NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 20-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2021 |
20-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
2.620 |
2.526 |
-0.094 |
-3.6% |
2.577 |
| High |
2.641 |
2.554 |
-0.087 |
-3.3% |
2.835 |
| Low |
2.507 |
2.459 |
-0.048 |
-1.9% |
2.561 |
| Close |
2.529 |
2.533 |
0.004 |
0.2% |
2.696 |
| Range |
0.134 |
0.095 |
-0.039 |
-29.1% |
0.274 |
| ATR |
0.132 |
0.129 |
-0.003 |
-2.0% |
0.000 |
| Volume |
168,496 |
117,377 |
-51,119 |
-30.3% |
506,045 |
|
| Daily Pivots for day following 20-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.800 |
2.762 |
2.585 |
|
| R3 |
2.705 |
2.667 |
2.559 |
|
| R2 |
2.610 |
2.610 |
2.550 |
|
| R1 |
2.572 |
2.572 |
2.542 |
2.591 |
| PP |
2.515 |
2.515 |
2.515 |
2.525 |
| S1 |
2.477 |
2.477 |
2.524 |
2.496 |
| S2 |
2.420 |
2.420 |
2.516 |
|
| S3 |
2.325 |
2.382 |
2.507 |
|
| S4 |
2.230 |
2.287 |
2.481 |
|
|
| 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 |
2.773 |
2.459 |
0.314 |
12.4% |
0.120 |
4.7% |
24% |
False |
True |
111,742 |
| 10 |
2.835 |
2.459 |
0.376 |
14.8% |
0.127 |
5.0% |
20% |
False |
True |
102,556 |
| 20 |
2.835 |
2.268 |
0.567 |
22.4% |
0.121 |
4.8% |
47% |
False |
False |
77,412 |
| 40 |
2.910 |
2.268 |
0.642 |
25.3% |
0.118 |
4.6% |
41% |
False |
False |
69,567 |
| 60 |
3.320 |
2.268 |
1.052 |
41.5% |
0.116 |
4.6% |
25% |
False |
False |
60,743 |
| 80 |
3.320 |
2.268 |
1.052 |
41.5% |
0.110 |
4.3% |
25% |
False |
False |
54,294 |
| 100 |
3.320 |
2.268 |
1.052 |
41.5% |
0.104 |
4.1% |
25% |
False |
False |
48,130 |
| 120 |
3.320 |
2.268 |
1.052 |
41.5% |
0.097 |
3.8% |
25% |
False |
False |
42,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.958 |
|
2.618 |
2.803 |
|
1.618 |
2.708 |
|
1.000 |
2.649 |
|
0.618 |
2.613 |
|
HIGH |
2.554 |
|
0.618 |
2.518 |
|
0.500 |
2.507 |
|
0.382 |
2.495 |
|
LOW |
2.459 |
|
0.618 |
2.400 |
|
1.000 |
2.364 |
|
1.618 |
2.305 |
|
2.618 |
2.210 |
|
4.250 |
2.055 |
|
|
| Fisher Pivots for day following 20-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.524 |
2.604 |
| PP |
2.515 |
2.580 |
| S1 |
2.507 |
2.557 |
|