NYMEX Natural Gas Future May 2021
| Trading Metrics calculated at close of trading on 16-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2020 |
16-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.675 |
2.684 |
0.009 |
0.3% |
2.421 |
| High |
2.688 |
2.711 |
0.023 |
0.9% |
2.640 |
| Low |
2.625 |
2.646 |
0.021 |
0.8% |
2.384 |
| Close |
2.684 |
2.705 |
0.021 |
0.8% |
2.612 |
| Range |
0.063 |
0.065 |
0.002 |
3.2% |
0.256 |
| ATR |
0.093 |
0.091 |
-0.002 |
-2.2% |
0.000 |
| Volume |
15,123 |
19,531 |
4,408 |
29.1% |
120,868 |
|
| Daily Pivots for day following 16-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.882 |
2.859 |
2.741 |
|
| R3 |
2.817 |
2.794 |
2.723 |
|
| R2 |
2.752 |
2.752 |
2.717 |
|
| R1 |
2.729 |
2.729 |
2.711 |
2.741 |
| PP |
2.687 |
2.687 |
2.687 |
2.693 |
| S1 |
2.664 |
2.664 |
2.699 |
2.676 |
| S2 |
2.622 |
2.622 |
2.693 |
|
| S3 |
2.557 |
2.599 |
2.687 |
|
| S4 |
2.492 |
2.534 |
2.669 |
|
|
| 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 |
2.711 |
2.449 |
0.262 |
9.7% |
0.091 |
3.4% |
98% |
True |
False |
20,356 |
| 10 |
2.711 |
2.384 |
0.327 |
12.1% |
0.100 |
3.7% |
98% |
True |
False |
24,755 |
| 20 |
2.774 |
2.384 |
0.390 |
14.4% |
0.092 |
3.4% |
82% |
False |
False |
22,157 |
| 40 |
3.011 |
2.384 |
0.627 |
23.2% |
0.079 |
2.9% |
51% |
False |
False |
19,561 |
| 60 |
3.011 |
2.384 |
0.627 |
23.2% |
0.070 |
2.6% |
51% |
False |
False |
16,262 |
| 80 |
3.011 |
2.384 |
0.627 |
23.2% |
0.064 |
2.4% |
51% |
False |
False |
14,066 |
| 100 |
3.011 |
2.384 |
0.627 |
23.2% |
0.059 |
2.2% |
51% |
False |
False |
12,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.987 |
|
2.618 |
2.881 |
|
1.618 |
2.816 |
|
1.000 |
2.776 |
|
0.618 |
2.751 |
|
HIGH |
2.711 |
|
0.618 |
2.686 |
|
0.500 |
2.679 |
|
0.382 |
2.671 |
|
LOW |
2.646 |
|
0.618 |
2.606 |
|
1.000 |
2.581 |
|
1.618 |
2.541 |
|
2.618 |
2.476 |
|
4.250 |
2.370 |
|
|
| Fisher Pivots for day following 16-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.696 |
2.692 |
| PP |
2.687 |
2.679 |
| S1 |
2.679 |
2.667 |
|