NYMEX Natural Gas Future May 2021
| Trading Metrics calculated at close of trading on 11-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2021 |
11-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
2.670 |
2.609 |
-0.061 |
-2.3% |
2.617 |
| High |
2.708 |
2.754 |
0.046 |
1.7% |
2.753 |
| Low |
2.646 |
2.600 |
-0.046 |
-1.7% |
2.601 |
| Close |
2.680 |
2.721 |
0.041 |
1.5% |
2.680 |
| Range |
0.062 |
0.154 |
0.092 |
148.4% |
0.152 |
| ATR |
0.097 |
0.101 |
0.004 |
4.2% |
0.000 |
| Volume |
28,247 |
26,223 |
-2,024 |
-7.2% |
154,397 |
|
| Daily Pivots for day following 11-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.154 |
3.091 |
2.806 |
|
| R3 |
3.000 |
2.937 |
2.763 |
|
| R2 |
2.846 |
2.846 |
2.749 |
|
| R1 |
2.783 |
2.783 |
2.735 |
2.815 |
| PP |
2.692 |
2.692 |
2.692 |
2.707 |
| S1 |
2.629 |
2.629 |
2.707 |
2.661 |
| S2 |
2.538 |
2.538 |
2.693 |
|
| S3 |
2.384 |
2.475 |
2.679 |
|
| S4 |
2.230 |
2.321 |
2.636 |
|
|
| Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.134 |
3.059 |
2.764 |
|
| R3 |
2.982 |
2.907 |
2.722 |
|
| R2 |
2.830 |
2.830 |
2.708 |
|
| R1 |
2.755 |
2.755 |
2.694 |
2.793 |
| PP |
2.678 |
2.678 |
2.678 |
2.697 |
| S1 |
2.603 |
2.603 |
2.666 |
2.641 |
| S2 |
2.526 |
2.526 |
2.652 |
|
| S3 |
2.374 |
2.451 |
2.638 |
|
| S4 |
2.222 |
2.299 |
2.596 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.754 |
2.600 |
0.154 |
5.7% |
0.101 |
3.7% |
79% |
True |
True |
30,518 |
| 10 |
2.754 |
2.352 |
0.402 |
14.8% |
0.096 |
3.5% |
92% |
True |
False |
27,835 |
| 20 |
2.756 |
2.352 |
0.404 |
14.8% |
0.088 |
3.2% |
91% |
False |
False |
21,195 |
| 40 |
2.903 |
2.352 |
0.551 |
20.2% |
0.090 |
3.3% |
67% |
False |
False |
21,967 |
| 60 |
3.011 |
2.352 |
0.659 |
24.2% |
0.081 |
3.0% |
56% |
False |
False |
19,406 |
| 80 |
3.011 |
2.352 |
0.659 |
24.2% |
0.074 |
2.7% |
56% |
False |
False |
17,035 |
| 100 |
3.011 |
2.352 |
0.659 |
24.2% |
0.067 |
2.5% |
56% |
False |
False |
15,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.409 |
|
2.618 |
3.157 |
|
1.618 |
3.003 |
|
1.000 |
2.908 |
|
0.618 |
2.849 |
|
HIGH |
2.754 |
|
0.618 |
2.695 |
|
0.500 |
2.677 |
|
0.382 |
2.659 |
|
LOW |
2.600 |
|
0.618 |
2.505 |
|
1.000 |
2.446 |
|
1.618 |
2.351 |
|
2.618 |
2.197 |
|
4.250 |
1.946 |
|
|
| Fisher Pivots for day following 11-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.706 |
2.706 |
| PP |
2.692 |
2.692 |
| S1 |
2.677 |
2.677 |
|