NYMEX Natural Gas Future May 2021
| Trading Metrics calculated at close of trading on 29-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2020 |
29-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.401 |
2.398 |
-0.003 |
-0.1% |
2.697 |
| High |
2.465 |
2.499 |
0.034 |
1.4% |
2.756 |
| Low |
2.352 |
2.375 |
0.023 |
1.0% |
2.528 |
| Close |
2.388 |
2.473 |
0.085 |
3.6% |
2.535 |
| Range |
0.113 |
0.124 |
0.011 |
9.7% |
0.228 |
| ATR |
0.098 |
0.100 |
0.002 |
1.9% |
0.000 |
| Volume |
29,060 |
29,452 |
392 |
1.3% |
44,713 |
|
| Daily Pivots for day following 29-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.821 |
2.771 |
2.541 |
|
| R3 |
2.697 |
2.647 |
2.507 |
|
| R2 |
2.573 |
2.573 |
2.496 |
|
| R1 |
2.523 |
2.523 |
2.484 |
2.548 |
| PP |
2.449 |
2.449 |
2.449 |
2.462 |
| S1 |
2.399 |
2.399 |
2.462 |
2.424 |
| S2 |
2.325 |
2.325 |
2.450 |
|
| S3 |
2.201 |
2.275 |
2.439 |
|
| S4 |
2.077 |
2.151 |
2.405 |
|
|
| 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 |
16.3% |
0.112 |
4.5% |
30% |
False |
False |
18,872 |
| 10 |
2.756 |
2.352 |
0.404 |
16.3% |
0.089 |
3.6% |
30% |
False |
False |
16,726 |
| 20 |
2.761 |
2.352 |
0.409 |
16.5% |
0.098 |
4.0% |
30% |
False |
False |
20,928 |
| 40 |
3.011 |
2.352 |
0.659 |
26.6% |
0.087 |
3.5% |
18% |
False |
False |
20,638 |
| 60 |
3.011 |
2.352 |
0.659 |
26.6% |
0.075 |
3.0% |
18% |
False |
False |
17,177 |
| 80 |
3.011 |
2.352 |
0.659 |
26.6% |
0.068 |
2.8% |
18% |
False |
False |
14,910 |
| 100 |
3.011 |
2.352 |
0.659 |
26.6% |
0.063 |
2.6% |
18% |
False |
False |
13,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.026 |
|
2.618 |
2.824 |
|
1.618 |
2.700 |
|
1.000 |
2.623 |
|
0.618 |
2.576 |
|
HIGH |
2.499 |
|
0.618 |
2.452 |
|
0.500 |
2.437 |
|
0.382 |
2.422 |
|
LOW |
2.375 |
|
0.618 |
2.298 |
|
1.000 |
2.251 |
|
1.618 |
2.174 |
|
2.618 |
2.050 |
|
4.250 |
1.848 |
|
|
| Fisher Pivots for day following 29-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.461 |
2.482 |
| PP |
2.449 |
2.479 |
| S1 |
2.437 |
2.476 |
|