NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 06-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2021 |
06-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
2.577 |
2.658 |
0.081 |
3.1% |
2.329 |
| High |
2.698 |
2.732 |
0.034 |
1.3% |
2.537 |
| Low |
2.571 |
2.584 |
0.013 |
0.5% |
2.268 |
| Close |
2.673 |
2.684 |
0.011 |
0.4% |
2.526 |
| Range |
0.127 |
0.148 |
0.021 |
16.5% |
0.269 |
| ATR |
0.124 |
0.126 |
0.002 |
1.4% |
0.000 |
| Volume |
85,703 |
69,449 |
-16,254 |
-19.0% |
212,411 |
|
| Daily Pivots for day following 06-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.111 |
3.045 |
2.765 |
|
| R3 |
2.963 |
2.897 |
2.725 |
|
| R2 |
2.815 |
2.815 |
2.711 |
|
| R1 |
2.749 |
2.749 |
2.698 |
2.782 |
| PP |
2.667 |
2.667 |
2.667 |
2.683 |
| S1 |
2.601 |
2.601 |
2.670 |
2.634 |
| S2 |
2.519 |
2.519 |
2.657 |
|
| S3 |
2.371 |
2.453 |
2.643 |
|
| S4 |
2.223 |
2.305 |
2.603 |
|
|
| 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 |
2.732 |
2.389 |
0.343 |
12.8% |
0.110 |
4.1% |
86% |
True |
False |
62,389 |
| 10 |
2.750 |
2.268 |
0.482 |
18.0% |
0.121 |
4.5% |
86% |
False |
False |
56,090 |
| 20 |
2.750 |
2.268 |
0.482 |
18.0% |
0.109 |
4.1% |
86% |
False |
False |
61,913 |
| 40 |
3.062 |
2.268 |
0.794 |
29.6% |
0.115 |
4.3% |
52% |
False |
False |
56,138 |
| 60 |
3.320 |
2.268 |
1.052 |
39.2% |
0.109 |
4.0% |
40% |
False |
False |
50,074 |
| 80 |
3.320 |
2.268 |
1.052 |
39.2% |
0.106 |
4.0% |
40% |
False |
False |
44,943 |
| 100 |
3.320 |
2.268 |
1.052 |
39.2% |
0.098 |
3.6% |
40% |
False |
False |
39,947 |
| 120 |
3.320 |
2.268 |
1.052 |
39.2% |
0.091 |
3.4% |
40% |
False |
False |
35,403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.361 |
|
2.618 |
3.119 |
|
1.618 |
2.971 |
|
1.000 |
2.880 |
|
0.618 |
2.823 |
|
HIGH |
2.732 |
|
0.618 |
2.675 |
|
0.500 |
2.658 |
|
0.382 |
2.641 |
|
LOW |
2.584 |
|
0.618 |
2.493 |
|
1.000 |
2.436 |
|
1.618 |
2.345 |
|
2.618 |
2.197 |
|
4.250 |
1.955 |
|
|
| Fisher Pivots for day following 06-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.675 |
2.670 |
| PP |
2.667 |
2.656 |
| S1 |
2.658 |
2.643 |
|