NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 10-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2020 |
10-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.466 |
2.449 |
-0.017 |
-0.7% |
2.777 |
| High |
2.529 |
2.599 |
0.070 |
2.8% |
2.910 |
| Low |
2.437 |
2.406 |
-0.031 |
-1.3% |
2.441 |
| Close |
2.452 |
2.565 |
0.113 |
4.6% |
2.551 |
| Range |
0.092 |
0.193 |
0.101 |
109.8% |
0.469 |
| ATR |
0.128 |
0.132 |
0.005 |
3.7% |
0.000 |
| Volume |
94,926 |
110,303 |
15,377 |
16.2% |
294,416 |
|
| Daily Pivots for day following 10-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.102 |
3.027 |
2.671 |
|
| R3 |
2.909 |
2.834 |
2.618 |
|
| R2 |
2.716 |
2.716 |
2.600 |
|
| R1 |
2.641 |
2.641 |
2.583 |
2.679 |
| PP |
2.523 |
2.523 |
2.523 |
2.542 |
| S1 |
2.448 |
2.448 |
2.547 |
2.486 |
| S2 |
2.330 |
2.330 |
2.530 |
|
| S3 |
2.137 |
2.255 |
2.512 |
|
| S4 |
1.944 |
2.062 |
2.459 |
|
|
| 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 |
2.599 |
2.387 |
0.212 |
8.3% |
0.123 |
4.8% |
84% |
True |
False |
91,300 |
| 10 |
2.910 |
2.387 |
0.523 |
20.4% |
0.141 |
5.5% |
34% |
False |
False |
73,514 |
| 20 |
3.062 |
2.387 |
0.675 |
26.3% |
0.125 |
4.9% |
26% |
False |
False |
59,298 |
| 40 |
3.320 |
2.387 |
0.933 |
36.4% |
0.112 |
4.4% |
19% |
False |
False |
48,529 |
| 60 |
3.320 |
2.387 |
0.933 |
36.4% |
0.108 |
4.2% |
19% |
False |
False |
43,421 |
| 80 |
3.320 |
2.387 |
0.933 |
36.4% |
0.097 |
3.8% |
19% |
False |
False |
37,591 |
| 100 |
3.320 |
2.387 |
0.933 |
36.4% |
0.090 |
3.5% |
19% |
False |
False |
32,902 |
| 120 |
3.320 |
2.387 |
0.933 |
36.4% |
0.083 |
3.2% |
19% |
False |
False |
29,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.419 |
|
2.618 |
3.104 |
|
1.618 |
2.911 |
|
1.000 |
2.792 |
|
0.618 |
2.718 |
|
HIGH |
2.599 |
|
0.618 |
2.525 |
|
0.500 |
2.503 |
|
0.382 |
2.480 |
|
LOW |
2.406 |
|
0.618 |
2.287 |
|
1.000 |
2.213 |
|
1.618 |
2.094 |
|
2.618 |
1.901 |
|
4.250 |
1.586 |
|
|
| Fisher Pivots for day following 10-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.544 |
2.542 |
| PP |
2.523 |
2.519 |
| S1 |
2.503 |
2.496 |
|