NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 21-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2021 |
21-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
2.544 |
2.532 |
-0.012 |
-0.5% |
2.600 |
| High |
2.567 |
2.551 |
-0.016 |
-0.6% |
2.899 |
| Low |
2.454 |
2.458 |
0.004 |
0.2% |
2.589 |
| Close |
2.539 |
2.491 |
-0.048 |
-1.9% |
2.737 |
| Range |
0.113 |
0.093 |
-0.020 |
-17.7% |
0.310 |
| ATR |
0.144 |
0.140 |
-0.004 |
-2.5% |
0.000 |
| Volume |
133,437 |
100,319 |
-33,118 |
-24.8% |
861,957 |
|
| Daily Pivots for day following 21-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.779 |
2.728 |
2.542 |
|
| R3 |
2.686 |
2.635 |
2.517 |
|
| R2 |
2.593 |
2.593 |
2.508 |
|
| R1 |
2.542 |
2.542 |
2.500 |
2.521 |
| PP |
2.500 |
2.500 |
2.500 |
2.490 |
| S1 |
2.449 |
2.449 |
2.482 |
2.428 |
| S2 |
2.407 |
2.407 |
2.474 |
|
| S3 |
2.314 |
2.356 |
2.465 |
|
| S4 |
2.221 |
2.263 |
2.440 |
|
|
| Weekly Pivots for week ending 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.672 |
3.514 |
2.908 |
|
| R3 |
3.362 |
3.204 |
2.822 |
|
| R2 |
3.052 |
3.052 |
2.794 |
|
| R1 |
2.894 |
2.894 |
2.765 |
2.973 |
| PP |
2.742 |
2.742 |
2.742 |
2.781 |
| S1 |
2.584 |
2.584 |
2.709 |
2.663 |
| S2 |
2.432 |
2.432 |
2.680 |
|
| S3 |
2.122 |
2.274 |
2.652 |
|
| S4 |
1.812 |
1.964 |
2.567 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.800 |
2.454 |
0.346 |
13.9% |
0.130 |
5.2% |
11% |
False |
False |
151,821 |
| 10 |
2.899 |
2.454 |
0.445 |
17.9% |
0.137 |
5.5% |
8% |
False |
False |
159,123 |
| 20 |
2.899 |
2.263 |
0.636 |
25.5% |
0.135 |
5.4% |
36% |
False |
False |
138,381 |
| 40 |
2.977 |
2.263 |
0.714 |
28.7% |
0.130 |
5.2% |
32% |
False |
False |
99,622 |
| 60 |
3.452 |
2.263 |
1.189 |
47.7% |
0.128 |
5.1% |
19% |
False |
False |
77,177 |
| 80 |
3.452 |
2.263 |
1.189 |
47.7% |
0.122 |
4.9% |
19% |
False |
False |
63,089 |
| 100 |
3.452 |
2.263 |
1.189 |
47.7% |
0.115 |
4.6% |
19% |
False |
False |
53,277 |
| 120 |
3.452 |
2.263 |
1.189 |
47.7% |
0.107 |
4.3% |
19% |
False |
False |
46,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.946 |
|
2.618 |
2.794 |
|
1.618 |
2.701 |
|
1.000 |
2.644 |
|
0.618 |
2.608 |
|
HIGH |
2.551 |
|
0.618 |
2.515 |
|
0.500 |
2.505 |
|
0.382 |
2.494 |
|
LOW |
2.458 |
|
0.618 |
2.401 |
|
1.000 |
2.365 |
|
1.618 |
2.308 |
|
2.618 |
2.215 |
|
4.250 |
2.063 |
|
|
| Fisher Pivots for day following 21-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.505 |
2.564 |
| PP |
2.500 |
2.539 |
| S1 |
2.496 |
2.515 |
|