NYMEX Natural Gas Future June 2021
| Trading Metrics calculated at close of trading on 15-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2020 |
15-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.701 |
2.713 |
0.012 |
0.4% |
2.473 |
| High |
2.740 |
2.730 |
-0.010 |
-0.4% |
2.686 |
| Low |
2.667 |
2.670 |
0.003 |
0.1% |
2.433 |
| Close |
2.716 |
2.728 |
0.012 |
0.4% |
2.658 |
| Range |
0.073 |
0.060 |
-0.013 |
-17.8% |
0.253 |
| ATR |
0.092 |
0.090 |
-0.002 |
-2.5% |
0.000 |
| Volume |
18,059 |
10,436 |
-7,623 |
-42.2% |
84,831 |
|
| Daily Pivots for day following 15-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.889 |
2.869 |
2.761 |
|
| R3 |
2.829 |
2.809 |
2.745 |
|
| R2 |
2.769 |
2.769 |
2.739 |
|
| R1 |
2.749 |
2.749 |
2.734 |
2.759 |
| PP |
2.709 |
2.709 |
2.709 |
2.715 |
| S1 |
2.689 |
2.689 |
2.723 |
2.699 |
| S2 |
2.649 |
2.649 |
2.717 |
|
| S3 |
2.589 |
2.629 |
2.712 |
|
| S4 |
2.529 |
2.569 |
2.695 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.351 |
3.258 |
2.797 |
|
| R3 |
3.098 |
3.005 |
2.728 |
|
| R2 |
2.845 |
2.845 |
2.704 |
|
| R1 |
2.752 |
2.752 |
2.681 |
2.799 |
| PP |
2.592 |
2.592 |
2.592 |
2.616 |
| S1 |
2.499 |
2.499 |
2.635 |
2.546 |
| S2 |
2.339 |
2.339 |
2.612 |
|
| S3 |
2.086 |
2.246 |
2.588 |
|
| S4 |
1.833 |
1.993 |
2.519 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.740 |
2.499 |
0.241 |
8.8% |
0.090 |
3.3% |
95% |
False |
False |
15,795 |
| 10 |
2.772 |
2.433 |
0.339 |
12.4% |
0.103 |
3.8% |
87% |
False |
False |
18,364 |
| 20 |
2.808 |
2.433 |
0.375 |
13.7% |
0.088 |
3.2% |
79% |
False |
False |
14,731 |
| 40 |
3.043 |
2.433 |
0.610 |
22.4% |
0.075 |
2.8% |
48% |
False |
False |
10,716 |
| 60 |
3.043 |
2.433 |
0.610 |
22.4% |
0.066 |
2.4% |
48% |
False |
False |
8,918 |
| 80 |
3.043 |
2.433 |
0.610 |
22.4% |
0.060 |
2.2% |
48% |
False |
False |
7,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.985 |
|
2.618 |
2.887 |
|
1.618 |
2.827 |
|
1.000 |
2.790 |
|
0.618 |
2.767 |
|
HIGH |
2.730 |
|
0.618 |
2.707 |
|
0.500 |
2.700 |
|
0.382 |
2.693 |
|
LOW |
2.670 |
|
0.618 |
2.633 |
|
1.000 |
2.610 |
|
1.618 |
2.573 |
|
2.618 |
2.513 |
|
4.250 |
2.415 |
|
|
| Fisher Pivots for day following 15-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.719 |
2.711 |
| PP |
2.709 |
2.694 |
| S1 |
2.700 |
2.677 |
|