NYMEX Natural Gas Future June 2021
| Trading Metrics calculated at close of trading on 24-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2020 |
24-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.781 |
2.646 |
-0.135 |
-4.9% |
2.701 |
| High |
2.799 |
2.659 |
-0.140 |
-5.0% |
2.773 |
| Low |
2.630 |
2.579 |
-0.051 |
-1.9% |
2.667 |
| Close |
2.654 |
2.587 |
-0.067 |
-2.5% |
2.725 |
| Range |
0.169 |
0.080 |
-0.089 |
-52.7% |
0.106 |
| ATR |
0.088 |
0.088 |
-0.001 |
-0.7% |
0.000 |
| Volume |
12,986 |
7,526 |
-5,460 |
-42.0% |
66,069 |
|
| Daily Pivots for day following 24-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.848 |
2.798 |
2.631 |
|
| R3 |
2.768 |
2.718 |
2.609 |
|
| R2 |
2.688 |
2.688 |
2.602 |
|
| R1 |
2.638 |
2.638 |
2.594 |
2.623 |
| PP |
2.608 |
2.608 |
2.608 |
2.601 |
| S1 |
2.558 |
2.558 |
2.580 |
2.543 |
| S2 |
2.528 |
2.528 |
2.572 |
|
| S3 |
2.448 |
2.478 |
2.565 |
|
| S4 |
2.368 |
2.398 |
2.543 |
|
|
| 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 |
2.579 |
0.225 |
8.7% |
0.083 |
3.2% |
4% |
False |
True |
8,832 |
| 10 |
2.804 |
2.579 |
0.225 |
8.7% |
0.078 |
3.0% |
4% |
False |
True |
11,406 |
| 20 |
2.808 |
2.433 |
0.375 |
14.5% |
0.092 |
3.6% |
41% |
False |
False |
14,536 |
| 40 |
3.043 |
2.433 |
0.610 |
23.6% |
0.081 |
3.1% |
25% |
False |
False |
11,645 |
| 60 |
3.043 |
2.433 |
0.610 |
23.6% |
0.070 |
2.7% |
25% |
False |
False |
9,465 |
| 80 |
3.043 |
2.433 |
0.610 |
23.6% |
0.063 |
2.4% |
25% |
False |
False |
8,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.999 |
|
2.618 |
2.868 |
|
1.618 |
2.788 |
|
1.000 |
2.739 |
|
0.618 |
2.708 |
|
HIGH |
2.659 |
|
0.618 |
2.628 |
|
0.500 |
2.619 |
|
0.382 |
2.610 |
|
LOW |
2.579 |
|
0.618 |
2.530 |
|
1.000 |
2.499 |
|
1.618 |
2.450 |
|
2.618 |
2.370 |
|
4.250 |
2.239 |
|
|
| Fisher Pivots for day following 24-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.619 |
2.692 |
| PP |
2.608 |
2.657 |
| S1 |
2.598 |
2.622 |
|