NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 12-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2021 |
12-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
2.577 |
2.742 |
0.165 |
6.4% |
2.601 |
| High |
2.755 |
2.835 |
0.080 |
2.9% |
2.732 |
| Low |
2.561 |
2.672 |
0.111 |
4.3% |
2.553 |
| Close |
2.703 |
2.707 |
0.004 |
0.1% |
2.656 |
| Range |
0.194 |
0.163 |
-0.031 |
-16.0% |
0.179 |
| ATR |
0.126 |
0.128 |
0.003 |
2.1% |
0.000 |
| Volume |
109,226 |
123,982 |
14,756 |
13.5% |
388,618 |
|
| Daily Pivots for day following 12-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.227 |
3.130 |
2.797 |
|
| R3 |
3.064 |
2.967 |
2.752 |
|
| R2 |
2.901 |
2.901 |
2.737 |
|
| R1 |
2.804 |
2.804 |
2.722 |
2.771 |
| PP |
2.738 |
2.738 |
2.738 |
2.722 |
| S1 |
2.641 |
2.641 |
2.692 |
2.608 |
| S2 |
2.575 |
2.575 |
2.677 |
|
| S3 |
2.412 |
2.478 |
2.662 |
|
| S4 |
2.249 |
2.315 |
2.617 |
|
|
| 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 |
2.835 |
2.561 |
0.274 |
10.1% |
0.134 |
5.0% |
53% |
True |
False |
93,371 |
| 10 |
2.835 |
2.313 |
0.522 |
19.3% |
0.124 |
4.6% |
75% |
True |
False |
77,196 |
| 20 |
2.835 |
2.268 |
0.567 |
20.9% |
0.112 |
4.1% |
77% |
True |
False |
61,883 |
| 40 |
3.062 |
2.268 |
0.794 |
29.3% |
0.118 |
4.3% |
55% |
False |
False |
61,934 |
| 60 |
3.320 |
2.268 |
1.052 |
38.9% |
0.112 |
4.1% |
42% |
False |
False |
54,031 |
| 80 |
3.320 |
2.268 |
1.052 |
38.9% |
0.109 |
4.0% |
42% |
False |
False |
48,816 |
| 100 |
3.320 |
2.268 |
1.052 |
38.9% |
0.101 |
3.7% |
42% |
False |
False |
43,294 |
| 120 |
3.320 |
2.268 |
1.052 |
38.9% |
0.094 |
3.5% |
42% |
False |
False |
38,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.528 |
|
2.618 |
3.262 |
|
1.618 |
3.099 |
|
1.000 |
2.998 |
|
0.618 |
2.936 |
|
HIGH |
2.835 |
|
0.618 |
2.773 |
|
0.500 |
2.754 |
|
0.382 |
2.734 |
|
LOW |
2.672 |
|
0.618 |
2.571 |
|
1.000 |
2.509 |
|
1.618 |
2.408 |
|
2.618 |
2.245 |
|
4.250 |
1.979 |
|
|
| Fisher Pivots for day following 12-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.754 |
2.704 |
| PP |
2.738 |
2.701 |
| S1 |
2.723 |
2.698 |
|