NYMEX Natural Gas Future June 2021
| Trading Metrics calculated at close of trading on 29-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2020 |
29-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.478 |
2.462 |
-0.016 |
-0.6% |
2.738 |
| High |
2.572 |
2.553 |
-0.019 |
-0.7% |
2.804 |
| Low |
2.411 |
2.433 |
0.022 |
0.9% |
2.579 |
| Close |
2.448 |
2.529 |
0.081 |
3.3% |
2.587 |
| Range |
0.161 |
0.120 |
-0.041 |
-25.5% |
0.225 |
| ATR |
0.094 |
0.096 |
0.002 |
2.0% |
0.000 |
| Volume |
19,407 |
20,645 |
1,238 |
6.4% |
34,001 |
|
| Daily Pivots for day following 29-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.865 |
2.817 |
2.595 |
|
| R3 |
2.745 |
2.697 |
2.562 |
|
| R2 |
2.625 |
2.625 |
2.551 |
|
| R1 |
2.577 |
2.577 |
2.540 |
2.601 |
| PP |
2.505 |
2.505 |
2.505 |
2.517 |
| S1 |
2.457 |
2.457 |
2.518 |
2.481 |
| S2 |
2.385 |
2.385 |
2.507 |
|
| S3 |
2.265 |
2.337 |
2.496 |
|
| S4 |
2.145 |
2.217 |
2.463 |
|
|
| Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.332 |
3.184 |
2.711 |
|
| R3 |
3.107 |
2.959 |
2.649 |
|
| R2 |
2.882 |
2.882 |
2.628 |
|
| R1 |
2.734 |
2.734 |
2.608 |
2.696 |
| PP |
2.657 |
2.657 |
2.657 |
2.637 |
| S1 |
2.509 |
2.509 |
2.566 |
2.471 |
| S2 |
2.432 |
2.432 |
2.546 |
|
| S3 |
2.207 |
2.284 |
2.525 |
|
| S4 |
1.982 |
2.059 |
2.463 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.804 |
2.411 |
0.393 |
15.5% |
0.119 |
4.7% |
30% |
False |
False |
13,636 |
| 10 |
2.804 |
2.411 |
0.393 |
15.5% |
0.091 |
3.6% |
30% |
False |
False |
12,206 |
| 20 |
2.804 |
2.411 |
0.393 |
15.5% |
0.098 |
3.9% |
30% |
False |
False |
15,479 |
| 40 |
3.043 |
2.411 |
0.632 |
25.0% |
0.085 |
3.4% |
19% |
False |
False |
12,332 |
| 60 |
3.043 |
2.411 |
0.632 |
25.0% |
0.073 |
2.9% |
19% |
False |
False |
9,943 |
| 80 |
3.043 |
2.411 |
0.632 |
25.0% |
0.066 |
2.6% |
19% |
False |
False |
8,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.063 |
|
2.618 |
2.867 |
|
1.618 |
2.747 |
|
1.000 |
2.673 |
|
0.618 |
2.627 |
|
HIGH |
2.553 |
|
0.618 |
2.507 |
|
0.500 |
2.493 |
|
0.382 |
2.479 |
|
LOW |
2.433 |
|
0.618 |
2.359 |
|
1.000 |
2.313 |
|
1.618 |
2.239 |
|
2.618 |
2.119 |
|
4.250 |
1.923 |
|
|
| Fisher Pivots for day following 29-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.517 |
2.535 |
| PP |
2.505 |
2.533 |
| S1 |
2.493 |
2.531 |
|