NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 18-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2020 |
18-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.668 |
2.635 |
-0.033 |
-1.2% |
2.649 |
| High |
2.704 |
2.687 |
-0.017 |
-0.6% |
2.704 |
| Low |
2.593 |
2.626 |
0.033 |
1.3% |
2.585 |
| Close |
2.619 |
2.662 |
0.043 |
1.6% |
2.662 |
| Range |
0.111 |
0.061 |
-0.050 |
-45.0% |
0.119 |
| ATR |
0.119 |
0.116 |
-0.004 |
-3.1% |
0.000 |
| Volume |
52,833 |
38,116 |
-14,717 |
-27.9% |
248,132 |
|
| Daily Pivots for day following 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.841 |
2.813 |
2.696 |
|
| R3 |
2.780 |
2.752 |
2.679 |
|
| R2 |
2.719 |
2.719 |
2.673 |
|
| R1 |
2.691 |
2.691 |
2.668 |
2.705 |
| PP |
2.658 |
2.658 |
2.658 |
2.666 |
| S1 |
2.630 |
2.630 |
2.656 |
2.644 |
| S2 |
2.597 |
2.597 |
2.651 |
|
| S3 |
2.536 |
2.569 |
2.645 |
|
| S4 |
2.475 |
2.508 |
2.628 |
|
|
| Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.007 |
2.954 |
2.727 |
|
| R3 |
2.888 |
2.835 |
2.695 |
|
| R2 |
2.769 |
2.769 |
2.684 |
|
| R1 |
2.716 |
2.716 |
2.673 |
2.743 |
| PP |
2.650 |
2.650 |
2.650 |
2.664 |
| S1 |
2.597 |
2.597 |
2.651 |
2.624 |
| S2 |
2.531 |
2.531 |
2.640 |
|
| S3 |
2.412 |
2.478 |
2.629 |
|
| S4 |
2.293 |
2.359 |
2.597 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.704 |
2.585 |
0.119 |
4.5% |
0.085 |
3.2% |
65% |
False |
False |
49,626 |
| 10 |
2.704 |
2.387 |
0.317 |
11.9% |
0.097 |
3.6% |
87% |
False |
False |
75,028 |
| 20 |
2.910 |
2.387 |
0.523 |
19.6% |
0.115 |
4.3% |
53% |
False |
False |
61,722 |
| 40 |
3.320 |
2.387 |
0.933 |
35.0% |
0.114 |
4.3% |
29% |
False |
False |
52,408 |
| 60 |
3.320 |
2.387 |
0.933 |
35.0% |
0.106 |
4.0% |
29% |
False |
False |
46,588 |
| 80 |
3.320 |
2.387 |
0.933 |
35.0% |
0.100 |
3.8% |
29% |
False |
False |
40,809 |
| 100 |
3.320 |
2.387 |
0.933 |
35.0% |
0.092 |
3.4% |
29% |
False |
False |
35,706 |
| 120 |
3.320 |
2.387 |
0.933 |
35.0% |
0.085 |
3.2% |
29% |
False |
False |
31,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.946 |
|
2.618 |
2.847 |
|
1.618 |
2.786 |
|
1.000 |
2.748 |
|
0.618 |
2.725 |
|
HIGH |
2.687 |
|
0.618 |
2.664 |
|
0.500 |
2.657 |
|
0.382 |
2.649 |
|
LOW |
2.626 |
|
0.618 |
2.588 |
|
1.000 |
2.565 |
|
1.618 |
2.527 |
|
2.618 |
2.466 |
|
4.250 |
2.367 |
|
|
| Fisher Pivots for day following 18-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.660 |
2.658 |
| PP |
2.658 |
2.653 |
| S1 |
2.657 |
2.649 |
|