NYMEX Natural Gas Future May 2021
| Trading Metrics calculated at close of trading on 05-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2021 |
05-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
2.617 |
2.629 |
0.012 |
0.5% |
2.401 |
| High |
2.669 |
2.713 |
0.044 |
1.6% |
2.571 |
| Low |
2.601 |
2.622 |
0.021 |
0.8% |
2.352 |
| Close |
2.608 |
2.707 |
0.099 |
3.8% |
2.555 |
| Range |
0.068 |
0.091 |
0.023 |
33.8% |
0.219 |
| ATR |
0.098 |
0.099 |
0.000 |
0.5% |
0.000 |
| Volume |
28,026 |
42,461 |
14,435 |
51.5% |
97,734 |
|
| Daily Pivots for day following 05-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.954 |
2.921 |
2.757 |
|
| R3 |
2.863 |
2.830 |
2.732 |
|
| R2 |
2.772 |
2.772 |
2.724 |
|
| R1 |
2.739 |
2.739 |
2.715 |
2.756 |
| PP |
2.681 |
2.681 |
2.681 |
2.689 |
| S1 |
2.648 |
2.648 |
2.699 |
2.665 |
| S2 |
2.590 |
2.590 |
2.690 |
|
| S3 |
2.499 |
2.557 |
2.682 |
|
| S4 |
2.408 |
2.466 |
2.657 |
|
|
| Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.150 |
3.071 |
2.675 |
|
| R3 |
2.931 |
2.852 |
2.615 |
|
| R2 |
2.712 |
2.712 |
2.595 |
|
| R1 |
2.633 |
2.633 |
2.575 |
2.673 |
| PP |
2.493 |
2.493 |
2.493 |
2.512 |
| S1 |
2.414 |
2.414 |
2.535 |
2.454 |
| S2 |
2.274 |
2.274 |
2.515 |
|
| S3 |
2.055 |
2.195 |
2.495 |
|
| S4 |
1.836 |
1.976 |
2.435 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.713 |
2.375 |
0.338 |
12.5% |
0.086 |
3.2% |
98% |
True |
False |
27,832 |
| 10 |
2.756 |
2.352 |
0.404 |
14.9% |
0.093 |
3.4% |
88% |
False |
False |
21,293 |
| 20 |
2.756 |
2.352 |
0.404 |
14.9% |
0.086 |
3.2% |
88% |
False |
False |
20,799 |
| 40 |
2.903 |
2.352 |
0.551 |
20.4% |
0.087 |
3.2% |
64% |
False |
False |
21,501 |
| 60 |
3.011 |
2.352 |
0.659 |
24.3% |
0.076 |
2.8% |
54% |
False |
False |
18,303 |
| 80 |
3.011 |
2.352 |
0.659 |
24.3% |
0.070 |
2.6% |
54% |
False |
False |
15,961 |
| 100 |
3.011 |
2.352 |
0.659 |
24.3% |
0.065 |
2.4% |
54% |
False |
False |
14,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.100 |
|
2.618 |
2.951 |
|
1.618 |
2.860 |
|
1.000 |
2.804 |
|
0.618 |
2.769 |
|
HIGH |
2.713 |
|
0.618 |
2.678 |
|
0.500 |
2.668 |
|
0.382 |
2.657 |
|
LOW |
2.622 |
|
0.618 |
2.566 |
|
1.000 |
2.531 |
|
1.618 |
2.475 |
|
2.618 |
2.384 |
|
4.250 |
2.235 |
|
|
| Fisher Pivots for day following 05-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.694 |
2.671 |
| PP |
2.681 |
2.635 |
| S1 |
2.668 |
2.599 |
|