NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 04-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2020 |
04-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
2.434 |
2.601 |
0.167 |
6.9% |
2.329 |
| High |
2.537 |
2.643 |
0.106 |
4.2% |
2.537 |
| Low |
2.431 |
2.553 |
0.122 |
5.0% |
2.268 |
| Close |
2.526 |
2.561 |
0.035 |
1.4% |
2.526 |
| Range |
0.106 |
0.090 |
-0.016 |
-15.1% |
0.269 |
| ATR |
0.123 |
0.123 |
0.000 |
-0.4% |
0.000 |
| Volume |
50,696 |
69,268 |
18,572 |
36.6% |
212,411 |
|
| Daily Pivots for day following 04-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.856 |
2.798 |
2.611 |
|
| R3 |
2.766 |
2.708 |
2.586 |
|
| R2 |
2.676 |
2.676 |
2.578 |
|
| R1 |
2.618 |
2.618 |
2.569 |
2.602 |
| PP |
2.586 |
2.586 |
2.586 |
2.578 |
| S1 |
2.528 |
2.528 |
2.553 |
2.512 |
| S2 |
2.496 |
2.496 |
2.545 |
|
| S3 |
2.406 |
2.438 |
2.536 |
|
| S4 |
2.316 |
2.348 |
2.512 |
|
|
| Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.251 |
3.157 |
2.674 |
|
| R3 |
2.982 |
2.888 |
2.600 |
|
| R2 |
2.713 |
2.713 |
2.575 |
|
| R1 |
2.619 |
2.619 |
2.551 |
2.666 |
| PP |
2.444 |
2.444 |
2.444 |
2.467 |
| S1 |
2.350 |
2.350 |
2.501 |
2.397 |
| S2 |
2.175 |
2.175 |
2.477 |
|
| S3 |
1.906 |
2.081 |
2.452 |
|
| S4 |
1.637 |
1.812 |
2.378 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.643 |
2.268 |
0.375 |
14.6% |
0.108 |
4.2% |
78% |
True |
False |
56,335 |
| 10 |
2.750 |
2.268 |
0.482 |
18.8% |
0.108 |
4.2% |
61% |
False |
False |
47,510 |
| 20 |
2.750 |
2.268 |
0.482 |
18.8% |
0.107 |
4.2% |
61% |
False |
False |
61,711 |
| 40 |
3.112 |
2.268 |
0.844 |
33.0% |
0.114 |
4.5% |
35% |
False |
False |
55,079 |
| 60 |
3.320 |
2.268 |
1.052 |
41.1% |
0.107 |
4.2% |
28% |
False |
False |
49,066 |
| 80 |
3.320 |
2.268 |
1.052 |
41.1% |
0.104 |
4.1% |
28% |
False |
False |
43,543 |
| 100 |
3.320 |
2.268 |
1.052 |
41.1% |
0.096 |
3.7% |
28% |
False |
False |
38,651 |
| 120 |
3.320 |
2.268 |
1.052 |
41.1% |
0.090 |
3.5% |
28% |
False |
False |
34,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.026 |
|
2.618 |
2.879 |
|
1.618 |
2.789 |
|
1.000 |
2.733 |
|
0.618 |
2.699 |
|
HIGH |
2.643 |
|
0.618 |
2.609 |
|
0.500 |
2.598 |
|
0.382 |
2.587 |
|
LOW |
2.553 |
|
0.618 |
2.497 |
|
1.000 |
2.463 |
|
1.618 |
2.407 |
|
2.618 |
2.317 |
|
4.250 |
2.171 |
|
|
| Fisher Pivots for day following 04-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.598 |
2.546 |
| PP |
2.586 |
2.531 |
| S1 |
2.573 |
2.516 |
|