NYMEX Natural Gas Future May 2021
| Trading Metrics calculated at close of trading on 07-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2021 |
07-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
2.685 |
2.701 |
0.016 |
0.6% |
2.401 |
| High |
2.753 |
2.743 |
-0.010 |
-0.4% |
2.571 |
| Low |
2.633 |
2.666 |
0.033 |
1.3% |
2.352 |
| Close |
2.711 |
2.717 |
0.006 |
0.2% |
2.555 |
| Range |
0.120 |
0.077 |
-0.043 |
-35.8% |
0.219 |
| ATR |
0.100 |
0.099 |
-0.002 |
-1.7% |
0.000 |
| Volume |
31,550 |
24,113 |
-7,437 |
-23.6% |
97,734 |
|
| Daily Pivots for day following 07-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.940 |
2.905 |
2.759 |
|
| R3 |
2.863 |
2.828 |
2.738 |
|
| R2 |
2.786 |
2.786 |
2.731 |
|
| R1 |
2.751 |
2.751 |
2.724 |
2.769 |
| PP |
2.709 |
2.709 |
2.709 |
2.717 |
| S1 |
2.674 |
2.674 |
2.710 |
2.692 |
| S2 |
2.632 |
2.632 |
2.703 |
|
| S3 |
2.555 |
2.597 |
2.696 |
|
| S4 |
2.478 |
2.520 |
2.675 |
|
|
| 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 |
2.485 |
0.268 |
9.9% |
0.088 |
3.3% |
87% |
False |
False |
30,602 |
| 10 |
2.753 |
2.352 |
0.401 |
14.8% |
0.100 |
3.7% |
91% |
False |
False |
24,863 |
| 20 |
2.756 |
2.352 |
0.404 |
14.9% |
0.089 |
3.3% |
90% |
False |
False |
20,822 |
| 40 |
2.903 |
2.352 |
0.551 |
20.3% |
0.088 |
3.2% |
66% |
False |
False |
21,696 |
| 60 |
3.011 |
2.352 |
0.659 |
24.3% |
0.078 |
2.9% |
55% |
False |
False |
18,797 |
| 80 |
3.011 |
2.352 |
0.659 |
24.3% |
0.072 |
2.6% |
55% |
False |
False |
16,497 |
| 100 |
3.011 |
2.352 |
0.659 |
24.3% |
0.066 |
2.4% |
55% |
False |
False |
14,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.070 |
|
2.618 |
2.945 |
|
1.618 |
2.868 |
|
1.000 |
2.820 |
|
0.618 |
2.791 |
|
HIGH |
2.743 |
|
0.618 |
2.714 |
|
0.500 |
2.705 |
|
0.382 |
2.695 |
|
LOW |
2.666 |
|
0.618 |
2.618 |
|
1.000 |
2.589 |
|
1.618 |
2.541 |
|
2.618 |
2.464 |
|
4.250 |
2.339 |
|
|
| Fisher Pivots for day following 07-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.713 |
2.707 |
| PP |
2.709 |
2.697 |
| S1 |
2.705 |
2.688 |
|