NYMEX Natural Gas Future May 2021
| Trading Metrics calculated at close of trading on 06-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2021 |
06-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
2.629 |
2.685 |
0.056 |
2.1% |
2.401 |
| High |
2.713 |
2.753 |
0.040 |
1.5% |
2.571 |
| Low |
2.622 |
2.633 |
0.011 |
0.4% |
2.352 |
| Close |
2.707 |
2.711 |
0.004 |
0.1% |
2.555 |
| Range |
0.091 |
0.120 |
0.029 |
31.9% |
0.219 |
| ATR |
0.099 |
0.100 |
0.002 |
1.5% |
0.000 |
| Volume |
42,461 |
31,550 |
-10,911 |
-25.7% |
97,734 |
|
| Daily Pivots for day following 06-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.059 |
3.005 |
2.777 |
|
| R3 |
2.939 |
2.885 |
2.744 |
|
| R2 |
2.819 |
2.819 |
2.733 |
|
| R1 |
2.765 |
2.765 |
2.722 |
2.792 |
| PP |
2.699 |
2.699 |
2.699 |
2.713 |
| S1 |
2.645 |
2.645 |
2.700 |
2.672 |
| S2 |
2.579 |
2.579 |
2.689 |
|
| S3 |
2.459 |
2.525 |
2.678 |
|
| S4 |
2.339 |
2.405 |
2.645 |
|
|
| 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 |
2.753 |
2.445 |
0.308 |
11.4% |
0.085 |
3.1% |
86% |
True |
False |
28,251 |
| 10 |
2.756 |
2.352 |
0.404 |
14.9% |
0.099 |
3.6% |
89% |
False |
False |
23,562 |
| 20 |
2.756 |
2.352 |
0.404 |
14.9% |
0.089 |
3.3% |
89% |
False |
False |
20,939 |
| 40 |
2.903 |
2.352 |
0.551 |
20.3% |
0.088 |
3.2% |
65% |
False |
False |
21,701 |
| 60 |
3.011 |
2.352 |
0.659 |
24.3% |
0.077 |
2.9% |
54% |
False |
False |
18,610 |
| 80 |
3.011 |
2.352 |
0.659 |
24.3% |
0.072 |
2.6% |
54% |
False |
False |
16,286 |
| 100 |
3.011 |
2.352 |
0.659 |
24.3% |
0.066 |
2.4% |
54% |
False |
False |
14,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.263 |
|
2.618 |
3.067 |
|
1.618 |
2.947 |
|
1.000 |
2.873 |
|
0.618 |
2.827 |
|
HIGH |
2.753 |
|
0.618 |
2.707 |
|
0.500 |
2.693 |
|
0.382 |
2.679 |
|
LOW |
2.633 |
|
0.618 |
2.559 |
|
1.000 |
2.513 |
|
1.618 |
2.439 |
|
2.618 |
2.319 |
|
4.250 |
2.123 |
|
|
| Fisher Pivots for day following 06-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.705 |
2.700 |
| PP |
2.699 |
2.688 |
| S1 |
2.693 |
2.677 |
|