NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 07-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2021 |
07-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
2.658 |
2.691 |
0.033 |
1.2% |
2.329 |
| High |
2.732 |
2.719 |
-0.013 |
-0.5% |
2.537 |
| Low |
2.584 |
2.635 |
0.051 |
2.0% |
2.268 |
| Close |
2.684 |
2.691 |
0.007 |
0.3% |
2.526 |
| Range |
0.148 |
0.084 |
-0.064 |
-43.2% |
0.269 |
| ATR |
0.126 |
0.123 |
-0.003 |
-2.4% |
0.000 |
| Volume |
69,449 |
74,219 |
4,770 |
6.9% |
212,411 |
|
| Daily Pivots for day following 07-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.934 |
2.896 |
2.737 |
|
| R3 |
2.850 |
2.812 |
2.714 |
|
| R2 |
2.766 |
2.766 |
2.706 |
|
| R1 |
2.728 |
2.728 |
2.699 |
2.733 |
| PP |
2.682 |
2.682 |
2.682 |
2.684 |
| S1 |
2.644 |
2.644 |
2.683 |
2.649 |
| S2 |
2.598 |
2.598 |
2.676 |
|
| S3 |
2.514 |
2.560 |
2.668 |
|
| S4 |
2.430 |
2.476 |
2.645 |
|
|
| 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 |
2.431 |
0.301 |
11.2% |
0.111 |
4.1% |
86% |
False |
False |
69,867 |
| 10 |
2.742 |
2.268 |
0.474 |
17.6% |
0.120 |
4.5% |
89% |
False |
False |
59,208 |
| 20 |
2.750 |
2.268 |
0.482 |
17.9% |
0.108 |
4.0% |
88% |
False |
False |
60,616 |
| 40 |
3.062 |
2.268 |
0.794 |
29.5% |
0.115 |
4.3% |
53% |
False |
False |
57,033 |
| 60 |
3.320 |
2.268 |
1.052 |
39.1% |
0.109 |
4.0% |
40% |
False |
False |
50,488 |
| 80 |
3.320 |
2.268 |
1.052 |
39.1% |
0.106 |
3.9% |
40% |
False |
False |
45,578 |
| 100 |
3.320 |
2.268 |
1.052 |
39.1% |
0.098 |
3.6% |
40% |
False |
False |
40,436 |
| 120 |
3.320 |
2.268 |
1.052 |
39.1% |
0.092 |
3.4% |
40% |
False |
False |
35,989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.076 |
|
2.618 |
2.939 |
|
1.618 |
2.855 |
|
1.000 |
2.803 |
|
0.618 |
2.771 |
|
HIGH |
2.719 |
|
0.618 |
2.687 |
|
0.500 |
2.677 |
|
0.382 |
2.667 |
|
LOW |
2.635 |
|
0.618 |
2.583 |
|
1.000 |
2.551 |
|
1.618 |
2.499 |
|
2.618 |
2.415 |
|
4.250 |
2.278 |
|
|
| Fisher Pivots for day following 07-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.686 |
2.678 |
| PP |
2.682 |
2.665 |
| S1 |
2.677 |
2.652 |
|