NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 11-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2021 |
11-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
2.643 |
2.577 |
-0.066 |
-2.5% |
2.601 |
| High |
2.685 |
2.755 |
0.070 |
2.6% |
2.732 |
| Low |
2.603 |
2.561 |
-0.042 |
-1.6% |
2.553 |
| Close |
2.656 |
2.703 |
0.047 |
1.8% |
2.656 |
| Range |
0.082 |
0.194 |
0.112 |
136.6% |
0.179 |
| ATR |
0.120 |
0.126 |
0.005 |
4.4% |
0.000 |
| Volume |
89,979 |
109,226 |
19,247 |
21.4% |
388,618 |
|
| Daily Pivots for day following 11-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.255 |
3.173 |
2.810 |
|
| R3 |
3.061 |
2.979 |
2.756 |
|
| R2 |
2.867 |
2.867 |
2.739 |
|
| R1 |
2.785 |
2.785 |
2.721 |
2.826 |
| PP |
2.673 |
2.673 |
2.673 |
2.694 |
| S1 |
2.591 |
2.591 |
2.685 |
2.632 |
| S2 |
2.479 |
2.479 |
2.667 |
|
| S3 |
2.285 |
2.397 |
2.650 |
|
| S4 |
2.091 |
2.203 |
2.596 |
|
|
| Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.184 |
3.099 |
2.754 |
|
| R3 |
3.005 |
2.920 |
2.705 |
|
| R2 |
2.826 |
2.826 |
2.689 |
|
| R1 |
2.741 |
2.741 |
2.672 |
2.784 |
| PP |
2.647 |
2.647 |
2.647 |
2.668 |
| S1 |
2.562 |
2.562 |
2.640 |
2.605 |
| S2 |
2.468 |
2.468 |
2.623 |
|
| S3 |
2.289 |
2.383 |
2.607 |
|
| S4 |
2.110 |
2.204 |
2.558 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.755 |
2.561 |
0.194 |
7.2% |
0.127 |
4.7% |
73% |
True |
True |
85,715 |
| 10 |
2.755 |
2.268 |
0.487 |
18.0% |
0.118 |
4.4% |
89% |
True |
False |
71,025 |
| 20 |
2.755 |
2.268 |
0.487 |
18.0% |
0.108 |
4.0% |
89% |
True |
False |
60,315 |
| 40 |
3.062 |
2.268 |
0.794 |
29.4% |
0.116 |
4.3% |
55% |
False |
False |
59,806 |
| 60 |
3.320 |
2.268 |
1.052 |
38.9% |
0.111 |
4.1% |
41% |
False |
False |
52,458 |
| 80 |
3.320 |
2.268 |
1.052 |
38.9% |
0.108 |
4.0% |
41% |
False |
False |
47,644 |
| 100 |
3.320 |
2.268 |
1.052 |
38.9% |
0.099 |
3.7% |
41% |
False |
False |
42,136 |
| 120 |
3.320 |
2.268 |
1.052 |
38.9% |
0.093 |
3.4% |
41% |
False |
False |
37,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.580 |
|
2.618 |
3.263 |
|
1.618 |
3.069 |
|
1.000 |
2.949 |
|
0.618 |
2.875 |
|
HIGH |
2.755 |
|
0.618 |
2.681 |
|
0.500 |
2.658 |
|
0.382 |
2.635 |
|
LOW |
2.561 |
|
0.618 |
2.441 |
|
1.000 |
2.367 |
|
1.618 |
2.247 |
|
2.618 |
2.053 |
|
4.250 |
1.737 |
|
|
| Fisher Pivots for day following 11-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.688 |
2.688 |
| PP |
2.673 |
2.673 |
| S1 |
2.658 |
2.658 |
|