NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 30-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2020 |
30-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.350 |
2.442 |
0.092 |
3.9% |
2.680 |
| High |
2.477 |
2.468 |
-0.009 |
-0.4% |
2.750 |
| Low |
2.313 |
2.389 |
0.076 |
3.3% |
2.493 |
| Close |
2.439 |
2.422 |
-0.017 |
-0.7% |
2.498 |
| Range |
0.164 |
0.079 |
-0.085 |
-51.8% |
0.257 |
| ATR |
0.128 |
0.124 |
-0.003 |
-2.7% |
0.000 |
| Volume |
62,614 |
36,833 |
-25,781 |
-41.2% |
155,310 |
|
| Daily Pivots for day following 30-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.663 |
2.622 |
2.465 |
|
| R3 |
2.584 |
2.543 |
2.444 |
|
| R2 |
2.505 |
2.505 |
2.436 |
|
| R1 |
2.464 |
2.464 |
2.429 |
2.445 |
| PP |
2.426 |
2.426 |
2.426 |
2.417 |
| S1 |
2.385 |
2.385 |
2.415 |
2.366 |
| S2 |
2.347 |
2.347 |
2.408 |
|
| S3 |
2.268 |
2.306 |
2.400 |
|
| S4 |
2.189 |
2.227 |
2.379 |
|
|
| Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.351 |
3.182 |
2.639 |
|
| R3 |
3.094 |
2.925 |
2.569 |
|
| R2 |
2.837 |
2.837 |
2.545 |
|
| R1 |
2.668 |
2.668 |
2.522 |
2.624 |
| PP |
2.580 |
2.580 |
2.580 |
2.559 |
| S1 |
2.411 |
2.411 |
2.474 |
2.367 |
| S2 |
2.323 |
2.323 |
2.451 |
|
| S3 |
2.066 |
2.154 |
2.427 |
|
| S4 |
1.809 |
1.897 |
2.357 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.742 |
2.268 |
0.474 |
19.6% |
0.130 |
5.4% |
32% |
False |
False |
48,549 |
| 10 |
2.750 |
2.268 |
0.482 |
19.9% |
0.106 |
4.4% |
32% |
False |
False |
45,986 |
| 20 |
2.848 |
2.268 |
0.580 |
23.9% |
0.119 |
4.9% |
27% |
False |
False |
62,801 |
| 40 |
3.211 |
2.268 |
0.943 |
38.9% |
0.115 |
4.8% |
16% |
False |
False |
54,487 |
| 60 |
3.320 |
2.268 |
1.052 |
43.4% |
0.107 |
4.4% |
15% |
False |
False |
48,147 |
| 80 |
3.320 |
2.268 |
1.052 |
43.4% |
0.103 |
4.3% |
15% |
False |
False |
42,655 |
| 100 |
3.320 |
2.268 |
1.052 |
43.4% |
0.095 |
3.9% |
15% |
False |
False |
37,724 |
| 120 |
3.320 |
2.268 |
1.052 |
43.4% |
0.089 |
3.7% |
15% |
False |
False |
33,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.804 |
|
2.618 |
2.675 |
|
1.618 |
2.596 |
|
1.000 |
2.547 |
|
0.618 |
2.517 |
|
HIGH |
2.468 |
|
0.618 |
2.438 |
|
0.500 |
2.429 |
|
0.382 |
2.419 |
|
LOW |
2.389 |
|
0.618 |
2.340 |
|
1.000 |
2.310 |
|
1.618 |
2.261 |
|
2.618 |
2.182 |
|
4.250 |
2.053 |
|
|
| Fisher Pivots for day following 30-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.429 |
2.406 |
| PP |
2.426 |
2.389 |
| S1 |
2.424 |
2.373 |
|