NYMEX Natural Gas Future May 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 |
2.743 |
2.594 |
-0.149 |
-5.4% |
2.658 |
| High |
2.752 |
2.611 |
-0.141 |
-5.1% |
2.730 |
| Low |
2.580 |
2.528 |
-0.052 |
-2.0% |
2.622 |
| Close |
2.602 |
2.535 |
-0.067 |
-2.6% |
2.679 |
| Range |
0.172 |
0.083 |
-0.089 |
-51.7% |
0.108 |
| ATR |
0.092 |
0.091 |
-0.001 |
-0.7% |
0.000 |
| Volume |
16,219 |
8,531 |
-7,688 |
-47.4% |
82,181 |
|
| Daily Pivots for day following 24-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.807 |
2.754 |
2.581 |
|
| R3 |
2.724 |
2.671 |
2.558 |
|
| R2 |
2.641 |
2.641 |
2.550 |
|
| R1 |
2.588 |
2.588 |
2.543 |
2.573 |
| PP |
2.558 |
2.558 |
2.558 |
2.551 |
| S1 |
2.505 |
2.505 |
2.527 |
2.490 |
| S2 |
2.475 |
2.475 |
2.520 |
|
| S3 |
2.392 |
2.422 |
2.512 |
|
| S4 |
2.309 |
2.339 |
2.489 |
|
|
| 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 |
2.528 |
0.228 |
9.0% |
0.085 |
3.4% |
3% |
False |
True |
11,472 |
| 10 |
2.756 |
2.528 |
0.228 |
9.0% |
0.080 |
3.2% |
3% |
False |
True |
14,554 |
| 20 |
2.774 |
2.384 |
0.390 |
15.4% |
0.095 |
3.7% |
39% |
False |
False |
19,534 |
| 40 |
3.011 |
2.384 |
0.627 |
24.7% |
0.085 |
3.4% |
24% |
False |
False |
19,905 |
| 60 |
3.011 |
2.384 |
0.627 |
24.7% |
0.074 |
2.9% |
24% |
False |
False |
16,546 |
| 80 |
3.011 |
2.384 |
0.627 |
24.7% |
0.067 |
2.6% |
24% |
False |
False |
14,422 |
| 100 |
3.011 |
2.384 |
0.627 |
24.7% |
0.061 |
2.4% |
24% |
False |
False |
13,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.964 |
|
2.618 |
2.828 |
|
1.618 |
2.745 |
|
1.000 |
2.694 |
|
0.618 |
2.662 |
|
HIGH |
2.611 |
|
0.618 |
2.579 |
|
0.500 |
2.570 |
|
0.382 |
2.560 |
|
LOW |
2.528 |
|
0.618 |
2.477 |
|
1.000 |
2.445 |
|
1.618 |
2.394 |
|
2.618 |
2.311 |
|
4.250 |
2.175 |
|
|
| Fisher Pivots for day following 24-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.570 |
2.642 |
| PP |
2.558 |
2.606 |
| S1 |
2.547 |
2.571 |
|