NYMEX Natural Gas Future May 2021
| Trading Metrics calculated at close of trading on 11-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2020 |
11-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.487 |
2.598 |
0.111 |
4.5% |
2.421 |
| High |
2.628 |
2.640 |
0.012 |
0.5% |
2.640 |
| Low |
2.449 |
2.570 |
0.121 |
4.9% |
2.384 |
| Close |
2.593 |
2.612 |
0.019 |
0.7% |
2.612 |
| Range |
0.179 |
0.070 |
-0.109 |
-60.9% |
0.256 |
| ATR |
0.099 |
0.096 |
-0.002 |
-2.1% |
0.000 |
| Volume |
30,338 |
18,654 |
-11,684 |
-38.5% |
120,868 |
|
| Daily Pivots for day following 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.817 |
2.785 |
2.651 |
|
| R3 |
2.747 |
2.715 |
2.631 |
|
| R2 |
2.677 |
2.677 |
2.625 |
|
| R1 |
2.645 |
2.645 |
2.618 |
2.661 |
| PP |
2.607 |
2.607 |
2.607 |
2.616 |
| S1 |
2.575 |
2.575 |
2.606 |
2.591 |
| S2 |
2.537 |
2.537 |
2.599 |
|
| S3 |
2.467 |
2.505 |
2.593 |
|
| S4 |
2.397 |
2.435 |
2.574 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.313 |
3.219 |
2.753 |
|
| R3 |
3.057 |
2.963 |
2.682 |
|
| R2 |
2.801 |
2.801 |
2.659 |
|
| R1 |
2.707 |
2.707 |
2.635 |
2.754 |
| PP |
2.545 |
2.545 |
2.545 |
2.569 |
| S1 |
2.451 |
2.451 |
2.589 |
2.498 |
| S2 |
2.289 |
2.289 |
2.565 |
|
| S3 |
2.033 |
2.195 |
2.542 |
|
| S4 |
1.777 |
1.939 |
2.471 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.640 |
2.384 |
0.256 |
9.8% |
0.091 |
3.5% |
89% |
True |
False |
24,173 |
| 10 |
2.774 |
2.384 |
0.390 |
14.9% |
0.111 |
4.2% |
58% |
False |
False |
25,535 |
| 20 |
2.903 |
2.384 |
0.519 |
19.9% |
0.093 |
3.6% |
44% |
False |
False |
22,735 |
| 40 |
3.011 |
2.384 |
0.627 |
24.0% |
0.077 |
3.0% |
36% |
False |
False |
18,843 |
| 60 |
3.011 |
2.384 |
0.627 |
24.0% |
0.069 |
2.6% |
36% |
False |
False |
15,777 |
| 80 |
3.011 |
2.384 |
0.627 |
24.0% |
0.063 |
2.4% |
36% |
False |
False |
13,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.938 |
|
2.618 |
2.823 |
|
1.618 |
2.753 |
|
1.000 |
2.710 |
|
0.618 |
2.683 |
|
HIGH |
2.640 |
|
0.618 |
2.613 |
|
0.500 |
2.605 |
|
0.382 |
2.597 |
|
LOW |
2.570 |
|
0.618 |
2.527 |
|
1.000 |
2.500 |
|
1.618 |
2.457 |
|
2.618 |
2.387 |
|
4.250 |
2.273 |
|
|
| Fisher Pivots for day following 11-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.610 |
2.590 |
| PP |
2.607 |
2.567 |
| S1 |
2.605 |
2.545 |
|