NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 17-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2020 |
17-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.654 |
2.668 |
0.014 |
0.5% |
2.439 |
| High |
2.676 |
2.704 |
0.028 |
1.0% |
2.621 |
| Low |
2.608 |
2.593 |
-0.015 |
-0.6% |
2.387 |
| Close |
2.665 |
2.619 |
-0.046 |
-1.7% |
2.597 |
| Range |
0.068 |
0.111 |
0.043 |
63.2% |
0.234 |
| ATR |
0.120 |
0.119 |
-0.001 |
-0.5% |
0.000 |
| Volume |
51,893 |
52,833 |
940 |
1.8% |
502,156 |
|
| Daily Pivots for day following 17-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.972 |
2.906 |
2.680 |
|
| R3 |
2.861 |
2.795 |
2.650 |
|
| R2 |
2.750 |
2.750 |
2.639 |
|
| R1 |
2.684 |
2.684 |
2.629 |
2.662 |
| PP |
2.639 |
2.639 |
2.639 |
2.627 |
| S1 |
2.573 |
2.573 |
2.609 |
2.551 |
| S2 |
2.528 |
2.528 |
2.599 |
|
| S3 |
2.417 |
2.462 |
2.588 |
|
| S4 |
2.306 |
2.351 |
2.558 |
|
|
| 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 |
2.704 |
2.538 |
0.166 |
6.3% |
0.089 |
3.4% |
49% |
True |
False |
60,525 |
| 10 |
2.704 |
2.387 |
0.317 |
12.1% |
0.106 |
4.0% |
73% |
True |
False |
75,912 |
| 20 |
2.910 |
2.387 |
0.523 |
20.0% |
0.122 |
4.6% |
44% |
False |
False |
63,109 |
| 40 |
3.320 |
2.387 |
0.933 |
35.6% |
0.114 |
4.4% |
25% |
False |
False |
52,185 |
| 60 |
3.320 |
2.387 |
0.933 |
35.6% |
0.107 |
4.1% |
25% |
False |
False |
46,461 |
| 80 |
3.320 |
2.387 |
0.933 |
35.6% |
0.100 |
3.8% |
25% |
False |
False |
40,517 |
| 100 |
3.320 |
2.387 |
0.933 |
35.6% |
0.092 |
3.5% |
25% |
False |
False |
35,499 |
| 120 |
3.320 |
2.387 |
0.933 |
35.6% |
0.085 |
3.2% |
25% |
False |
False |
31,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.176 |
|
2.618 |
2.995 |
|
1.618 |
2.884 |
|
1.000 |
2.815 |
|
0.618 |
2.773 |
|
HIGH |
2.704 |
|
0.618 |
2.662 |
|
0.500 |
2.649 |
|
0.382 |
2.635 |
|
LOW |
2.593 |
|
0.618 |
2.524 |
|
1.000 |
2.482 |
|
1.618 |
2.413 |
|
2.618 |
2.302 |
|
4.250 |
2.121 |
|
|
| Fisher Pivots for day following 17-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.649 |
2.645 |
| PP |
2.639 |
2.636 |
| S1 |
2.629 |
2.628 |
|