NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 31-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2020 |
31-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.442 |
2.434 |
-0.008 |
-0.3% |
2.680 |
| High |
2.468 |
2.537 |
0.069 |
2.8% |
2.750 |
| Low |
2.389 |
2.431 |
0.042 |
1.8% |
2.493 |
| Close |
2.422 |
2.526 |
0.104 |
4.3% |
2.498 |
| Range |
0.079 |
0.106 |
0.027 |
34.2% |
0.257 |
| ATR |
0.124 |
0.123 |
-0.001 |
-0.5% |
0.000 |
| Volume |
36,833 |
50,696 |
13,863 |
37.6% |
155,310 |
|
| Daily Pivots for day following 31-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.816 |
2.777 |
2.584 |
|
| R3 |
2.710 |
2.671 |
2.555 |
|
| R2 |
2.604 |
2.604 |
2.545 |
|
| R1 |
2.565 |
2.565 |
2.536 |
2.585 |
| PP |
2.498 |
2.498 |
2.498 |
2.508 |
| S1 |
2.459 |
2.459 |
2.516 |
2.479 |
| S2 |
2.392 |
2.392 |
2.507 |
|
| S3 |
2.286 |
2.353 |
2.497 |
|
| S4 |
2.180 |
2.247 |
2.468 |
|
|
| 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 |
2.596 |
2.268 |
0.328 |
13.0% |
0.111 |
4.4% |
79% |
False |
False |
47,847 |
| 10 |
2.750 |
2.268 |
0.482 |
19.1% |
0.110 |
4.3% |
54% |
False |
False |
45,867 |
| 20 |
2.750 |
2.268 |
0.482 |
19.1% |
0.116 |
4.6% |
54% |
False |
False |
62,900 |
| 40 |
3.112 |
2.268 |
0.844 |
33.4% |
0.114 |
4.5% |
31% |
False |
False |
54,280 |
| 60 |
3.320 |
2.268 |
1.052 |
41.6% |
0.107 |
4.2% |
25% |
False |
False |
48,582 |
| 80 |
3.320 |
2.268 |
1.052 |
41.6% |
0.104 |
4.1% |
25% |
False |
False |
43,007 |
| 100 |
3.320 |
2.268 |
1.052 |
41.6% |
0.095 |
3.8% |
25% |
False |
False |
38,094 |
| 120 |
3.320 |
2.268 |
1.052 |
41.6% |
0.089 |
3.5% |
25% |
False |
False |
33,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.988 |
|
2.618 |
2.815 |
|
1.618 |
2.709 |
|
1.000 |
2.643 |
|
0.618 |
2.603 |
|
HIGH |
2.537 |
|
0.618 |
2.497 |
|
0.500 |
2.484 |
|
0.382 |
2.471 |
|
LOW |
2.431 |
|
0.618 |
2.365 |
|
1.000 |
2.325 |
|
1.618 |
2.259 |
|
2.618 |
2.153 |
|
4.250 |
1.981 |
|
|
| Fisher Pivots for day following 31-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.512 |
2.492 |
| PP |
2.498 |
2.459 |
| S1 |
2.484 |
2.425 |
|