NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 22-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2021 |
22-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
2.528 |
2.500 |
-0.028 |
-1.1% |
2.620 |
| High |
2.541 |
2.511 |
-0.030 |
-1.2% |
2.641 |
| Low |
2.462 |
2.425 |
-0.037 |
-1.5% |
2.425 |
| Close |
2.497 |
2.456 |
-0.041 |
-1.6% |
2.456 |
| Range |
0.079 |
0.086 |
0.007 |
8.9% |
0.216 |
| ATR |
0.126 |
0.123 |
-0.003 |
-2.3% |
0.000 |
| Volume |
95,649 |
97,291 |
1,642 |
1.7% |
478,813 |
|
| Daily Pivots for day following 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.722 |
2.675 |
2.503 |
|
| R3 |
2.636 |
2.589 |
2.480 |
|
| R2 |
2.550 |
2.550 |
2.472 |
|
| R1 |
2.503 |
2.503 |
2.464 |
2.484 |
| PP |
2.464 |
2.464 |
2.464 |
2.454 |
| S1 |
2.417 |
2.417 |
2.448 |
2.398 |
| S2 |
2.378 |
2.378 |
2.440 |
|
| S3 |
2.292 |
2.331 |
2.432 |
|
| S4 |
2.206 |
2.245 |
2.409 |
|
|
| Weekly Pivots for week ending 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.155 |
3.022 |
2.575 |
|
| R3 |
2.939 |
2.806 |
2.515 |
|
| R2 |
2.723 |
2.723 |
2.496 |
|
| R1 |
2.590 |
2.590 |
2.476 |
2.549 |
| PP |
2.507 |
2.507 |
2.507 |
2.487 |
| S1 |
2.374 |
2.374 |
2.436 |
2.333 |
| S2 |
2.291 |
2.291 |
2.416 |
|
| S3 |
2.075 |
2.158 |
2.397 |
|
| S4 |
1.859 |
1.942 |
2.337 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.748 |
2.425 |
0.323 |
13.2% |
0.107 |
4.4% |
10% |
False |
True |
113,983 |
| 10 |
2.835 |
2.425 |
0.410 |
16.7% |
0.120 |
4.9% |
8% |
False |
True |
107,483 |
| 20 |
2.835 |
2.268 |
0.567 |
23.1% |
0.120 |
4.9% |
33% |
False |
False |
83,346 |
| 40 |
2.910 |
2.268 |
0.642 |
26.1% |
0.118 |
4.8% |
29% |
False |
False |
72,646 |
| 60 |
3.320 |
2.268 |
1.052 |
42.8% |
0.115 |
4.7% |
18% |
False |
False |
62,999 |
| 80 |
3.320 |
2.268 |
1.052 |
42.8% |
0.110 |
4.5% |
18% |
False |
False |
56,018 |
| 100 |
3.320 |
2.268 |
1.052 |
42.8% |
0.104 |
4.2% |
18% |
False |
False |
49,449 |
| 120 |
3.320 |
2.268 |
1.052 |
42.8% |
0.097 |
3.9% |
18% |
False |
False |
44,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.877 |
|
2.618 |
2.736 |
|
1.618 |
2.650 |
|
1.000 |
2.597 |
|
0.618 |
2.564 |
|
HIGH |
2.511 |
|
0.618 |
2.478 |
|
0.500 |
2.468 |
|
0.382 |
2.458 |
|
LOW |
2.425 |
|
0.618 |
2.372 |
|
1.000 |
2.339 |
|
1.618 |
2.286 |
|
2.618 |
2.200 |
|
4.250 |
2.060 |
|
|
| Fisher Pivots for day following 22-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.468 |
2.490 |
| PP |
2.464 |
2.478 |
| S1 |
2.460 |
2.467 |
|