NYMEX Natural Gas Future May 2021
| Trading Metrics calculated at close of trading on 30-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2020 |
30-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.398 |
2.483 |
0.085 |
3.5% |
2.697 |
| High |
2.499 |
2.506 |
0.007 |
0.3% |
2.756 |
| Low |
2.375 |
2.445 |
0.070 |
2.9% |
2.528 |
| Close |
2.473 |
2.471 |
-0.002 |
-0.1% |
2.535 |
| Range |
0.124 |
0.061 |
-0.063 |
-50.8% |
0.228 |
| ATR |
0.100 |
0.097 |
-0.003 |
-2.8% |
0.000 |
| Volume |
29,452 |
12,362 |
-17,090 |
-58.0% |
44,713 |
|
| Daily Pivots for day following 30-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.657 |
2.625 |
2.505 |
|
| R3 |
2.596 |
2.564 |
2.488 |
|
| R2 |
2.535 |
2.535 |
2.482 |
|
| R1 |
2.503 |
2.503 |
2.477 |
2.489 |
| PP |
2.474 |
2.474 |
2.474 |
2.467 |
| S1 |
2.442 |
2.442 |
2.465 |
2.428 |
| S2 |
2.413 |
2.413 |
2.460 |
|
| S3 |
2.352 |
2.381 |
2.454 |
|
| S4 |
2.291 |
2.320 |
2.437 |
|
|
| 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 |
2.752 |
2.352 |
0.400 |
16.2% |
0.111 |
4.5% |
30% |
False |
False |
19,124 |
| 10 |
2.756 |
2.352 |
0.404 |
16.3% |
0.089 |
3.6% |
29% |
False |
False |
16,450 |
| 20 |
2.756 |
2.352 |
0.404 |
16.3% |
0.097 |
3.9% |
29% |
False |
False |
20,634 |
| 40 |
2.954 |
2.352 |
0.602 |
24.4% |
0.087 |
3.5% |
20% |
False |
False |
20,607 |
| 60 |
3.011 |
2.352 |
0.659 |
26.7% |
0.075 |
3.0% |
18% |
False |
False |
17,167 |
| 80 |
3.011 |
2.352 |
0.659 |
26.7% |
0.069 |
2.8% |
18% |
False |
False |
14,990 |
| 100 |
3.011 |
2.352 |
0.659 |
26.7% |
0.063 |
2.6% |
18% |
False |
False |
13,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.765 |
|
2.618 |
2.666 |
|
1.618 |
2.605 |
|
1.000 |
2.567 |
|
0.618 |
2.544 |
|
HIGH |
2.506 |
|
0.618 |
2.483 |
|
0.500 |
2.476 |
|
0.382 |
2.468 |
|
LOW |
2.445 |
|
0.618 |
2.407 |
|
1.000 |
2.384 |
|
1.618 |
2.346 |
|
2.618 |
2.285 |
|
4.250 |
2.186 |
|
|
| Fisher Pivots for day following 30-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.476 |
2.457 |
| PP |
2.474 |
2.443 |
| S1 |
2.473 |
2.429 |
|