NYMEX Natural Gas Future June 2021
| Trading Metrics calculated at close of trading on 21-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2020 |
21-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.710 |
2.738 |
0.028 |
1.0% |
2.701 |
| High |
2.740 |
2.752 |
0.012 |
0.4% |
2.773 |
| Low |
2.702 |
2.691 |
-0.011 |
-0.4% |
2.667 |
| Close |
2.725 |
2.747 |
0.022 |
0.8% |
2.725 |
| Range |
0.038 |
0.061 |
0.023 |
60.5% |
0.106 |
| ATR |
0.085 |
0.084 |
-0.002 |
-2.0% |
0.000 |
| Volume |
10,160 |
5,869 |
-4,291 |
-42.2% |
66,069 |
|
| Daily Pivots for day following 21-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.913 |
2.891 |
2.781 |
|
| R3 |
2.852 |
2.830 |
2.764 |
|
| R2 |
2.791 |
2.791 |
2.758 |
|
| R1 |
2.769 |
2.769 |
2.753 |
2.780 |
| PP |
2.730 |
2.730 |
2.730 |
2.736 |
| S1 |
2.708 |
2.708 |
2.741 |
2.719 |
| S2 |
2.669 |
2.669 |
2.736 |
|
| S3 |
2.608 |
2.647 |
2.730 |
|
| S4 |
2.547 |
2.586 |
2.713 |
|
|
| Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.040 |
2.988 |
2.783 |
|
| R3 |
2.934 |
2.882 |
2.754 |
|
| R2 |
2.828 |
2.828 |
2.744 |
|
| R1 |
2.776 |
2.776 |
2.735 |
2.802 |
| PP |
2.722 |
2.722 |
2.722 |
2.735 |
| S1 |
2.670 |
2.670 |
2.715 |
2.696 |
| S2 |
2.616 |
2.616 |
2.706 |
|
| S3 |
2.510 |
2.564 |
2.696 |
|
| S4 |
2.404 |
2.458 |
2.667 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.773 |
2.670 |
0.103 |
3.7% |
0.063 |
2.3% |
75% |
False |
False |
10,775 |
| 10 |
2.773 |
2.465 |
0.308 |
11.2% |
0.078 |
2.9% |
92% |
False |
False |
13,337 |
| 20 |
2.808 |
2.433 |
0.375 |
13.7% |
0.085 |
3.1% |
84% |
False |
False |
14,549 |
| 40 |
3.043 |
2.433 |
0.610 |
22.2% |
0.077 |
2.8% |
51% |
False |
False |
11,292 |
| 60 |
3.043 |
2.433 |
0.610 |
22.2% |
0.067 |
2.4% |
51% |
False |
False |
9,227 |
| 80 |
3.043 |
2.433 |
0.610 |
22.2% |
0.061 |
2.2% |
51% |
False |
False |
8,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.011 |
|
2.618 |
2.912 |
|
1.618 |
2.851 |
|
1.000 |
2.813 |
|
0.618 |
2.790 |
|
HIGH |
2.752 |
|
0.618 |
2.729 |
|
0.500 |
2.722 |
|
0.382 |
2.714 |
|
LOW |
2.691 |
|
0.618 |
2.653 |
|
1.000 |
2.630 |
|
1.618 |
2.592 |
|
2.618 |
2.531 |
|
4.250 |
2.432 |
|
|
| Fisher Pivots for day following 21-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.739 |
2.740 |
| PP |
2.730 |
2.733 |
| S1 |
2.722 |
2.726 |
|