NYMEX Natural Gas Future May 2021
| Trading Metrics calculated at close of trading on 28-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2020 |
28-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.594 |
2.401 |
-0.193 |
-7.4% |
2.697 |
| High |
2.611 |
2.465 |
-0.146 |
-5.6% |
2.756 |
| Low |
2.528 |
2.352 |
-0.176 |
-7.0% |
2.528 |
| Close |
2.535 |
2.388 |
-0.147 |
-5.8% |
2.535 |
| Range |
0.083 |
0.113 |
0.030 |
36.1% |
0.228 |
| ATR |
0.091 |
0.098 |
0.007 |
7.2% |
0.000 |
| Volume |
8,531 |
29,060 |
20,529 |
240.6% |
44,713 |
|
| Daily Pivots for day following 28-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.741 |
2.677 |
2.450 |
|
| R3 |
2.628 |
2.564 |
2.419 |
|
| R2 |
2.515 |
2.515 |
2.409 |
|
| R1 |
2.451 |
2.451 |
2.398 |
2.427 |
| PP |
2.402 |
2.402 |
2.402 |
2.389 |
| S1 |
2.338 |
2.338 |
2.378 |
2.314 |
| S2 |
2.289 |
2.289 |
2.367 |
|
| S3 |
2.176 |
2.225 |
2.357 |
|
| S4 |
2.063 |
2.112 |
2.326 |
|
|
| Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.290 |
3.141 |
2.660 |
|
| R3 |
3.062 |
2.913 |
2.598 |
|
| R2 |
2.834 |
2.834 |
2.577 |
|
| R1 |
2.685 |
2.685 |
2.556 |
2.646 |
| PP |
2.606 |
2.606 |
2.606 |
2.587 |
| S1 |
2.457 |
2.457 |
2.514 |
2.418 |
| S2 |
2.378 |
2.378 |
2.493 |
|
| S3 |
2.150 |
2.229 |
2.472 |
|
| S4 |
1.922 |
2.001 |
2.410 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.756 |
2.352 |
0.404 |
16.9% |
0.100 |
4.2% |
9% |
False |
True |
14,754 |
| 10 |
2.756 |
2.352 |
0.404 |
16.9% |
0.084 |
3.5% |
9% |
False |
True |
15,595 |
| 20 |
2.774 |
2.352 |
0.422 |
17.7% |
0.097 |
4.1% |
9% |
False |
True |
20,565 |
| 40 |
3.011 |
2.352 |
0.659 |
27.6% |
0.086 |
3.6% |
5% |
False |
True |
20,258 |
| 60 |
3.011 |
2.352 |
0.659 |
27.6% |
0.074 |
3.1% |
5% |
False |
True |
16,892 |
| 80 |
3.011 |
2.352 |
0.659 |
27.6% |
0.067 |
2.8% |
5% |
False |
True |
14,612 |
| 100 |
3.011 |
2.352 |
0.659 |
27.6% |
0.062 |
2.6% |
5% |
False |
True |
13,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.945 |
|
2.618 |
2.761 |
|
1.618 |
2.648 |
|
1.000 |
2.578 |
|
0.618 |
2.535 |
|
HIGH |
2.465 |
|
0.618 |
2.422 |
|
0.500 |
2.409 |
|
0.382 |
2.395 |
|
LOW |
2.352 |
|
0.618 |
2.282 |
|
1.000 |
2.239 |
|
1.618 |
2.169 |
|
2.618 |
2.056 |
|
4.250 |
1.872 |
|
|
| Fisher Pivots for day following 28-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.409 |
2.552 |
| PP |
2.402 |
2.497 |
| S1 |
2.395 |
2.443 |
|