NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 08-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2020 |
08-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.439 |
2.437 |
-0.002 |
-0.1% |
2.777 |
| High |
2.468 |
2.489 |
0.021 |
0.9% |
2.910 |
| Low |
2.387 |
2.393 |
0.006 |
0.3% |
2.441 |
| Close |
2.432 |
2.419 |
-0.013 |
-0.5% |
2.551 |
| Range |
0.081 |
0.096 |
0.015 |
18.5% |
0.469 |
| ATR |
0.132 |
0.129 |
-0.003 |
-1.9% |
0.000 |
| Volume |
104,164 |
100,154 |
-4,010 |
-3.8% |
294,416 |
|
| Daily Pivots for day following 08-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.722 |
2.666 |
2.472 |
|
| R3 |
2.626 |
2.570 |
2.445 |
|
| R2 |
2.530 |
2.530 |
2.437 |
|
| R1 |
2.474 |
2.474 |
2.428 |
2.454 |
| PP |
2.434 |
2.434 |
2.434 |
2.424 |
| S1 |
2.378 |
2.378 |
2.410 |
2.358 |
| S2 |
2.338 |
2.338 |
2.401 |
|
| S3 |
2.242 |
2.282 |
2.393 |
|
| S4 |
2.146 |
2.186 |
2.366 |
|
|
| Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.041 |
3.765 |
2.809 |
|
| R3 |
3.572 |
3.296 |
2.680 |
|
| R2 |
3.103 |
3.103 |
2.637 |
|
| R1 |
2.827 |
2.827 |
2.594 |
2.731 |
| PP |
2.634 |
2.634 |
2.634 |
2.586 |
| S1 |
2.358 |
2.358 |
2.508 |
2.262 |
| S2 |
2.165 |
2.165 |
2.465 |
|
| S3 |
1.696 |
1.889 |
2.422 |
|
| S4 |
1.227 |
1.420 |
2.293 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.848 |
2.387 |
0.461 |
19.1% |
0.152 |
6.3% |
7% |
False |
False |
78,605 |
| 10 |
2.910 |
2.387 |
0.523 |
21.6% |
0.135 |
5.6% |
6% |
False |
False |
61,869 |
| 20 |
3.062 |
2.387 |
0.675 |
27.9% |
0.122 |
5.0% |
5% |
False |
False |
53,449 |
| 40 |
3.320 |
2.387 |
0.933 |
38.6% |
0.109 |
4.5% |
3% |
False |
False |
45,425 |
| 60 |
3.320 |
2.387 |
0.933 |
38.6% |
0.105 |
4.4% |
3% |
False |
False |
40,566 |
| 80 |
3.320 |
2.387 |
0.933 |
38.6% |
0.095 |
3.9% |
3% |
False |
False |
35,391 |
| 100 |
3.320 |
2.387 |
0.933 |
38.6% |
0.088 |
3.7% |
3% |
False |
False |
31,064 |
| 120 |
3.320 |
2.387 |
0.933 |
38.6% |
0.081 |
3.4% |
3% |
False |
False |
27,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.897 |
|
2.618 |
2.740 |
|
1.618 |
2.644 |
|
1.000 |
2.585 |
|
0.618 |
2.548 |
|
HIGH |
2.489 |
|
0.618 |
2.452 |
|
0.500 |
2.441 |
|
0.382 |
2.430 |
|
LOW |
2.393 |
|
0.618 |
2.334 |
|
1.000 |
2.297 |
|
1.618 |
2.238 |
|
2.618 |
2.142 |
|
4.250 |
1.985 |
|
|
| Fisher Pivots for day following 08-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.441 |
2.490 |
| PP |
2.434 |
2.466 |
| S1 |
2.426 |
2.443 |
|