NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 15-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2020 |
15-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.649 |
2.653 |
0.004 |
0.2% |
2.439 |
| High |
2.695 |
2.673 |
-0.022 |
-0.8% |
2.621 |
| Low |
2.600 |
2.585 |
-0.015 |
-0.6% |
2.387 |
| Close |
2.660 |
2.662 |
0.002 |
0.1% |
2.597 |
| Range |
0.095 |
0.088 |
-0.007 |
-7.4% |
0.234 |
| ATR |
0.127 |
0.124 |
-0.003 |
-2.2% |
0.000 |
| Volume |
55,453 |
49,837 |
-5,616 |
-10.1% |
502,156 |
|
| Daily Pivots for day following 15-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.904 |
2.871 |
2.710 |
|
| R3 |
2.816 |
2.783 |
2.686 |
|
| R2 |
2.728 |
2.728 |
2.678 |
|
| R1 |
2.695 |
2.695 |
2.670 |
2.712 |
| PP |
2.640 |
2.640 |
2.640 |
2.648 |
| S1 |
2.607 |
2.607 |
2.654 |
2.624 |
| S2 |
2.552 |
2.552 |
2.646 |
|
| S3 |
2.464 |
2.519 |
2.638 |
|
| S4 |
2.376 |
2.431 |
2.614 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.237 |
3.151 |
2.726 |
|
| R3 |
3.003 |
2.917 |
2.661 |
|
| R2 |
2.769 |
2.769 |
2.640 |
|
| R1 |
2.683 |
2.683 |
2.618 |
2.726 |
| PP |
2.535 |
2.535 |
2.535 |
2.557 |
| S1 |
2.449 |
2.449 |
2.576 |
2.492 |
| S2 |
2.301 |
2.301 |
2.554 |
|
| S3 |
2.067 |
2.215 |
2.533 |
|
| S4 |
1.833 |
1.981 |
2.468 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.695 |
2.406 |
0.289 |
10.9% |
0.110 |
4.1% |
89% |
False |
False |
80,625 |
| 10 |
2.848 |
2.387 |
0.461 |
17.3% |
0.131 |
4.9% |
60% |
False |
False |
79,615 |
| 20 |
2.910 |
2.387 |
0.523 |
19.6% |
0.120 |
4.5% |
53% |
False |
False |
61,343 |
| 40 |
3.320 |
2.387 |
0.933 |
35.0% |
0.114 |
4.3% |
29% |
False |
False |
51,064 |
| 60 |
3.320 |
2.387 |
0.933 |
35.0% |
0.108 |
4.1% |
29% |
False |
False |
45,487 |
| 80 |
3.320 |
2.387 |
0.933 |
35.0% |
0.099 |
3.7% |
29% |
False |
False |
39,574 |
| 100 |
3.320 |
2.387 |
0.933 |
35.0% |
0.091 |
3.4% |
29% |
False |
False |
34,638 |
| 120 |
3.320 |
2.387 |
0.933 |
35.0% |
0.084 |
3.2% |
29% |
False |
False |
30,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.047 |
|
2.618 |
2.903 |
|
1.618 |
2.815 |
|
1.000 |
2.761 |
|
0.618 |
2.727 |
|
HIGH |
2.673 |
|
0.618 |
2.639 |
|
0.500 |
2.629 |
|
0.382 |
2.619 |
|
LOW |
2.585 |
|
0.618 |
2.531 |
|
1.000 |
2.497 |
|
1.618 |
2.443 |
|
2.618 |
2.355 |
|
4.250 |
2.211 |
|
|
| Fisher Pivots for day following 15-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.651 |
2.647 |
| PP |
2.640 |
2.632 |
| S1 |
2.629 |
2.617 |
|