NYMEX Natural Gas Future April 2021
| Trading Metrics calculated at close of trading on 24-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2020 |
24-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.726 |
2.576 |
-0.150 |
-5.5% |
2.639 |
| High |
2.742 |
2.603 |
-0.139 |
-5.1% |
2.715 |
| Low |
2.562 |
2.513 |
-0.049 |
-1.9% |
2.604 |
| Close |
2.585 |
2.518 |
-0.067 |
-2.6% |
2.670 |
| Range |
0.180 |
0.090 |
-0.090 |
-50.0% |
0.111 |
| ATR |
0.099 |
0.098 |
-0.001 |
-0.6% |
0.000 |
| Volume |
42,365 |
22,357 |
-20,008 |
-47.2% |
211,410 |
|
| Daily Pivots for day following 24-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.815 |
2.756 |
2.568 |
|
| R3 |
2.725 |
2.666 |
2.543 |
|
| R2 |
2.635 |
2.635 |
2.535 |
|
| R1 |
2.576 |
2.576 |
2.526 |
2.561 |
| PP |
2.545 |
2.545 |
2.545 |
2.537 |
| S1 |
2.486 |
2.486 |
2.510 |
2.471 |
| S2 |
2.455 |
2.455 |
2.502 |
|
| S3 |
2.365 |
2.396 |
2.493 |
|
| S4 |
2.275 |
2.306 |
2.469 |
|
|
| Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.996 |
2.944 |
2.731 |
|
| R3 |
2.885 |
2.833 |
2.701 |
|
| R2 |
2.774 |
2.774 |
2.690 |
|
| R1 |
2.722 |
2.722 |
2.680 |
2.748 |
| PP |
2.663 |
2.663 |
2.663 |
2.676 |
| S1 |
2.611 |
2.611 |
2.660 |
2.637 |
| S2 |
2.552 |
2.552 |
2.650 |
|
| S3 |
2.441 |
2.500 |
2.639 |
|
| S4 |
2.330 |
2.389 |
2.609 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.752 |
2.513 |
0.239 |
9.5% |
0.092 |
3.7% |
2% |
False |
True |
30,901 |
| 10 |
2.752 |
2.513 |
0.239 |
9.5% |
0.086 |
3.4% |
2% |
False |
True |
37,701 |
| 20 |
2.788 |
2.366 |
0.422 |
16.8% |
0.102 |
4.0% |
36% |
False |
False |
48,471 |
| 40 |
3.052 |
2.366 |
0.686 |
27.2% |
0.093 |
3.7% |
22% |
False |
False |
43,552 |
| 60 |
3.052 |
2.366 |
0.686 |
27.2% |
0.081 |
3.2% |
22% |
False |
False |
36,813 |
| 80 |
3.052 |
2.366 |
0.686 |
27.2% |
0.074 |
2.9% |
22% |
False |
False |
31,740 |
| 100 |
3.052 |
2.366 |
0.686 |
27.2% |
0.068 |
2.7% |
22% |
False |
False |
28,235 |
| 120 |
3.052 |
2.366 |
0.686 |
27.2% |
0.063 |
2.5% |
22% |
False |
False |
25,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.986 |
|
2.618 |
2.839 |
|
1.618 |
2.749 |
|
1.000 |
2.693 |
|
0.618 |
2.659 |
|
HIGH |
2.603 |
|
0.618 |
2.569 |
|
0.500 |
2.558 |
|
0.382 |
2.547 |
|
LOW |
2.513 |
|
0.618 |
2.457 |
|
1.000 |
2.423 |
|
1.618 |
2.367 |
|
2.618 |
2.277 |
|
4.250 |
2.131 |
|
|
| Fisher Pivots for day following 24-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.558 |
2.633 |
| PP |
2.545 |
2.594 |
| S1 |
2.531 |
2.556 |
|