NYMEX Natural Gas Future June 2021
| Trading Metrics calculated at close of trading on 22-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2020 |
22-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.738 |
2.751 |
0.013 |
0.5% |
2.701 |
| High |
2.752 |
2.804 |
0.052 |
1.9% |
2.773 |
| Low |
2.691 |
2.738 |
0.047 |
1.7% |
2.667 |
| Close |
2.747 |
2.781 |
0.034 |
1.2% |
2.725 |
| Range |
0.061 |
0.066 |
0.005 |
8.2% |
0.106 |
| ATR |
0.084 |
0.082 |
-0.001 |
-1.5% |
0.000 |
| Volume |
5,869 |
7,620 |
1,751 |
29.8% |
66,069 |
|
| Daily Pivots for day following 22-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.972 |
2.943 |
2.817 |
|
| R3 |
2.906 |
2.877 |
2.799 |
|
| R2 |
2.840 |
2.840 |
2.793 |
|
| R1 |
2.811 |
2.811 |
2.787 |
2.826 |
| PP |
2.774 |
2.774 |
2.774 |
2.782 |
| S1 |
2.745 |
2.745 |
2.775 |
2.760 |
| S2 |
2.708 |
2.708 |
2.769 |
|
| S3 |
2.642 |
2.679 |
2.763 |
|
| S4 |
2.576 |
2.613 |
2.745 |
|
|
| 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 |
2.804 |
2.679 |
0.125 |
4.5% |
0.065 |
2.3% |
82% |
True |
False |
10,212 |
| 10 |
2.804 |
2.499 |
0.305 |
11.0% |
0.077 |
2.8% |
92% |
True |
False |
13,004 |
| 20 |
2.808 |
2.433 |
0.375 |
13.5% |
0.086 |
3.1% |
93% |
False |
False |
14,595 |
| 40 |
3.043 |
2.433 |
0.610 |
21.9% |
0.077 |
2.8% |
57% |
False |
False |
11,386 |
| 60 |
3.043 |
2.433 |
0.610 |
21.9% |
0.068 |
2.4% |
57% |
False |
False |
9,276 |
| 80 |
3.043 |
2.433 |
0.610 |
21.9% |
0.061 |
2.2% |
57% |
False |
False |
8,064 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.085 |
|
2.618 |
2.977 |
|
1.618 |
2.911 |
|
1.000 |
2.870 |
|
0.618 |
2.845 |
|
HIGH |
2.804 |
|
0.618 |
2.779 |
|
0.500 |
2.771 |
|
0.382 |
2.763 |
|
LOW |
2.738 |
|
0.618 |
2.697 |
|
1.000 |
2.672 |
|
1.618 |
2.631 |
|
2.618 |
2.565 |
|
4.250 |
2.458 |
|
|
| Fisher Pivots for day following 22-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.778 |
2.770 |
| PP |
2.774 |
2.759 |
| S1 |
2.771 |
2.748 |
|