NYMEX Natural Gas Future May 2021
| Trading Metrics calculated at close of trading on 21-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2020 |
21-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.663 |
2.697 |
0.034 |
1.3% |
2.658 |
| High |
2.697 |
2.701 |
0.004 |
0.1% |
2.730 |
| Low |
2.656 |
2.639 |
-0.017 |
-0.6% |
2.622 |
| Close |
2.679 |
2.697 |
0.018 |
0.7% |
2.679 |
| Range |
0.041 |
0.062 |
0.021 |
51.2% |
0.108 |
| ATR |
0.089 |
0.087 |
-0.002 |
-2.2% |
0.000 |
| Volume |
12,647 |
8,862 |
-3,785 |
-29.9% |
82,181 |
|
| Daily Pivots for day following 21-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.865 |
2.843 |
2.731 |
|
| R3 |
2.803 |
2.781 |
2.714 |
|
| R2 |
2.741 |
2.741 |
2.708 |
|
| R1 |
2.719 |
2.719 |
2.703 |
2.728 |
| PP |
2.679 |
2.679 |
2.679 |
2.684 |
| S1 |
2.657 |
2.657 |
2.691 |
2.666 |
| S2 |
2.617 |
2.617 |
2.686 |
|
| S3 |
2.555 |
2.595 |
2.680 |
|
| S4 |
2.493 |
2.533 |
2.663 |
|
|
| Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.001 |
2.948 |
2.738 |
|
| R3 |
2.893 |
2.840 |
2.709 |
|
| R2 |
2.785 |
2.785 |
2.699 |
|
| R1 |
2.732 |
2.732 |
2.689 |
2.759 |
| PP |
2.677 |
2.677 |
2.677 |
2.690 |
| S1 |
2.624 |
2.624 |
2.669 |
2.651 |
| S2 |
2.569 |
2.569 |
2.659 |
|
| S3 |
2.461 |
2.516 |
2.649 |
|
| S4 |
2.353 |
2.408 |
2.620 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.730 |
2.625 |
0.105 |
3.9% |
0.066 |
2.4% |
69% |
False |
False |
14,581 |
| 10 |
2.730 |
2.419 |
0.311 |
11.5% |
0.079 |
2.9% |
89% |
False |
False |
18,317 |
| 20 |
2.774 |
2.384 |
0.390 |
14.5% |
0.087 |
3.2% |
80% |
False |
False |
20,357 |
| 40 |
3.011 |
2.384 |
0.627 |
23.2% |
0.080 |
3.0% |
50% |
False |
False |
19,758 |
| 60 |
3.011 |
2.384 |
0.627 |
23.2% |
0.071 |
2.6% |
50% |
False |
False |
16,316 |
| 80 |
3.011 |
2.384 |
0.627 |
23.2% |
0.064 |
2.4% |
50% |
False |
False |
14,207 |
| 100 |
3.011 |
2.384 |
0.627 |
23.2% |
0.060 |
2.2% |
50% |
False |
False |
13,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.965 |
|
2.618 |
2.863 |
|
1.618 |
2.801 |
|
1.000 |
2.763 |
|
0.618 |
2.739 |
|
HIGH |
2.701 |
|
0.618 |
2.677 |
|
0.500 |
2.670 |
|
0.382 |
2.663 |
|
LOW |
2.639 |
|
0.618 |
2.601 |
|
1.000 |
2.577 |
|
1.618 |
2.539 |
|
2.618 |
2.477 |
|
4.250 |
2.376 |
|
|
| Fisher Pivots for day following 21-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.688 |
2.692 |
| PP |
2.679 |
2.687 |
| S1 |
2.670 |
2.682 |
|