NYMEX Natural Gas Future May 2021
| Trading Metrics calculated at close of trading on 23-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2020 |
23-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.701 |
2.743 |
0.042 |
1.6% |
2.658 |
| High |
2.756 |
2.752 |
-0.004 |
-0.1% |
2.730 |
| Low |
2.687 |
2.580 |
-0.107 |
-4.0% |
2.622 |
| Close |
2.732 |
2.602 |
-0.130 |
-4.8% |
2.679 |
| Range |
0.069 |
0.172 |
0.103 |
149.3% |
0.108 |
| ATR |
0.086 |
0.092 |
0.006 |
7.2% |
0.000 |
| Volume |
11,101 |
16,219 |
5,118 |
46.1% |
82,181 |
|
| Daily Pivots for day following 23-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.161 |
3.053 |
2.697 |
|
| R3 |
2.989 |
2.881 |
2.649 |
|
| R2 |
2.817 |
2.817 |
2.634 |
|
| R1 |
2.709 |
2.709 |
2.618 |
2.677 |
| PP |
2.645 |
2.645 |
2.645 |
2.629 |
| S1 |
2.537 |
2.537 |
2.586 |
2.505 |
| S2 |
2.473 |
2.473 |
2.570 |
|
| S3 |
2.301 |
2.365 |
2.555 |
|
| S4 |
2.129 |
2.193 |
2.507 |
|
|
| 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 |
2.756 |
2.580 |
0.176 |
6.8% |
0.088 |
3.4% |
13% |
False |
True |
13,114 |
| 10 |
2.756 |
2.449 |
0.307 |
11.8% |
0.090 |
3.4% |
50% |
False |
False |
16,735 |
| 20 |
2.774 |
2.384 |
0.390 |
15.0% |
0.094 |
3.6% |
56% |
False |
False |
20,416 |
| 40 |
3.011 |
2.384 |
0.627 |
24.1% |
0.084 |
3.2% |
35% |
False |
False |
19,967 |
| 60 |
3.011 |
2.384 |
0.627 |
24.1% |
0.073 |
2.8% |
35% |
False |
False |
16,503 |
| 80 |
3.011 |
2.384 |
0.627 |
24.1% |
0.066 |
2.5% |
35% |
False |
False |
14,397 |
| 100 |
3.011 |
2.384 |
0.627 |
24.1% |
0.061 |
2.3% |
35% |
False |
False |
13,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.483 |
|
2.618 |
3.202 |
|
1.618 |
3.030 |
|
1.000 |
2.924 |
|
0.618 |
2.858 |
|
HIGH |
2.752 |
|
0.618 |
2.686 |
|
0.500 |
2.666 |
|
0.382 |
2.646 |
|
LOW |
2.580 |
|
0.618 |
2.474 |
|
1.000 |
2.408 |
|
1.618 |
2.302 |
|
2.618 |
2.130 |
|
4.250 |
1.849 |
|
|
| Fisher Pivots for day following 23-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.666 |
2.668 |
| PP |
2.645 |
2.646 |
| S1 |
2.623 |
2.624 |
|