NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 19-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2021 |
19-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
2.636 |
2.620 |
-0.016 |
-0.6% |
2.577 |
| High |
2.748 |
2.641 |
-0.107 |
-3.9% |
2.835 |
| Low |
2.606 |
2.507 |
-0.099 |
-3.8% |
2.561 |
| Close |
2.696 |
2.529 |
-0.167 |
-6.2% |
2.696 |
| Range |
0.142 |
0.134 |
-0.008 |
-5.6% |
0.274 |
| ATR |
0.127 |
0.132 |
0.004 |
3.5% |
0.000 |
| Volume |
91,102 |
168,496 |
77,394 |
85.0% |
506,045 |
|
| Daily Pivots for day following 19-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.961 |
2.879 |
2.603 |
|
| R3 |
2.827 |
2.745 |
2.566 |
|
| R2 |
2.693 |
2.693 |
2.554 |
|
| R1 |
2.611 |
2.611 |
2.541 |
2.585 |
| PP |
2.559 |
2.559 |
2.559 |
2.546 |
| S1 |
2.477 |
2.477 |
2.517 |
2.451 |
| S2 |
2.425 |
2.425 |
2.504 |
|
| S3 |
2.291 |
2.343 |
2.492 |
|
| S4 |
2.157 |
2.209 |
2.455 |
|
|
| Weekly Pivots for week ending 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.519 |
3.382 |
2.847 |
|
| R3 |
3.245 |
3.108 |
2.771 |
|
| R2 |
2.971 |
2.971 |
2.746 |
|
| R1 |
2.834 |
2.834 |
2.721 |
2.903 |
| PP |
2.697 |
2.697 |
2.697 |
2.732 |
| S1 |
2.560 |
2.560 |
2.671 |
2.629 |
| S2 |
2.423 |
2.423 |
2.646 |
|
| S3 |
2.149 |
2.286 |
2.621 |
|
| S4 |
1.875 |
2.012 |
2.545 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.835 |
2.507 |
0.328 |
13.0% |
0.133 |
5.3% |
7% |
False |
True |
113,063 |
| 10 |
2.835 |
2.507 |
0.328 |
13.0% |
0.130 |
5.1% |
7% |
False |
True |
99,389 |
| 20 |
2.835 |
2.268 |
0.567 |
22.4% |
0.119 |
4.7% |
46% |
False |
False |
73,449 |
| 40 |
2.910 |
2.268 |
0.642 |
25.4% |
0.120 |
4.8% |
41% |
False |
False |
68,279 |
| 60 |
3.320 |
2.268 |
1.052 |
41.6% |
0.116 |
4.6% |
25% |
False |
False |
59,273 |
| 80 |
3.320 |
2.268 |
1.052 |
41.6% |
0.110 |
4.3% |
25% |
False |
False |
53,208 |
| 100 |
3.320 |
2.268 |
1.052 |
41.6% |
0.104 |
4.1% |
25% |
False |
False |
47,104 |
| 120 |
3.320 |
2.268 |
1.052 |
41.6% |
0.096 |
3.8% |
25% |
False |
False |
41,824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.211 |
|
2.618 |
2.992 |
|
1.618 |
2.858 |
|
1.000 |
2.775 |
|
0.618 |
2.724 |
|
HIGH |
2.641 |
|
0.618 |
2.590 |
|
0.500 |
2.574 |
|
0.382 |
2.558 |
|
LOW |
2.507 |
|
0.618 |
2.424 |
|
1.000 |
2.373 |
|
1.618 |
2.290 |
|
2.618 |
2.156 |
|
4.250 |
1.938 |
|
|
| Fisher Pivots for day following 19-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.574 |
2.629 |
| PP |
2.559 |
2.595 |
| S1 |
2.544 |
2.562 |
|