
2.716 |
2.697 |
| S1 |
2.709 |
2.681 |
|