NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 27-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2021 |
27-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
2.597 |
2.632 |
0.035 |
1.3% |
2.620 |
| High |
2.662 |
2.740 |
0.078 |
2.9% |
2.641 |
| Low |
2.590 |
2.618 |
0.028 |
1.1% |
2.425 |
| Close |
2.636 |
2.702 |
0.066 |
2.5% |
2.456 |
| Range |
0.072 |
0.122 |
0.050 |
69.4% |
0.216 |
| ATR |
0.121 |
0.121 |
0.000 |
0.1% |
0.000 |
| Volume |
111,056 |
153,190 |
42,134 |
37.9% |
478,813 |
|
| Daily Pivots for day following 27-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.053 |
2.999 |
2.769 |
|
| R3 |
2.931 |
2.877 |
2.736 |
|
| R2 |
2.809 |
2.809 |
2.724 |
|
| R1 |
2.755 |
2.755 |
2.713 |
2.782 |
| PP |
2.687 |
2.687 |
2.687 |
2.700 |
| S1 |
2.633 |
2.633 |
2.691 |
2.660 |
| S2 |
2.565 |
2.565 |
2.680 |
|
| S3 |
2.443 |
2.511 |
2.668 |
|
| S4 |
2.321 |
2.389 |
2.635 |
|
|
| 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 |
2.740 |
2.425 |
0.315 |
11.7% |
0.094 |
3.5% |
88% |
True |
False |
115,287 |
| 10 |
2.773 |
2.425 |
0.348 |
12.9% |
0.107 |
4.0% |
80% |
False |
False |
113,514 |
| 20 |
2.835 |
2.313 |
0.522 |
19.3% |
0.115 |
4.3% |
75% |
False |
False |
95,355 |
| 40 |
2.910 |
2.268 |
0.642 |
23.8% |
0.118 |
4.3% |
68% |
False |
False |
79,234 |
| 60 |
3.320 |
2.268 |
1.052 |
38.9% |
0.115 |
4.3% |
41% |
False |
False |
67,723 |
| 80 |
3.320 |
2.268 |
1.052 |
38.9% |
0.109 |
4.0% |
41% |
False |
False |
59,661 |
| 100 |
3.320 |
2.268 |
1.052 |
38.9% |
0.104 |
3.9% |
41% |
False |
False |
52,521 |
| 120 |
3.320 |
2.268 |
1.052 |
38.9% |
0.098 |
3.6% |
41% |
False |
False |
46,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.259 |
|
2.618 |
3.059 |
|
1.618 |
2.937 |
|
1.000 |
2.862 |
|
0.618 |
2.815 |
|
HIGH |
2.740 |
|
0.618 |
2.693 |
|
0.500 |
2.679 |
|
0.382 |
2.665 |
|
LOW |
2.618 |
|
0.618 |
2.543 |
|
1.000 |
2.496 |
|
1.618 |
2.421 |
|
2.618 |
2.299 |
|
4.250 |
2.100 |
|
|
| Fisher Pivots for day following 27-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.694 |
2.674 |
| PP |
2.687 |
2.647 |
| S1 |
2.679 |
2.619 |
|