NYMEX Natural Gas Future June 2021
| Trading Metrics calculated at close of trading on 23-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2020 |
23-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.751 |
2.781 |
0.030 |
1.1% |
2.701 |
| High |
2.804 |
2.799 |
-0.005 |
-0.2% |
2.773 |
| Low |
2.738 |
2.630 |
-0.108 |
-3.9% |
2.667 |
| Close |
2.781 |
2.654 |
-0.127 |
-4.6% |
2.725 |
| Range |
0.066 |
0.169 |
0.103 |
156.1% |
0.106 |
| ATR |
0.082 |
0.088 |
0.006 |
7.5% |
0.000 |
| Volume |
7,620 |
12,986 |
5,366 |
70.4% |
66,069 |
|
| Daily Pivots for day following 23-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.201 |
3.097 |
2.747 |
|
| R3 |
3.032 |
2.928 |
2.700 |
|
| R2 |
2.863 |
2.863 |
2.685 |
|
| R1 |
2.759 |
2.759 |
2.669 |
2.727 |
| PP |
2.694 |
2.694 |
2.694 |
2.678 |
| S1 |
2.590 |
2.590 |
2.639 |
2.558 |
| S2 |
2.525 |
2.525 |
2.623 |
|
| S3 |
2.356 |
2.421 |
2.608 |
|
| S4 |
2.187 |
2.252 |
2.561 |
|
|
| 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 |
2.630 |
0.174 |
6.6% |
0.086 |
3.2% |
14% |
False |
True |
10,152 |
| 10 |
2.804 |
2.499 |
0.305 |
11.5% |
0.087 |
3.3% |
51% |
False |
False |
12,960 |
| 20 |
2.808 |
2.433 |
0.375 |
14.1% |
0.092 |
3.4% |
59% |
False |
False |
14,800 |
| 40 |
3.043 |
2.433 |
0.610 |
23.0% |
0.080 |
3.0% |
36% |
False |
False |
11,536 |
| 60 |
3.043 |
2.433 |
0.610 |
23.0% |
0.069 |
2.6% |
36% |
False |
False |
9,396 |
| 80 |
3.043 |
2.433 |
0.610 |
23.0% |
0.063 |
2.4% |
36% |
False |
False |
8,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.517 |
|
2.618 |
3.241 |
|
1.618 |
3.072 |
|
1.000 |
2.968 |
|
0.618 |
2.903 |
|
HIGH |
2.799 |
|
0.618 |
2.734 |
|
0.500 |
2.715 |
|
0.382 |
2.695 |
|
LOW |
2.630 |
|
0.618 |
2.526 |
|
1.000 |
2.461 |
|
1.618 |
2.357 |
|
2.618 |
2.188 |
|
4.250 |
1.912 |
|
|
| Fisher Pivots for day following 23-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.715 |
2.717 |
| PP |
2.694 |
2.696 |
| S1 |
2.674 |
2.675 |
|